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相关论文: Enhancing Multivariate Time Series Forecasting wit…

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Multivariate time series forecasting often struggles to capture long-range dependencies due to fixed lookback windows. Retrieval-augmented forecasting addresses this by retrieving historical segments from memory, but existing approaches…

机器学习 · 计算机科学 2026-04-08 Junhyeok Kang , Jun Seo , Soyeon Park , Sangjun Han , Seohui Bae , Hyeokjun Choe , Soonyoung Lee

The ubiquity of dynamic data in domains such as weather, healthcare, and energy underscores a growing need for effective interpretation and retrieval of time-series data. These data are inherently tied to domain-specific contexts, such as…

机器学习 · 计算机科学 2026-02-03 Jialin Chen , Ziyu Zhao , Gaukhar Nurbek , Aosong Feng , Ali Maatouk , Leandros Tassiulas , Yifeng Gao , Rex Ying

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…

机器学习 · 计算机科学 2020-05-26 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Xiaojun Chang , Chengqi Zhang

In the current context of Big Data, the nature of many forecasting problems has changed from predicting isolated time series to predicting many time series from similar sources. This has opened up the opportunity to develop competitive…

机器学习 · 计算机科学 2021-03-23 Hansika Hewamalage , Christoph Bergmeir , Kasun Bandara

Time Series Foundation Models (TSFMs) have borrowed the long context paradigm from natural language processing under the premise that feeding more history into the model improves forecast quality. But in stochastic domains, distant history…

机器学习 · 计算机科学 2026-05-12 Rishi Ahuja , Kumar Prateek , Simranjit Singh , Vijay Kumar

Time-series forecasting has seen significant advancements with the introduction of token prediction mechanisms such as multi-head attention. However, these methods often struggle to achieve the same performance as in language modeling,…

机器学习 · 计算机科学 2024-12-03 Panayiotis Christou , Shichu Chen , Xupeng Chen , Parijat Dube

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

Retrieval-augmented generation (RAG) is a central component of modern LLM systems, particularly in scenarios where up-to-date information is crucial for accurately responding to user queries or when queries exceed the scope of the training…

机器学习 · 计算机科学 2026-04-08 Kutay Tire , Ege Onur Taga , Muhammed Emrullah Ildiz , Samet Oymak

Time series often appear in an additive hierarchical structure. In such cases, time series on higher levels are the sums of their subordinate time series. This hierarchical structure places a natural constraint on forecasts. However,…

统计方法学 · 统计学 2025-03-20 Louis Steinmeister , Markus Pauly

Health prediction is crucial for ensuring reliability, minimizing downtime, and optimizing maintenance in industrial systems. Remaining Useful Life (RUL) prediction is a key component of this process; however, many existing models struggle…

机器学习 · 计算机科学 2025-12-09 Mohamadreza Akbari Pour , Mohamad Sadeq Karimi , Amir Hossein Mazloumi

Time series analysis remains a major challenge due to its sparse characteristics, high dimensionality, and inconsistent data quality. Recent advancements in transformer-based techniques have enhanced capabilities in forecasting and…

机器学习 · 计算机科学 2024-05-29 Robert Leppich , Vanessa Borst , Veronika Lesch , Samuel Kounev

Recently, there has been a growing interest in Long-term Time Series Forecasting (LTSF), which involves predicting long-term future values by analyzing a large amount of historical time-series data to identify patterns and trends. There…

机器学习 · 计算机科学 2026-02-17 Aitian Ma , Dongsheng Luo , Mo Sha

While Transformers have revolutionized machine learning on various data, existing Transformers for temporal graphs face limitations in (1) restricted receptive fields, (2) overhead of subgraph extraction, and (3) suboptimal generalization…

机器学习 · 计算机科学 2024-12-03 Kay Liu , Jiahao Ding , MohamadAli Torkamani , Philip S. Yu

Multivariate Time Series Forecasting (MTSF) plays a crucial role across diverse fields, ranging from economic, energy, to traffic. In recent years, deep learning has demonstrated outstanding performance in MTSF tasks. In MTSF, modeling the…

机器学习 · 计算机科学 2026-01-28 Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Junkai Lu , Jilin Hu , Chenjuan Guo , Christian S. Jensen , Bin Yang

Temporal Knowledge Graph (TKG) representation learning embeds entities and event types into a continuous low-dimensional vector space by integrating the temporal information, which is essential for downstream tasks, e.g., event prediction…

机器学习 · 计算机科学 2023-12-13 Xing Tang , Ling Chen

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

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

机器学习 · 计算机科学 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

The past decade has witnessed significant advances in time series modeling with deep learning. While achieving state-of-the-art results, the best-performing architectures vary highly across applications and domains. Meanwhile, for natural…

机器学习 · 计算机科学 2024-04-03 Defu Cao , Furong Jia , Sercan O Arik , Tomas Pfister , Yixiang Zheng , Wen Ye , Yan Liu

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

机器学习 · 计算机科学 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

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