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Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Multivariate time-series forecasting is vital in various domains, e.g., economic planning and weather prediction. Deep train-from-scratch models have exhibited effective performance yet require large amounts of data, which limits real-world…

Machine Learning · Computer Science 2025-02-21 Ching Chang , Wei-Yao Wang , Wen-Chih Peng , Tien-Fu Chen

While deep learning has achieved impressive performance in time series forecasting, it becomes increasingly crucial to understand its decision-making process for building trust in high-stakes scenarios. Existing interpretable models often…

Machine Learning · Computer Science 2026-03-02 Ziheng Peng , Shijie Ren , Xinyue Gu , Linxiao Yang , Xiting Wang , Liang Sun

Diffusion models have recently emerged as powerful frameworks for generating high-quality images. While recent studies have explored their application to time series forecasting, these approaches face significant challenges in cross-modal…

Computer Vision and Pattern Recognition · Computer Science 2025-02-24 Weilin Ruan , Siru Zhong , Haomin Wen , Yuxuan Liang

Time-series forecasting is a critical challenge in various domains and has witnessed substantial progress in recent years. Many real-life scenarios, such as public health, economics, and social applications, involve feedback loops where…

Machine Learning · Computer Science 2025-06-04 Zhiyuan Zhao , Haoxin Liu , Alexander Rodriguez , B. Aditya Prakash

Delivering precise point and distributional forecasts across a spectrum of prediction horizons represents a significant and enduring challenge in the application of time-series forecasting within various industries. Prior research on…

Machine Learning · Computer Science 2024-10-22 Jiawen Zhang , Xumeng Wen , Zhenwei Zhang , Shun Zheng , Jia Li , Jiang Bian

Current time-series forecasting models are primarily based on transformer-style neural networks. These models achieve long-term forecasting mainly by scaling up the model size rather than through genuinely autoregressive (AR) rollout. From…

Machine Learning · Computer Science 2026-05-08 Zheng Li , Jerry Cheng , Huanying Gu

Recent advances in deep forecasting models have achieved remarkable performance, yet most approaches still struggle to provide both accurate predictions and interpretable insights into temporal dynamics. This paper proposes CaReTS, a novel…

Machine Learning · Computer Science 2025-11-14 Fulong Yao , Wanqing Zhao , Chao Zheng , Xiaofei Han

Time-series forecasting finds broad applications in real-world scenarios. Due to the dynamic nature of time series data, it is important for time-series forecasting models to handle potential distribution shifts over time. In this paper, we…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Haoxin Liu , B. Aditya Prakash

We introduce the Robustness of Hierarchically Organized Time Series (RHiOTS) framework, designed to assess the robustness of hierarchical time series forecasting models and algorithms on real-world datasets. Hierarchical time series, where…

Machine Learning · Computer Science 2024-08-08 Luis Roque , Carlos Soares , Luís Torgo

Time series forecasting is vital in diverse sectors such as energy and transportation, where non-stationary dynamics are deeply intertwined with external events in other modalities such as texts. However, incorporating natural…

Machine Learning · Computer Science 2026-05-12 Yunfeng Ge , Ming Jin , Yiji Zhao , Hongyan Li , Bo Du , Chang Xu , Shirui Pan

Time series forecasting plays a pivotal role in critical sectors such as finance, energy, transportation, and meteorology. However, Long-term Time Series Forecasting (LTSF) remains a significant challenge because real-world signals contain…

Computer Vision and Pattern Recognition · Computer Science 2026-04-21 Xiang Ao

Multivariate time series forecasting has seen widely ranging applications in various domains, including finance, traffic, energy, and healthcare. To capture the sophisticated temporal patterns, plenty of research studies designed complex…

Machine Learning · Computer Science 2022-07-05 Tianping Zhang , Yizhuo Zhang , Wei Cao , Jiang Bian , Xiaohan Yi , Shun Zheng , Jian Li

The adaptation of large language models (LLMs) to time series forecasting poses unique challenges, as time series data is continuous in nature, while LLMs operate on discrete tokens. Despite the success of LLMs in natural language…

Computation and Language · Computer Science 2025-08-05 Taibiao Zhao , Xiaobing Chen , Mingxuan Sun

Time series forecasting, which aims to predict future values based on historical data, has garnered significant attention due to its broad range of applications. However, real-world time series often exhibit complex non-uniform distribution…

Machine Learning · Computer Science 2025-10-02 Yanru Sun , Zongxia Xie , Emadeldeen Eldele , Dongyue Chen , Qinghua Hu , Min Wu

Several applications in time series forecasting require predicting multiple steps ahead. Despite the vast amount of literature in the topic, both classical and recent deep learning based approaches have mostly focused on minimising…

Machine Learning · Computer Science 2024-07-15 Ignacio Hounie , Javier Porras-Valenzuela , Alejandro Ribeiro

Correlated time series (CTS) forecasting plays an essential role in many cyber-physical systems, where multiple sensors emit time series that capture interconnected processes. Solutions based on deep learning that deliver state-of-the-art…

Machine Learning · Computer Science 2021-12-22 Xinle Wu , Dalin Zhang , Chenjuan Guo , Chaoyang He , Bin Yang , Christian S. Jensen

Spatio-temporal forecasting is crucial in transportation, logistics, and supply chain management. However, current methods struggle with large, complex datasets. We propose a dynamic, multi-modal approach that integrates the strengths of…

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

Pre-trained models exhibit strong generalization to various downstream tasks. However, given the numerous models available in the model hub, identifying the most suitable one by individually fine-tuning is time-consuming. In this paper, we…

Machine Learning · Computer Science 2026-03-10 Tengxue Zhang , Biao Ouyang , Yang Shu , Xinyang Chen , Chenjuan Guo , Bin Yang

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

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