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Multivariate time-series (MTS) forecasting is a paramount and fundamental problem in many real-world applications. The core issue in MTS forecasting is how to effectively model complex spatial-temporal patterns. In this paper, we develop a…

Machine Learning · Computer Science 2024-02-16 Jinliang Deng , Xiusi Chen , Renhe Jiang , Du Yin , Yi Yang , Xuan Song , Ivor W. Tsang

Inherent temporal heterogeneity, such as varying sampling densities and periodic structures, has posed substantial challenges in zero-shot generalization for Time Series Foundation Models (TSFMs). Existing TSFMs predominantly rely on…

Machine Learning · Computer Science 2026-05-15 Kun Feng , Shaocheng Lan , Yuchen Fang , Wenchao He , Sihan Lu , Shuqi Gu , Lintao Ma , Xingyu Lu , Kan Ren

Reliable fall detection in elderly care requires monitoring systems that are not only accurate but also capable of producing stable, interpretable explanations of motion dynamics, a requirement that existing post hoc explainability methods…

Computer Vision and Pattern Recognition · Computer Science 2026-05-05 Mohammad Saleh , Azadeh Tabatabaei

Time series forecasting has played a pivotal role across various industries, including finance, transportation, energy, healthcare, and climate. Due to the abundant seasonal information they contain, timestamps possess the potential to…

Machine Learning · Computer Science 2024-11-21 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jinming Wu , Jianxin Liao

Time series forecasting (TSF) is critical across domains such as finance, meteorology, and energy. While extending the lookback window theoretically provides richer historical context, in practice, it often introduces irrelevant noise and…

Machine Learning · Computer Science 2026-04-03 Xiang Ao , Yinyu Tan , Mengru Chen

Forecasting state evolution of network systems, such as the spread of information on social networks, is significant for effective policy interventions and resource management. However, the underlying propagation dynamics constantly shift…

Computational Engineering, Finance, and Science · Computer Science 2025-10-13 Shihe Zhou , Ruikun Li , Huandong Wang , Yong Li

Traditional solar flare forecasting approaches have mostly relied on physics-based or data-driven models using solar magnetograms, treating flare predictions as a point-in-time classification problem. This approach has limitations,…

Machine Learning · Computer Science 2024-09-10 Anli Ji , Chetraj Pandey , Berkay Aydin

Introduction: Long-term time series forecasting (LTSF) has gained significant attention in recent years. While various specialized designs exist for capturing temporal dependency, recent studies have shown that even a single linear layer…

Machine Learning · Computer Science 2026-05-19 Zhe Li , Shiyi Qi , Yiduo Li , Zenglin Xu

Spatio-Temporal Multivariate time series Forecast (STMF) uses the time series of $n$ spatially distributed variables in a period of recent past to forecast their values in a period of near future. It has important applications in…

Machine Learning · Computer Science 2025-10-29 Zibo Liu , Zhe Jiang , Zelin Xu , Tingsong Xiao , Yupu Zhang , Zhengkun Xiao , Haibo Wang , Shigang Chen

Multivariate time series (MTS) forecasting is vital in fields like weather, energy, and finance. However, despite deep learning advancements, traditional Transformer-based models often diminish the effect of crucial inter-variable…

Machine Learning · Computer Science 2025-03-03 Yanhong Li , David C. Anastasiu

Recent advancements in generative modeling, particularly diffusion models, have opened new directions for time series modeling, achieving state-of-the-art performance in forecasting and synthesis. However, the reliance of diffusion-based…

Machine Learning · Computer Science 2025-05-13 Marcel Kollovieh , Marten Lienen , David Lüdke , Leo Schwinn , Stephan Günnemann

Nonstationary time series forecasting suffers from the distribution shift issue due to the different distributions that produce the training and test data. Existing methods attempt to alleviate the dependence by, e.g., removing low-order…

Machine Learning · Computer Science 2026-02-20 Xihao Piao , Zheng Chen , Lingwei Zhu , Yushun Dong , Yasuko Matsubara , Yasushi Sakurai

Time series data are ubiquitous across diverse real-world applications, making time series analysis critically important. Traditional approaches are largely task-specific, offering limited functionality and poor transferability. In recent…

Machine Learning · Computer Science 2025-09-18 Jiexia Ye , Yongzi Yu , Weiqi Zhang , Le Wang , Jia Li , Fugee Tsung

Tree-based models have been successfully applied to a wide variety of tasks, including time series forecasting. They are increasingly in demand and widely accepted because of their comparatively high level of interpretability. However, many…

Machine Learning · Computer Science 2024-01-03 Matthias Jakobs , Amal Saadallah

Forecasting agricultural markets remains challenging due to nonlinear dynamics, structural breaks, and sparse data. A long-standing belief holds that simple time-series methods outperform more advanced alternatives. This paper provides the…

Econometrics · Economics 2026-01-21 Le Wang , Boyuan Zhang

The development of Time-Series Forecasting (TSF) models is often constrained by the lack of comprehensive datasets, especially in Global Station Weather Forecasting (GSWF), where existing datasets are small, temporally short, and spatially…

Machine Learning · Computer Science 2026-04-01 Tao Han , Zhibin Wen , Zhenghao Chen , Dazhao Du , Song Guo , Lei Bai

Time series (TS) data are ubiquitous across various application areas, rendering time series forecasting (TSF) a fundamental task. With the astounding advances in large language models (LLMs), a variety of methods have been developed to…

Artificial Intelligence · Computer Science 2025-08-25 Zhuomin Chen , Dan Li , Jiahui Zhou , Shunyu Wu , Haozheng Ye , Jian Lou , See-Kiong Ng

There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

Machine Learning · Computer Science 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are…

Machine Learning · Computer Science 2026-05-13 Jie Yang , Yifan Hu , Yuante Li , Kexin Zhang , Kaize Ding , Philip S. Yu

Foundation Models are designed to serve as versatile embedding machines, with strong zero shot capabilities and superior generalization performance when fine-tuned on diverse downstream tasks. While this is largely true for language and…

Machine Learning · Computer Science 2025-10-08 Nouha Karaouli , Denis Coquenet , Elisa Fromont , Martial Mermillod , Marina Reyboz