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相关论文: Less Is More: Fast Multivariate Time Series Foreca…

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Recent research has challenged the necessity of complex deep learning architectures for time series forecasting, demonstrating that simple linear models can often outperform sophisticated approaches. Building upon this insight, we introduce…

机器学习 · 计算机科学 2024-10-30 Remi Genet , Hugo Inzirillo

This paper introduces SparseTSF, a novel, extremely lightweight model for Long-term Time Series Forecasting (LTSF), designed to address the challenges of modeling complex temporal dependencies over extended horizons with minimal…

机器学习 · 计算机科学 2024-06-04 Shengsheng Lin , Weiwei Lin , Wentai Wu , Haojun Chen , Junjie Yang

The integration of wind energy into power grids necessitates accurate ultra-short-term wind power forecasting to ensure grid stability and optimize resource allocation. This study introduces M2WLLM, an innovative model that leverages the…

机器学习 · 计算机科学 2025-06-03 Hang Fana , Mingxuan Lib , Zuhan Zhanga , Long Chengc , Yujian Ye , Dunnan Liua

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…

机器学习 · 计算机科学 2026-03-10 Tengxue Zhang , Biao Ouyang , Yang Shu , Xinyang Chen , Chenjuan Guo , Bin Yang

Attention-based architectures have become ubiquitous in time series forecasting tasks, including spatio-temporal (STF) and long-term time series forecasting (LTSF). Yet, our understanding of the reasons for their effectiveness remains…

机器学习 · 计算机科学 2025-05-13 Suhan Guo , Jiahong Deng , Yi Wei , Hui Dou , Furao Shen , Jian Zhao

Long short-term memory (LSTM) is one of the robust recurrent neural network architectures for learning sequential data. However, it requires considerable computational power to learn and implement both software and hardware aspects. This…

机器学习 · 计算机科学 2023-01-13 Nelly Elsayed , Zag ElSayed , Anthony S. Maida

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…

机器学习 · 计算机科学 2026-03-18 Xiang Ao

We assess the performance of a set of local time-stepping (LTS) schemes for the shallow water equations implemented in the Model for Prediction Across Scales (MPAS). The goal of LTS is to speed up the simulation by allowing different…

数值分析 · 数学 2021-11-12 Giacomo Capodaglio , Mark Petersen

Time series (TS) forecasting has been an unprecedentedly popular problem in recent years, with ubiquitous applications in both scientific and business fields. Various approaches have been introduced to time series analysis, including both…

机器学习 · 计算机科学 2024-05-20 Ziyou Guo , Yan Sun , Tieru Wu

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods due to their state-of-the-art…

机器学习 · 计算机科学 2022-08-22 Zezhi Shao , Zhao Zhang , Fei Wang , Wei Wei , Yongjun Xu

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…

计算机视觉与模式识别 · 计算机科学 2025-02-24 Weilin Ruan , Siru Zhong , Haomin Wen , Yuxuan Liang

Multivariate Time series forecasting is crucial in domains such as transportation, meteorology, and finance, especially for predicting extreme weather events. State-of-the-art methods predominantly rely on Transformer architectures, which…

机器学习 · 计算机科学 2024-10-16 Li Wu , Wenbin Pei , Jiulong Jiao , Qiang Zhang

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…

机器学习 · 计算机科学 2023-01-06 Yan Li , Xinjiang Lu , Haoyi Xiong , Jian Tang , Jiantao Su , Bo Jin , Dejing Dou

This work presents a Long Short-Term Memory (LSTM) network for forecasting a monthly electricity demand time series with a one-year horizon. The novelty of this work is the use of pattern representation of the seasonal time series as an…

信号处理 · 电气工程与系统科学 2020-04-29 Paweł Pełka , Grzegorz Dudek

Transformers have become one of the dominant architectures in deep learning, particularly as a powerful alternative to convolutional neural networks (CNNs) in computer vision. However, Transformer training and inference in previous works…

计算机视觉与模式识别 · 计算机科学 2021-12-24 Zizheng Pan , Bohan Zhuang , Haoyu He , Jing Liu , Jianfei Cai

Model selection is a critical step in time series forecasting, traditionally requiring extensive performance evaluations across various datasets. Meta-learning approaches aim to automate this process, but they typically depend on…

机器学习 · 计算机科学 2025-04-04 Wang Wei , Tiankai Yang , Hongjie Chen , Ryan A. Rossi , Yue Zhao , Franck Dernoncourt , Hoda Eldardiry

The performance of transformers for time-series forecasting has improved significantly. Recent architectures learn complex temporal patterns by segmenting a time-series into patches and using the patches as tokens. The patch size controls…

机器学习 · 计算机科学 2024-03-25 Yitian Zhang , Liheng Ma , Soumyasundar Pal , Yingxue Zhang , Mark Coates

Transformer-based and CNN-based methods demonstrate strong performance in long-term time series forecasting. However, their high computational and storage requirements can hinder large-scale deployment. To address this limitation, we…

机器学习 · 计算机科学 2026-01-08 Juntong Ni , Zewen Liu , Shiyu Wang , Ming Jin , Wei Jin

Most current multivariate time series (MTS) classification algorithms focus on improving the predictive accuracy. However, for large-scale (either high-dimensional or long-sequential) time series (TS) datasets, there is an additional…

机器学习 · 计算机科学 2022-03-29 Yuqing Wang , Yun Zhao , Linda Petzold

Recently, channel-independent methods have achieved state-of-the-art performance in multivariate time series (MTS) forecasting. Despite reducing overfitting risks, these methods miss potential opportunities in utilizing channel dependence…

机器学习 · 计算机科学 2024-08-14 Lifan Zhao , Yanyan Shen