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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

Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and…

Machine Learning · Computer Science 2024-07-08 Guoqi Yu , Jing Zou , Xiaowei Hu , Angelica I. Aviles-Rivero , Jing Qin , Shujun Wang

Spatio-temporal graphs are powerful tools for modeling complex dependencies in traffic time series. However, the distributed nature of real-world traffic data across multiple stakeholders poses significant challenges in modeling and…

Machine Learning · Computer Science 2025-11-14 Feng Wang , Tianxiang Chen , Shuyue Wei , Qian Chu , Yi Zhang , Yifan Sun , Zhiming Zheng

This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…

Machine Learning · Computer Science 2025-08-05 Menglin Kong , Vincent Zhihao Zheng , Xudong Wang , Lijun Sun

Long-term time series forecasting (LTSF) is a challenging task that has been investigated in various domains such as finance investment, health care, traffic, and weather forecasting. In recent years, Linear-based LTSF models showed better…

Machine Learning · Computer Science 2023-11-13 Seonkyu Lim , Jaehyeon Park , Seojin Kim , Hyowon Wi , Haksoo Lim , Jinsung Jeon , Jeongwhan Choi , Noseong Park

Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals. The core challenge is to effectively combine temporal numerical patterns with the context…

Machine Learning · Computer Science 2026-02-04 Huu Hiep Nguyen , Minh Hoang Nguyen , Dung Nguyen , Hung Le

Time series forecasting is prevalent in various real-world applications. Despite the promising results of deep learning models in time series forecasting, especially the Recurrent Neural Networks (RNNs), the explanations of time series…

Machine Learning · Computer Science 2023-08-29 Chaoqun Wang , Yijun Li , Xiangqian Sun , Qi Wu , Dongdong Wang , Zhixiang Huang

Although many complex models were proposed to analyze time series data, some studies have demonstrated remarkable performance with simpler structures. A recent study proposed a non-parametric framework for 3D point cloud classification,…

Machine Learning · Computer Science 2026-05-12 Bowen Liu , Haijian Lai , Chan-Tong Lam , Junhao Dong , Benjamin Ng , Wei Ke , Sio-Kei Im

Spatio-temporal data, prevalent in real-world applications such as traffic monitoring, financial transactions, and ride-share demands, represents a specialized case of multivariate time series characterized by high dimensionality. This high…

Time-series forecasting has gained significant attention in machine learning due to its crucial role in various domains. However, most existing forecasting models rely heavily on point-wise loss functions like Mean Square Error, which treat…

Machine Learning · Computer Science 2025-07-16 Dilfira Kudrat , Zongxia Xie , Yanru Sun , Tianyu Jia , Qinghua Hu

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

As tensor-valued data become increasingly common in time series analysis, there is a growing need for flexible and interpretable models that can handle high-dimensional predictors and responses across multiple modes. We propose a unified…

Methodology · Statistics 2025-06-10 Shibo Li , Yao Zheng

Recently, introducing Tensor Decomposition (TD) techniques into unsupervised feature selection (UFS) has been an emerging research topic. A tensor structure is beneficial for mining the relations between different modes and helps relieve…

Machine Learning · Computer Science 2025-07-04 Junjing Zheng , Xinyu Zhang , Weidong Jiang , Xiangfeng Qiu , Mingjian Ren

Asynchronous Time Series is a multivariate time series where all the channels are observed asynchronously-independently, making the time series extremely sparse when aligning them. We often observe this effect in applications with complex…

Machine Learning · Computer Science 2022-08-25 Vijaya Krishna Yalavarthi , Johannes Burchert , Lars Schmidt-Thieme

Traditional recurrent neural network architectures, such as long short-term memory neural networks (LSTM), have historically held a prominent role in time series forecasting (TSF) tasks. While the recently introduced sLSTM for Natural…

Machine Learning · Computer Science 2025-02-25 Yaxuan Kong , Zepu Wang , Yuqi Nie , Tian Zhou , Stefan Zohren , Yuxuan Liang , Peng Sun , Qingsong Wen

Time series decomposition into trend, seasonal structure, and residual components is a core primitive for downstream analytics such as anomaly detection, change-point detection, and forecasting. However, most existing seasonal-trend…

Time series analysis plays a vital role in fields such as finance, healthcare, industry, and meteorology, underpinning key tasks including classification, forecasting, and anomaly detection. Although deep learning models have achieved…

Machine Learning · Computer Science 2025-12-17 Da Zhang , Bingyu Li , Zhiyuan Zhao , Feiping Nie , Junyu Gao , Xuelong Li

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

Time series data, including univariate and multivariate ones, are characterized by unique composition and complex multi-scale temporal variations. They often require special consideration of decomposition and multi-scale modeling to…

Machine Learning · Computer Science 2024-03-26 Shuhan Zhong , Sizhe Song , Weipeng Zhuo , Guanyao Li , Yang Liu , S. -H. Gary Chan

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