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Long-term time series forecasting (LTSF) represents a critical frontier in time series analysis, characterized by extensive input sequences, as opposed to the shorter spans typical of traditional approaches. While longer sequences…

Machine Learning · Computer Science 2024-10-17 Jinliang Deng , Feiyang Ye , Du Yin , Xuan Song , Ivor W. Tsang , Hui Xiong

Transformer-based models have recently become dominant in Long-term Time Series Forecasting (LTSF), yet the variations in their architecture, such as encoder-only, encoder-decoder, and decoder-only designs, raise a crucial question: What…

Machine Learning · Computer Science 2025-07-18 Lefei Shen , Mouxiang Chen , Han Fu , Xiaoxue Ren , Xiaoyun Joy Wang , Jianling Sun , Zhuo Li , Chenghao Liu

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Applications · Statistics 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

Spatiotemporal data analysis is pivotal across various domains, such as transportation, meteorology, and healthcare. The data collected in real-world scenarios are often incomplete due to device malfunctions and network errors.…

Machine Learning · Computer Science 2024-03-25 Yakun Chen , Kaize Shi , Zhangkai Wu , Juan Chen , Xianzhi Wang , Julian McAuley , Guandong Xu , Shui Yu

We introduce MoTIF, a mode-structured tensor framework for multi-parametric approximation, super-resolution, and temporal forecasting of high-dimensional unsteady systems. The methodology leverages High-Order Singular Value Decomposition…

Accurate forecasting of multivariate time series is an extensively studied subject in finance, transportation, and computer science. Fully mining the correlation and causation between the variables in a multivariate time series exhibits…

Machine Learning · Computer Science 2022-05-25 Weijun Chen , Yanze Wang , Chengshuo Du , Zhenglong Jia , Feng Liu , Ran Chen

Time series foundation models (TSFMs) have recently achieved strong zero-shot forecasting performance through large-scale pretraining and retrieval-augmented prediction. However, our empirical analysis reveals a non-trivial limitation of…

Machine Learning · Computer Science 2026-05-26 Jinjin Chi , Lei Feng , Lulu Zhang , Yongcheng Jing , Yiming Wang , Ximing Li , Jialie Shen , Leszek Rutkowski , Dacheng Tao

Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). While Transformer-based methods excel in capturing long-range dependencies, they suffer from high computational complexities and…

Machine Learning · Computer Science 2025-04-16 Yifan Hu , Peiyuan Liu , Peng Zhu , Dawei Cheng , Tao Dai

Multivariate Time Series Forecasting (MTSF) has long been a key research focus. Traditionally, these studies assume a fixed number of variables, but in real-world applications, Cyber-Physical Systems often expand as new sensors are…

Machine Learning · Computer Science 2025-06-03 Minbo Ma , Kai Tang , Huan Li , Fei Teng , Dalin Zhang , Tianrui Li

Accurate multivariate time series forecasting hinges on inter-series correlations, which often evolve in complex ways across different temporal scales. Existing methods are limited in modeling these multi-scale dependencies and struggle to…

Machine Learning · Computer Science 2026-01-27 Shaoxun Wang , Xingjun Zhang , Qianyang Li , Jiawei Cao , Zhendong Tan

A new variational mode decomposition (VMD) based deep learning approach is proposed in this paper for time series forecasting problem. Firstly, VMD is adopted to decompose the original time series into several sub-signals. Then, a…

Machine Learning · Statistics 2020-02-25 Guowei Zhang , Tao Ren , Yifan Yang

Self-supervised representation learning, particularly through contrastive methods like TS2Vec, has advanced the analysis of time series data. However, these models often falter in forecasting tasks because their objective functions…

Machine Learning · Computer Science 2025-12-01 Ganeshan Niroshan , Uthayasanker Thayasivam

Long-term time series forecasting is a vital task and has a wide range of real applications. Recent methods focus on capturing the underlying patterns from one single domain (e.g. the time domain or the frequency domain), and have not taken…

Machine Learning · Computer Science 2023-08-28 Yuxiao Luo , Ziyu Lyu , Xingyu Huang

Long-term and Large-scale Wireless Traffic Forecasting (LL-WTF) is pivotal for strategic network management and comprehensive planning on a macro scale. However, LL-WTF poses greater challenges than short-term ones due to the pronounced…

Machine Learning · Computer Science 2025-01-14 Daojun Liang , Haixia Zhang , Dongfeng Yuan

Forecasting complex time series is an important yet challenging problem that involves various industrial applications. Recently, masked time-series modeling has been proposed to effectively model temporal dependencies for forecasting by…

Machine Learning · Computer Science 2025-07-02 Hyunwoo Seo , Chiehyeon Lim

Time series forecasting is critical across various domains, such as weather, finance and real estate forecasting, as accurate forecasts support informed decision-making and risk mitigation. While recent deep learning models have improved…

Machine Learning · Computer Science 2025-08-12 Jianfei Wu , Wenmian Yang , Bingning Liu , Weijia Jia

Short fixed-length inputs are the main bottleneck of deep learning methods in long time-series forecasting tasks. Prolonging input length causes overfitting, rapidly deteriorating accuracy. Our research indicates that the overfitting is a…

Machine Learning · Computer Science 2025-09-05 Chao Ma , Yikai Hou , Xiang Li , Yinggang Sun , Haining Yu

Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

Machine Learning · Computer Science 2025-01-10 HyunGi Kim , Siwon Kim , Jisoo Mok , Sungroh Yoon

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

Forecasting time series with irregular temporal structures remains challenging for universal pre-trained models. Existing approaches often assume regular sampling or depend heavily on imputation, limiting their applicability in real-world…

Machine Learning · Computer Science 2025-08-26 Jingge Xiao , Yile Chen , Gao Cong , Wolfgang Nejdl , Simon Gottschalk