Time Series Forecasting
Time series forecasting aims to predict future values based on historical data, crucial for diverse applications from finance to healthcare. Current research emphasizes improving model accuracy and efficiency, focusing on transformer-based architectures, state-space models like Mamba, and hybrid approaches combining their strengths, as well as exploring data augmentation and explainable AI techniques. These advancements are driving improvements in forecasting accuracy and interpretability, leading to better decision-making across various sectors and contributing to a deeper understanding of complex temporal dynamics.
Papers
A Scalable and Transferable Time Series Prediction Framework for Demand Forecasting
Young-Jin Park, Donghyun Kim, Frédéric Odermatt, Juho Lee, Kyung-Min Kim
TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables
Yuxuan Wang, Haixu Wu, Jiaxiang Dong, Guo Qin, Haoran Zhang, Yong Liu, Yunzhong Qiu, Jianmin Wang, Mingsheng Long
Right on Time: Revising Time Series Models by Constraining their Explanations
Maurice Kraus, David Steinmann, Antonia Wüst, Andre Kokozinski, Kristian Kersting
Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations Modeling
Guoqi Yu, Jing Zou, Xiaowei Hu, Angelica I. Aviles-Rivero, Jing Qin, Shujun Wang
Time Series Forecasting with LLMs: Understanding and Enhancing Model Capabilities
Mingyu Jin, Hua Tang, Chong Zhang, Qinkai Yu, Chengzhi Liu, Suiyuan Zhu, Yongfeng Zhang, Mengnan Du
RPMixer: Shaking Up Time Series Forecasting with Random Projections for Large Spatial-Temporal Data
Chin-Chia Michael Yeh, Yujie Fan, Xin Dai, Uday Singh Saini, Vivian Lai, Prince Osei Aboagye, Junpeng Wang, Huiyuan Chen, Yan Zheng, Zhongfang Zhuang, Liang Wang, Wei Zhang
Pathformer: Multi-scale Transformers with Adaptive Pathways for Time Series Forecasting
Peng Chen, Yingying Zhang, Yunyao Cheng, Yang Shu, Yihang Wang, Qingsong Wen, Bin Yang, Chenjuan Guo
Minusformer: Improving Time Series Forecasting by Progressively Learning Residuals
Daojun Liang, Haixia Zhang, Dongfeng Yuan, Bingzheng Zhang, Minggao Zhang