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相关论文: Enhancing Multivariate Time Series Forecasting wit…

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Deep learning models such as MLP, Transformer, and TCN have achieved remarkable success in univariate time series forecasting, typically relying on sliding window samples from historical data for training. However, while these models…

机器学习 · 计算机科学 2025-11-11 Dazhao Du , Tao Han , Song Guo

Multivariate time series forecasting (MTSF) seeks to model temporal dynamics among variables to predict future trends. Transformer-based models and large language models (LLMs) have shown promise due to their ability to capture long-range…

机器学习 · 计算机科学 2025-08-07 Abdul Monaf Chowdhury , Rabeya Akter , Safaeid Hossain Arib

Transformer-based models have emerged as promising tools for time series forecasting. However, these model cannot make accurate prediction for long input time series. On the one hand, they failed to capture global dependencies within time…

机器学习 · 计算机科学 2023-08-16 YanJun Zhao , Ziqing Ma , Tian Zhou , Liang Sun , Mengni Ye , Yi Qian

Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…

机器学习 · 计算机科学 2025-12-16 Tan Wang , Yun Wei Dong , Qi Wang

Accurately predicting the popularity of micro-videos is a critical but challenging task, characterized by volatile, `rollercoaster-like' engagement dynamics. Existing methods often fail to capture these complex temporal patterns, leading to…

多媒体 · 计算机科学 2026-03-02 Jiacheng Lu , Weijian Wang , Mingyuan Xiao , Yang Hua , Tao Song , Jiaru Zhang , Bo Peng , Cheng Hua , Haibing Guan

Recent efforts have been dedicated to enhancing time series forecasting accuracy by introducing advanced network architectures and self-supervised pretraining strategies. Nevertheless, existing approaches still exhibit two critical…

机器学习 · 计算机科学 2024-06-19 Zhiding Liu , Jiqian Yang , Mingyue Cheng , Yucong Luo , Zhi Li

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

机器学习 · 计算机科学 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…

机器学习 · 计算机科学 2025-05-08 Yulong Wang , Yushuo Liu , Xiaoyi Duan , Kai Wang

This paper proposes tds mgtwr, a multiscale geographically and temporally weighted regression (MGTWR) model with covariate-specific spatial and temporal scales. The approach combines a separable spatio-temporal kernel with a Top-Down Scale…

统计方法学 · 统计学 2026-03-25 Ghislain Geniaux , César Martinez , Samuel Soubeyrand

Recent research in time series forecasting has explored integrating multimodal features into models to improve accuracy. However, the accuracy of such methods is constrained by three key challenges: inadequate extraction of fine-grained…

机器学习 · 计算机科学 2025-10-21 Shule Hao , Junpeng Bao , Wenli Li

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

机器学习 · 计算机科学 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

Multivariate time series (MTS) forecasting has a wide range of applications in both industry and academia. Recently, spatial-temporal graph neural networks (STGNNs) have gained popularity as MTS forecasting methods. However, current STGNNs…

机器学习 · 计算机科学 2025-05-20 Huiliang Zhang , Ping Nie , Lijun Sun , Benoit Boulet

Generative models have gained significant attention in multivariate time series forecasting (MTS), particularly due to their ability to generate high-fidelity samples. Forecasting the probability distribution of multivariate time series is…

机器学习 · 计算机科学 2025-02-13 Shibo Feng , Peilin Zhao , Liu Liu , Pengcheng Wu , Zhiqi Shen

Probabilistic time series forecasting is crucial for quantifying future uncertainty, with significant applications in fields such as energy and finance. However, existing methods often rely on computationally expensive sampling or…

机器学习 · 计算机科学 2026-01-21 Lei Liu , Tengyuan Liu , Hongwei Zhao , Jiahui Huang , Ruibo Guo , Bin Li

Despite recent progress in time-series foundation models, challenges persist in improving representation learning and adapting to diverse downstream tasks. We introduce a General Time-series Model (GTM), which advances representation…

机器学习 · 计算机科学 2026-03-13 Cheng He , Xu Huang , Gangwei Jiang , Zhaoyi Li , Defu Lian , Hong Xie , Enhong Chen , Xijie Liang , Zengrong Zheng , Patrick P. C. Lee

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. STGNNs jointly model the…

机器学习 · 计算机科学 2022-08-17 Zezhi Shao , Zhao Zhang , Fei Wang , Yongjun Xu

Time series forecasting plays a pivotal role in critical sectors such as finance, energy, transportation, and meteorology. However, Long-term Time Series Forecasting (LTSF) remains a significant challenge because real-world signals contain…

计算机视觉与模式识别 · 计算机科学 2026-04-21 Xiang Ao

Multivariate time-series forecasting plays a crucial role in many real-world applications. It is a challenging problem as one needs to consider both intra-series temporal correlations and inter-series correlations simultaneously. Recently,…

机器学习 · 计算机科学 2021-03-16 Defu Cao , Yujing Wang , Juanyong Duan , Ce Zhang , Xia Zhu , Conguri Huang , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

This paper proposes the Global-Local Temporal Representation (GLTR) to exploit the multi-scale temporal cues in video sequences for video person Re-Identification (ReID). GLTR is constructed by first modeling the short-term temporal cues…

计算机视觉与模式识别 · 计算机科学 2020-04-22 Jianing Li , Jingdong Wang , Qi Tian , Wen Gao , Shiliang Zhang

Accurately predicting the behavior of complex dynamical systems, characterized by high-dimensional multivariate time series(MTS) in interconnected sensor networks, is crucial for informed decision-making in various applications to minimize…