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Time series forecasting is a fundamental tool with wide ranging applications, yet recent debates question whether complex nonlinear architectures truly outperform simple linear models. Prior claims of dominance of the linear model often…

机器学习 · 计算机科学 2026-02-13 Md Rakibul Haque , Vishwa Goudar , Shireen Elhabian , Warren Woodrich Pettine

As global climate change intensifies, accurate weather forecasting has become increasingly important, affecting agriculture, energy management, environmental protection, and daily life. This study introduces a hybrid model combining…

机器学习 · 计算机科学 2024-10-22 Yuhao Gong , Yuchen Zhang , Fei Wang , Chi-Han Lee

We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optimization. Evaluating linear models, recurrent networks,…

交易与市场微观结构 · 定量金融 2026-03-03 Adir Saly-Kaufmann , Kieran Wood , Jan Peter-Calliess , Stefan Zohren

Time series forecasting is essential for a wide range of real-world applications. Recent studies have shown the superiority of Transformer in dealing with such problems, especially long sequence time series input(LSTI) and long sequence…

机器学习 · 计算机科学 2022-02-15 Li Shen , Yangzhu Wang

Recent studies in multivariate time series (MTS) forecasting reveal that explicitly modeling the hidden dependencies among different time series can yield promising forecasting performance and reliable explanations. However, modeling…

机器学习 · 计算机科学 2024-02-21 Zijie Pan , Yushan Jiang , Dongjin Song , Sahil Garg , Kashif Rasul , Anderson Schneider , Yuriy Nevmyvaka

Contrastive learning, as a self-supervised learning paradigm, becomes popular for Multivariate Time-Series (MTS) classification. It ensures the consistency across different views of unlabeled samples and then learns effective…

机器学习 · 计算机科学 2024-01-11 Yucheng Wang , Yuecong Xu , Jianfei Yang , Min Wu , Xiaoli Li , Lihua Xie , Zhenghua Chen

Spatio-temporal prediction is crucial in numerous real-world applications, including traffic forecasting and crime prediction, which aim to improve public transportation and safety management. Many state-of-the-art models demonstrate the…

机器学习 · 计算机科学 2023-10-30 Jiabin Tang , Lianghao Xia , Jie Hu , Chao Huang

Time Series Foundation Models (TSFMs) advance generalization and data efficiency in time series forecasting by unified large-scale pretraining. But TSFMs remain lacking when adapting to specific downstream forecasting tasks for two reasons.…

信号处理 · 电气工程与系统科学 2026-05-04 Siyang Li , Yize Chen , Zijie Zhu , Yuxin Pan , Yan Guo , Ming Huang , Hui Xiong

Sub-seasonal climate forecasting (SSF) focuses on predicting key climate variables such as temperature and precipitation in the 2-week to 2-month time scales. Skillful SSF would have immense societal value, in areas such as agricultural…

机器学习 · 计算机科学 2020-06-25 Sijie He , Xinyan Li , Timothy DelSole , Pradeep Ravikumar , Arindam Banerjee

Signal temporal logic (STL) is a powerful formalism for specifying various temporal properties in dynamical systems. However, existing methods, such as mixed-integer programming and nonlinear programming, often struggle to efficiently solve…

系统与控制 · 电气工程与系统科学 2025-04-15 Yoshinari Takayama , Kazumune Hashimoto , Toshiyuki Ohtsuka

Multivariate long-term time series forecasting is of great application across many domains, such as energy consumption and weather forecasting. With the development of transformer-based methods, the performance of multivariate long-term…

机器学习 · 计算机科学 2023-05-29 Zheng Sun , Yi Wei , Wenxiao Jia , Long Yu

Spatio-temporal sequence forecasting is one of the fundamental tasks in spatio-temporal data mining. It facilitates many real world applications such as precipitation nowcasting, citywide crowd flow prediction and air pollution forecasting.…

机器学习 · 计算机科学 2020-05-20 Hong-Bin Liu , Ickjai Lee

Time series forecasting is crucial for applications like resource scheduling and risk management, where multi-step predictions provide a comprehensive view of future trends. Uncertainty Quantification (UQ) is a mainstream approach for…

机器学习 · 计算机科学 2025-09-23 Qingdi Yu , Zhiwei Cao , Ruihang Wang , Zhen Yang , Lijun Deng , Min Hu , Yong Luo , Xin Zhou

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

Time series forecasting remains a challenging task, particularly in the context of complex multiscale temporal patterns. This study presents LLM-Mixer, a framework that improves forecasting accuracy through the combination of multiscale…

Time series analysis has gained significant attention due to its critical applications in diverse fields such as healthcare, finance, and sensor networks. The complexity and non-stationarity of time series make it challenging to capture the…

机器学习 · 计算机科学 2024-10-31 Guancen Lin , Cong Shen , Aijing Lin

Selecting an appropriate look-back horizon remains a fundamental challenge in time series forecasting (TSF), particularly in the federated learning scenarios where data is decentralized, heterogeneous, and often non-independent. While…

机器学习 · 计算机科学 2026-01-06 Dahao Tang , Nan Yang , Yanli Li , Zhiyu Zhu , Zhibo Jin , Dong Yuan

Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…

机器学习 · 计算机科学 2024-12-18 Yining Pang , Chenghan Li

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…

机器学习 · 计算机科学 2025-07-02 Hyunwoo Seo , Chiehyeon Lim

Time series analysis provides essential insights for real-world system dynamics and informs downstream decision-making, yet most existing methods often overlook the rich contextual signals present in auxiliary modalities. To bridge this…

机器学习 · 计算机科学 2026-03-24 Yushan Jiang , Wenchao Yu , Geon Lee , Dongjin Song , Kijung Shin , Wei Cheng , Yanchi Liu , Haifeng Chen