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Time series forecasting has recently achieved significant progress with multi-scale models to address the heterogeneity between long and short range patterns. Despite their state-of-the-art performance, we identify two potential areas for…

Machine Learning · Computer Science 2025-02-18 Zihao Wu , Juncheng Dong , Haoming Yang , Vahid Tarokh

Time series (TS) forecasting has been an unprecedentedly popular problem in recent years, with ubiquitous applications in both scientific and business fields. Various approaches have been introduced to time series analysis, including both…

Machine Learning · Computer Science 2024-05-20 Ziyou Guo , Yan Sun , Tieru Wu

Time series forecasting presents a significant challenge, particularly when its accuracy relies on external data sources rather than solely on historical values. This issue is prevalent in the financial sector, where the future behavior of…

Machine Learning · Computer Science 2024-03-22 Hajar Emami , Xuan-Hong Dang , Yousaf Shah , Petros Zerfos

As multimodal data proliferates across diverse real-world applications, leveraging heterogeneous information such as texts and timestamps for accurate time series forecasting (TSF) has become a critical challenge. While diffusion models…

Machine Learning · Computer Science 2025-12-09 Da Zhang , Bingyu Li , Zhuyuan Zhao , Junyu Gao , Feiping Nie , Xuelong Li

Multivariate time series forecasting (MTSF) aims to learn temporal dynamics among variables to forecast future time series. Existing statistical and deep learning-based methods suffer from limited learnable parameters and small-scale…

Machine Learning · Computer Science 2025-04-01 Chenxi Liu , Qianxiong Xu , Hao Miao , Sun Yang , Lingzheng Zhang , Cheng Long , Ziyue Li , Rui Zhao

Contrastive learning methods have shown an impressive ability to learn meaningful representations for image or time series classification. However, these methods are less effective for time series forecasting, as optimization of instance…

Machine Learning · Computer Science 2024-11-13 Xiaochen Zheng , Xingyu Chen , Manuel Schürch , Amina Mollaysa , Ahmed Allam , Michael Krauthammer

Time series forecasting is a long-standing and highly challenging research topic. Recently, driven by the rise of large language models (LLMs), research has increasingly shifted from purely time series methods toward harnessing textual…

Artificial Intelligence · Computer Science 2025-09-03 Shiqiao Zhou , Holger Schöner , Huanbo Lyu , Edouard Fouché , Shuo Wang

Comprehensive understanding of time series remains a significant challenge for Large Language Models (LLMs). Current research is hindered by fragmented task definitions and benchmarks with inherent ambiguities, precluding rigorous…

Artificial Intelligence · Computer Science 2026-04-21 Yueyang Ding , HaoPeng Zhang , Rui Dai , Yi Wang , Tianyu Zong , Kaikui Liu , Xiangxiang Chu

Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

Machine Learning · Computer Science 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

Traffic prediction is a challenging spatio-temporal forecasting problem that involves highly complex spatio-temporal correlations. This paper proposes a Multi-level Multi-view Augmented Spatio-temporal Transformer (LVSTformer) for traffic…

Machine Learning · Computer Science 2024-06-19 Jiaqi Lin , Qianqian Ren

In practical time series forecasting, covariates provide rich contextual information that can potentially enhance the forecast of target variables. Although some covariates extend into the future forecasting horizon (e.g., calendar events,…

Machine Learning · Computer Science 2025-08-07 Yosuke Yamaguchi , Issei Suemitsu , Wenpeng Wei

Time series anomaly detection plays a critical role in many dynamic systems. Despite its importance, previous approaches have primarily relied on unimodal numerical data, overlooking the importance of complementary information from other…

Machine Learning · Computer Science 2026-03-24 Shiyan Hu , Jianxin Jin , Yang Shu , Peng Chen , Bin Yang , Chenjuan Guo

We propose an efficient design of Transformer-based models for multivariate time series forecasting and self-supervised representation learning. It is based on two key components: (i) segmentation of time series into subseries-level patches…

Machine Learning · Computer Science 2023-03-07 Yuqi Nie , Nam H. Nguyen , Phanwadee Sinthong , Jayant Kalagnanam

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Shivam Gupta , Krishna Sai Sudhir Aripirala , Venkataramana Runkana

Irregular Multivariate Time Series (IMTS) forecasting is challenging due to the unaligned nature of multi-channel signals and the prevalence of extensive missing data. Existing methods struggle to capture reliable temporal patterns from…

Computer Vision and Pattern Recognition · Computer Science 2025-06-02 Zhangyi Hu , Jiemin Wu , Hua Xu , Mingqian Liao , Ninghui Feng , Bo Gao , Songning Lai , Yutao Yue

Multivariate time series (MTS) data is generated through multiple sensors across various domains such as engineering application, health monitoring, and the internet of things, characterized by its temporal changes and high dimensional…

Machine Learning · Computer Science 2025-06-19 Mingsen Du , Meng Chen , Yongjian Li , Xiuxin Zhang , Jiahui Gao , Cun Ji , Shoushui Wei

Current forecasting approaches are largely unimodal and ignore the rich textual data that often accompany the time series due to lack of well-curated multimodal benchmark dataset. In this work, we develop TimeText Corpus (TTC), a carefully…

Artificial Intelligence · Computer Science 2024-11-22 Kai Kim , Howard Tsai , Rajat Sen , Abhimanyu Das , Zihao Zhou , Abhishek Tanpure , Mathew Luo , Rose Yu

Multivariate Time Series (MTS) forecasting plays a vital role in various real-world applications, such as traffic management and predictive maintenance. Existing approaches typically model MTS data in either Euclidean or Riemannian space,…

Machine Learning · Computer Science 2025-12-17 Yong Fang , Na Li , Hangguan Shan , Eryun Liu , Xinyu Li , Wei Ni , Er-Ping Li

The diversity of time series applications and scarcity of domain-specific data highlight the need for time-series models with strong few-shot learning capabilities. In this work, we propose a novel training scheme and a transformer-based…

Machine Learning · Computer Science 2025-02-25 Ege Onur Taga , M. Emrullah Ildiz , Samet Oymak

Large vision models (LVMs) have recently proven to be surprisingly effective time series forecasters, simply by rendering temporal data as images. This success, how ever, rests on a largely unexamined premise: the rendered time series…

Computer Vision and Pattern Recognition · Computer Science 2026-05-14 Mingrui Zhang , Hanchen Yang , Wengen Li , Xudong Jiang , Yichao Zhang , Jihong Guan , Shuigeng Zhou
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