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Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

The task of multi-channel time series forecasting is ubiquitous in numerous fields such as finance, supply chain management, and energy planning. It is critical to effectively capture complex dynamic dependencies within and between channels…

Artificial Intelligence · Computer Science 2026-03-20 Lei Gao , Hengda Bao , Jingfei Fang , Guangzheng Wu , Weihua Zhou , Yun Zhou

Spatio-temporal forecasting plays a crucial role in various sectors such as transportation systems, logistics, and supply chain management. However, existing methods are limited by their ability to handle large, complex datasets. To…

Machine Learning · Computer Science 2024-08-27 Sakhinana Sagar Srinivas , Chidaksh Ravuru , Geethan Sannidhi , Venkataramana Runkana

Time series forecasters are widely used across various domains. Among them, MLP (multi-layer perceptron)-based forecasters have been proven to be more robust to noise compared to Transformer-based forecasters. However, MLP struggles to…

Machine Learning · Computer Science 2026-03-18 Xiang Ao

Spatial-temporal forecasting systems play a crucial role in addressing numerous real-world challenges. In this paper, we investigate the potential of addressing spatial-temporal forecasting problems using general time series forecasting…

Time-series forecasting has seen significant advancements with the introduction of token prediction mechanisms such as multi-head attention. However, these methods often struggle to achieve the same performance as in language modeling,…

Machine Learning · Computer Science 2024-12-03 Panayiotis Christou , Shichu Chen , Xupeng Chen , Parijat Dube

In long-term multivariate time series forecasting, effectively capturing both periodic patterns and residual dynamics is essential. To address this within standard deep learning benchmark settings, we propose the Hierarchical Patching Mixer…

Machine Learning · Computer Science 2026-02-20 Jung Min Choi , Vijaya Krishna Yalavarthi , Lars Schmidt-Thieme

Operations and maintenance (O&M) is a fundamental problem in wind energy systems with far reaching implications for reliability and profitability. Optimizing O&M is a multi-faceted decision optimization problem that requires a careful…

Optimization and Control · Mathematics 2024-11-01 Iman Kazemian , Murat Yildirim , Paritosh Ramanan

Long-term time-series forecasting (LTTF) has become a pressing demand in many applications, such as wind power supply planning. Transformer models have been adopted to deliver high prediction capacity because of the high computational…

Machine Learning · Computer Science 2023-01-06 Yan Li , Xinjiang Lu , Haoyi Xiong , Jian Tang , Jiantao Su , Bo Jin , Dejing Dou

Time series forecasting has played the key role in different industrial, including finance, traffic, energy, and healthcare domains. While existing literatures have designed many sophisticated architectures based on RNNs, GNNs, or…

Machine Learning · Computer Science 2023-11-13 Kun Yi , Qi Zhang , Wei Fan , Shoujin Wang , Pengyang Wang , Hui He , Defu Lian , Ning An , Longbing Cao , Zhendong Niu

In multivariate time-series forecasting (MTSF), extracting the temporal correlations of the input sequences is crucial. While popular Transformer-based predictive models can perform well, their quadratic computational complexity results in…

Machine Learning · Computer Science 2024-07-23 Shusen Ma , Yu Kang , Peng Bai , Yun-Bo Zhao

Time series often appear in an additive hierarchical structure. In such cases, time series on higher levels are the sums of their subordinate time series. This hierarchical structure places a natural constraint on forecasts. However,…

Methodology · Statistics 2025-03-20 Louis Steinmeister , Markus Pauly

Recent studies have attempted to refine the Transformer architecture to demonstrate its effectiveness in Long-Term Time Series Forecasting (LTSF) tasks. Despite surpassing many linear forecasting models with ever-improving performance, we…

Machine Learning · Computer Science 2024-12-30 Peiwang Tang , Weitai Zhang

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

This brief deals with the satisfaction of the daily cooling demand by a hybrid system that consists of a vapour-compression refrigeration cycle and a thermal energy storage (TES) unit, based on phase change materials. The addition of the…

Optimization and Control · Mathematics 2024-02-08 G. Bejarano , D. Rodríguez , J. M. Lemos , M. Vargas , M. G. Ortega

Currently, iTransformer is one of the most popular and effective models for multivariate time series (MTS) forecasting. Thanks to its inverted framework, iTransformer effectively captures multivariate correlation. However, the inverted…

Machine Learning · Computer Science 2025-07-17 Hongming Tan , Ting Chen , Ruochong Jin , Wai Kin Chan

Time series classification (TSC) performance depends not only on architectural design but also on the diversity of input representations. In this work, we propose a scalable multi-scale convolutional framework that systematically integrates…

Machine Learning · Computer Science 2026-03-26 Celal Alagöz , Mehmet Kurnaz , Farhan Aadil

Irregular Multivariate Time Series (IMTS) are characterized by uneven intervals between consecutive timestamps, which carry sampling pattern information valuable and informative for learning temporal and variable dependencies. In addition,…

Machine Learning · Computer Science 2026-02-26 Boyuan Li , Zhen Liu , Yicheng Luo , Qianli Ma