Multivariate Forecasting

Multivariate forecasting aims to predict multiple interconnected time series, crucial for applications ranging from energy management to financial modeling. Current research emphasizes improving accuracy and efficiency through advanced architectures like transformers, graph neural networks, and hybrid models combining techniques such as Variational Mode Decomposition with linear models or incorporating Independent Component Analysis for enhanced feature representation. These advancements are driven by the need to handle complex dependencies between variables, noisy data, and distribution shifts, ultimately leading to more reliable and actionable predictions across diverse domains.

Papers

November 15, 2024

Causal Time-Series Synchronization for Multi-Dimensional Forecasting
Michael Mayr, Georgios C. Chasparis, Josef Küng
Cause Effect Differentiable Channel Multivariate Forecasting Channel Prior

September 30, 2024

TSI: A Multi-View Representation Learning Approach for Time Series Forecasting
Wentao Gao, Ziqi Xu, Jiuyong Li, Lin Liu, Jixue Liu, Thuc Duy Le, Debo Cheng, Yanchang Zhao, Yun Chen
Time Series Forecasting Independent Component Analysis Multi View Representation Learning Multivariate Forecasting

September 23, 2024

Adaptive Conformal Inference for Multi-Step Ahead Time-Series Forecasting Online
Johan Hallberg Szabadváry
Time Series Forecasting Ridge Regression Step Prediction Conformal Regression Multivariate Forecasting

September 10, 2024

VE: Modeling Multivariate Time Series Correlation with Variate Embedding
Shangjiong Wang, Zhihong Man, Zhenwei Cao, Jinchuan Zheng, Zhikang Ge
Multivariate Time Series Multivariate Time Series Forecasting Forecasting Performance Temporal Pattern Multivariate Forecasting Bivariate Observational Data

August 28, 2024

Variational Mode Decomposition and Linear Embeddings are What You Need For Time-Series Forecasting
Hafizh Raihan Kurnia Putra, Novanto Yudistira, Tirana Noor Fatyanosa
Time Series Forecasting Multivariate Forecasting Variational Mode Decomposition Robust Forecasting

July 29, 2024

Short-Term Photovoltaic Forecasting Model for Qualifying Uncertainty during Hazy Weather
Xuan Yang, Yunxuan Dong, Lina Yang, Thomas Wu
Stable Entropy Multivariate Forecasting Short Term Forecasting Renewable Energy Source

May 22, 2024

NFCL: Simply interpretable neural networks for a short-term multivariate forecasting
Wonkeun Jo, Dongil Kim
Neural Network Time Series Forecasting Interpretable Neural Network Diverse Model Multivariate Forecasting Neural Forecasting

January 21, 2024

Agricultural Recommendation System based on Deep Learning: A Multivariate Weather Forecasting Approach
Md Zubair, Md. Shahidul Salim, Mehrab Mustafy Rahman, Mohammad Jahid Ibna Basher, Shahin Imran, Iqbal H. Sarker
Deep Learning Context Aware Weather Prediction Model Multivariate Forecasting Food Security

December 30, 2023

Transformer Multivariate Forecasting: Less is More?
Jingjing Xu, Caesar Wu, Yuan-Fang Li, Pascal Bouvry
Transformer Based Transformer Performance Multivariate Forecasting

December 6, 2023

Adaptive Dependency Learning Graph Neural Networks
Abishek Sriramulu, Nicolas Fourrier, Christoph Bergmeir
Graph Neural Network Traffic Forecasting Multivariate Forecasting

October 31, 2023

AutoMixer for Improved Multivariate Time-Series Forecasting on Business and IT Observability Data
Santosh Palaskar, Vijay Ekambaram, Arindam Jati, Neelamadhav Gantayat, Avirup Saha, Seema Nagar, Nam H. Nguyen, Pankaj Dayama, Renuka Sindhgatta, Prateeti Mohapatra, Harshit Kumar, Jayant Kalagnanam, Nandyala Hemachandra, Narayan Rangaraj
Multivariate Time Series Forecasting Forecasting Performance Multivariate Forecasting

October 14, 2023

ARM: Refining Multivariate Forecasting with Adaptive Temporal-Contextual Learning
Jiecheng Lu, Xu Han, Shihao Yang
Long Term Time Series Forecasting Temporal Relation Best Arm Multivariate Forecasting Effect Estimation

August 1, 2023

Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects
Chao Zhang, Xingyue Pu, Mihai Cucuringu, Xiaowen Dong
Graph Neural Network Market Volatility Spillover Effect Multivariate Forecasting Likelihood Loss

July 19, 2023

Probabilistic Forecasting with Coherent Aggregation
Kin G. Olivares, Geoffrey Négiar, Ruijun Ma, O. Nangba Meetei, Mengfei Cao, Michael W. Mahoney
Probabilistic Forecast Factor Model Multivariate Forecasting Hierarchical Forecasting Consistent Aggregation Coherent Forecast

April 11, 2023

The Capacity and Robustness Trade-off: Revisiting the Channel Independent Strategy for Multivariate Time Series Forecasting
Lu Han, Han-Jia Ye, De-Chuan Zhan
Multivariate Time Series Multivariate Time Series Forecasting Multivariate Time Series Data Forecasting Model Capacity Loss Multivariate Forecasting Robustness Trade

October 22, 2022

SpectraNet: Multivariate Forecasting and Imputation under Distribution Shifts and Missing Data
Cristian Challu, Peihong Jiang, Ying Nian Wu, Laurent Callot
Time Series Forecasting Distribution Shift Missing Data Knowledge Enhanced Conditional Imputation Forecasting Task Multivariate Forecasting Deep Spectral

September 26, 2022

Generative machine learning methods for multivariate ensemble post-processing
Jieyu Chen, Tim Janke, Florian Steinke, Sebastian Lerch
NCD Method Numerical Weather Prediction Multivariate Approach Generative Algorithm Multivariate Forecasting Ensemble Weather Ensemble Post Processing Multivariate Dependence

September 21, 2022

Tab2vox: CNN-Based Multivariate Multilevel Demand Forecasting Framework by Tabular-To-Voxel Image Conversion
Euna Lee, Myungwoo Nam, Hongchul Lee
3d CNN Demand Prediction Demand Forecasting Multivariate Forecasting

May 8, 2022

Adaptive Graph Convolutional Network Framework for Multidimensional Time Series Prediction
Ning Wang
Multivariate Time Series Forecasting Time Series Prediction Adaptive Graph Spatiotemporal Prediction Multivariate Forecasting

December 16, 2021

Simultaneous Multivariate Forecast of Space Weather Indices using Deep Neural Network Ensembles
Bernard Benson, Edward Brown, Stefano Bonasera, Giacomo Acciarini, Jorge A. Pérez-Hernández, Eric Sutton, Moriba K. Jah, Christopher Bridges, Meng Jin, Atılım Güneş Baydin
Long Short Term Memory Space Weather Multivariate Forecasting Geomagnetic Storm Solar Image

Multivariate Forecasting

Papers

Causal Time-Series Synchronization for Multi-Dimensional Forecasting

TSI: A Multi-View Representation Learning Approach for Time Series Forecasting

Adaptive Conformal Inference for Multi-Step Ahead Time-Series Forecasting Online

VE: Modeling Multivariate Time Series Correlation with Variate Embedding

Variational Mode Decomposition and Linear Embeddings are What You Need For Time-Series Forecasting

Short-Term Photovoltaic Forecasting Model for Qualifying Uncertainty during Hazy Weather

NFCL: Simply interpretable neural networks for a short-term multivariate forecasting

Agricultural Recommendation System based on Deep Learning: A Multivariate Weather Forecasting Approach

Transformer Multivariate Forecasting: Less is More?

Adaptive Dependency Learning Graph Neural Networks

AutoMixer for Improved Multivariate Time-Series Forecasting on Business and IT Observability Data

ARM: Refining Multivariate Forecasting with Adaptive Temporal-Contextual Learning

Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects

Probabilistic Forecasting with Coherent Aggregation

The Capacity and Robustness Trade-off: Revisiting the Channel Independent Strategy for Multivariate Time Series Forecasting

SpectraNet: Multivariate Forecasting and Imputation under Distribution Shifts and Missing Data

Generative machine learning methods for multivariate ensemble post-processing

Tab2vox: CNN-Based Multivariate Multilevel Demand Forecasting Framework by Tabular-To-Voxel Image Conversion

Adaptive Graph Convolutional Network Framework for Multidimensional Time Series Prediction

Simultaneous Multivariate Forecast of Space Weather Indices using Deep Neural Network Ensembles