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相关论文: Revisiting Long-term Time Series Forecasting: An I…

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Time series are generated in diverse domains such as economic, traffic, health, and energy, where forecasting of future values has numerous important applications. Not surprisingly, many forecasting methods are being proposed. To ensure…

Diffusion models, initially developed for image synthesis, demonstrate remarkable generative capabilities. Recently, their application has expanded to time series forecasting (TSF), yielding promising results. Existing surveys on time…

机器学习 · 统计学 2025-09-03 Chen Su , Zhengzhou Cai , Yuanhe Tian , Zhuochao Chang , Zihong Zheng , Yan Song

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

机器学习 · 计算机科学 2022-04-26 Jimeng Shi , Mahek Jain , Giri Narasimhan

A time series represents a set of observations collected over time. Typically, these observations are captured with a uniform sampling frequency (e.g. daily). When data points are observed in uneven time intervals the time series is…

机器学习 · 计算机科学 2022-01-03 Pedro Costa , Vitor Cerqueira , João Vinagre

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…

应用统计 · 统计学 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

Accurate short-term load forecasting is essential for the efficient operation of the power sector. Forecasting load at a fine granularity such as hourly loads of individual households is challenging due to higher volatility and inherent…

信号处理 · 电气工程与系统科学 2022-05-17 Haris Mansoor , Sarwan Ali , Imdadullah Khan , Naveed Arshad , Muhammad Asad Khan , Safiullah Faizullah

Time series forecasting is a long-standing and highly challenging research topic. Recently, driven by the rise of large language models (LLMs), research has increasingly shifted from purely time series methods toward harnessing textual…

人工智能 · 计算机科学 2025-09-03 Shiqiao Zhou , Holger Schöner , Huanbo Lyu , Edouard Fouché , Shuo Wang

Multivariate time series forecasting (MTSF) plays a vital role in a wide range of real-world applications, such as weather prediction and traffic flow forecasting. Although recent advances have significantly improved the modeling of…

机器学习 · 计算机科学 2025-10-03 Beiliang Wu , Peiyuan Liu , Yifan Hu , Luyan Zhang , Ao Hu , Zenglin Xu

Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima.…

机器学习 · 计算机科学 2026-02-19 Xu Zhang , Peng Wang , Yichen Li , Wei Wang

Long-term time series forecasting plays an important role in various real-world scenarios. Recent deep learning methods for long-term series forecasting tend to capture the intricate patterns of time series by decomposition-based or…

机器学习 · 计算机科学 2023-06-13 Xing Wang , Zhendong Wang , Kexin Yang , Junlan Feng , Zhiyan Song , Chao Deng , Lin zhu

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…

机器学习 · 计算机科学 2026-05-26 Jinjin Chi , Lei Feng , Lulu Zhang , Yongcheng Jing , Yiming Wang , Ximing Li , Jialie Shen , Leszek Rutkowski , Dacheng Tao

Fuzzy time series forecasting (FTSF) is a typical forecasting method with wide application. Traditional FTSF is regarded as an expert system which leads to loss of the ability to recognize undefined features. The mentioned is the main…

机器学习 · 计算机科学 2023-08-29 Tianxiang Zhan , Yuanpeng He , Yong Deng , Zhen Li

Seasonal time series Forecasting remains a challenging problem due to the long-term dependency from seasonality. In this paper, we propose a two-stage framework to forecast univariate seasonal time series. The first stage explicitly learns…

机器学习 · 计算机科学 2021-06-08 Qingyang Xu , Qingsong Wen , Liang Sun

Benefiting from high capacity for capturing complex temporal patterns, deep learning (DL) has significantly advanced time series forecasting (TSF). However, deep models tend to suffer from severe overfitting due to the inherent…

机器学习 · 计算机科学 2025-10-30 Yisong Fu , Zezhi Shao , Chengqing Yu , Yujie Li , Zhulin An , Qi Wang , Yongjun Xu , Fei Wang

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…

计算金融 · 定量金融 2025-11-25 Eghbal Rahimikia , Hao Ni , Weiguan Wang

In forecasting multiple time series, accounting for the individual features of each sequence can be challenging. To address this, modern deep learning methods for time series analysis combine a shared (global) model with local layers,…

机器学习 · 计算机科学 2025-02-14 Luca Butera , Giovanni De Felice , Andrea Cini , Cesare Alippi

We formulate a new inference task in the domain of multivariate time series forecasting (MTSF), called Variable Subset Forecast (VSF), where only a small subset of the variables is available during inference. Variables are absent during…

机器学习 · 计算机科学 2022-06-28 Jatin Chauhan , Aravindan Raghuveer , Rishi Saket , Jay Nandy , Balaraman Ravindran

Multivariate time series forecasting (MTSF) is a fundamental problem in numerous real-world applications. Recently, Transformer has become the de facto solution for MTSF, especially for the long-term cases. However, except for the one…

机器学习 · 计算机科学 2022-12-07 Zanwei Zhou , Ruizhe Zhong , Chen Yang , Yan Wang , Xiaokang Yang , Wei Shen

Based on the success of large-scale visual foundation models like CLIP in various downstream tasks, this paper initially attempts to explore their impact on Long-Tailed Semi-Supervised Learning (LTSSL) by employing the foundation model with…

计算机视觉与模式识别 · 计算机科学 2025-05-09 Enhao Zhang , Chaohua Li , Chuanxing Geng , Songcan Chen

Understanding the robustness of deep learning models for multivariate long-term time series forecasting (M-LTSF) remains challenging, as evaluations typically rely on real-world datasets with unknown noise properties. We propose a…

机器学习 · 计算机科学 2026-03-27 Nick Janssen , Melanie Schaller , Bodo Rosenhahn