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相关论文: Accurate and Efficient Multivariate Time Series Fo…

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Time series forecasting is an important challenge with significant applications in areas such as weather prediction, stock market analysis, scientific simulations and industrial process analysis. In this work, we introduce LMS-AutoTSF, a…

机器学习 · 计算机科学 2025-01-08 Ibrahim Delibasoglu , Sanjay Chakraborty , Fredrik Heintz

In multivariable time series (MTS) forecasting, existing state-of-the-art deep learning approaches tend to focus on autoregressive formulations and often overlook the potential of using exogenous variables in enhancing the prediction of the…

机器学习 · 计算机科学 2025-04-03 Yuxuan Shu , Vasileios Lampos

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…

机器学习 · 统计学 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

Time series forecasting presents significant challenges due to the complex temporal dependencies at multiple time scales. This paper introduces ScatterFusion, a novel framework that synergistically integrates scattering transforms with…

机器学习 · 计算机科学 2026-01-29 Wei Li

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…

机器学习 · 计算机科学 2021-12-22 Xinle Wu , Dalin Zhang , Chenjuan Guo , Chaoyang He , Bin Yang , Christian S. Jensen

Multivariate Time-Series (MTS) clustering discovers intrinsic grouping patterns of temporal data samples. Although time-series provide rich discriminative information, they also contain substantial redundancy, such as steady-state machine…

机器学习 · 计算机科学 2025-12-09 Zexi Tan , Xiaopeng Luo , Yunlin Liu , Yiqun Zhang

Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular…

机器学习 · 计算机科学 2026-02-06 Shunya Nagashima , Shuntaro Suzuki , Shuitsu Koyama , Shinnosuke Hirano

Multivariate Time Series (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently. However, we often observe…

Transformer-based models have achieved remarkable success in multivariate time series forecasting (MTSF) by capturing long-range dependencies. However, their widespread adoption is hindered by the quadratic computational complexity of…

机器学习 · 计算机科学 2026-05-12 Fanpu Cao , Shu Yang , Zhengjian Chen , Ye Liu , Laizhong Cui

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

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

Multivariate time series (MTS) forecasting is vital across various domains but remains challenging due to the need to simultaneously model temporal and inter-variate dependencies. Existing channel-dependent models, where Transformer-based…

机器学习 · 计算机科学 2025-02-03 Junwoo Ha , Hyukjae Kwon , Sungsoo Kim , Kisu Lee , Seungjae Park , Ha Young Kim

There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

机器学习 · 计算机科学 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

机器学习 · 计算机科学 2025-12-01 Junkai Lu , Peng Chen , Chenjuan Guo , Yang Shu , Meng Wang , Bin Yang

Long-term Time Series Forecasting (LTSF) is critical for numerous real-world applications, such as electricity consumption planning, financial forecasting, and disease propagation analysis. LTSF requires capturing long-range dependencies…

机器学习 · 计算机科学 2024-10-04 Aitian Ma , Dongsheng Luo , Mo Sha

Time series forecasting has gained lots of attention recently; this is because many real-world phenomena can be modeled as time series. The massive volume of data and recent advancements in the processing power of the computers enable…

机器学习 · 计算机科学 2021-04-01 Manie Tadayon , Yumi Iwashita

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

We propose an efficient design of Transformer-based models for multivariate time series forecasting and self-supervised representation learning. It is based on two key components: (i) segmentation of time series into subseries-level patches…

机器学习 · 计算机科学 2023-03-07 Yuqi Nie , Nam H. Nguyen , Phanwadee Sinthong , Jayant Kalagnanam

Multivariate time series (MTS) forecasting has attracted much attention in many intelligent applications. It is not a trivial task, as we need to consider both intra-variable dependencies and inter-variable dependencies. However, existing…

机器学习 · 计算机科学 2021-12-15 Donghui Chen , Ling Chen , Zongjiang Shang , Youdong Zhang , Bo Wen , Chenghu Yang

Multivariate Time-Series (MTS) clustering is crucial for signal processing and data analysis. Although deep learning approaches, particularly those leveraging Contrastive Learning (CL), are prominent for MTS representation, existing…

机器学习 · 计算机科学 2026-01-13 Zexi Tan , Tao Xie , Haoyi Xiao , Baoyao Yang , Yuzhu Ji , An Zeng , Xiang Zhang , Yiqun Zhang