Multivariate Time Series Forecasting

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Overview

The field predicts several changing quantities together, such as electricity demand across regions, weather at multiple stations, or patients’ vital signs, where one variable may provide clues about another. Common approaches include linear and MLP models, recurrent networks, Transformers and state-space models, as well as graph, frequency-based, and decomposition methods; newer work also explores probabilistic generation, foundation models, and irregularly sampled data. Models are commonly compared on benchmarks such as ETT, Electricity, Traffic, Weather, and GIFT-Eval, with growing attention to long horizons, uncertainty, and transfer across datasets. A central tension is that cross-variable links and extra context can improve forecasts when informative, but noisy, shifting, or irrelevant relationships can hurt accuracy, so robustness and efficiency matter alongside average error.

Latest papers

CardsList

307 papers52 papers in the last four weeks, up 58% on the four weeks before. 0.3% of all new papers.

  1. Assessing the Potential of Masked Autoencoder Foundation Models in Predicting Downhole Metrics from Surface Drilling Data

    Apr 16, 2026Aleksander Berezowski, Hassan Hassanzadeh, Gouri GindeMultivariate Time Series ForecastingMasked Autoencoders

    Schulich School of Engineering Department of Electrical and Software Engineering University of Calgary Calgary, Canada · Schulich School of Engineering Department of Chemical and Petroleum Engineering University of Calgary Calgary, Canada

  2. Personalized and Context-Aware Transformer Models for Predicting Post-Intervention Physiological Responses from Wearable Sensor Data

    Apr 16, 2026Esther Brown, Victoria Dean, Finale Doshi-VelezMultivariate Time Series ForecastingWearable Health Monitoring

    Harvard University, Cambridge, MA · Princeton University, Princeton, NJ

  3. Beyond Weather Correlation: A Comparative Study of Static and Temporal Neural Architectures for Fine-Grained Residential Energy Consumption Forecasting in Melbourne, Australia

    Apr 14, 2026Prasad Nimantha Madusanka Ukwatta Hewage, Hao WuElectricity Load ForecastingTime Series Forecasting

    School of Computing and Information Technology Victoria University, Sydney, NSW, Australia

  4. Sliding-Window Reordering with Overlap Averaging: A Simple Time-Domain Augmentation for Multivariate Forecasting

    Apr 10, 2026Jafar Bakhshaliyev, Johannes Burchert, Niels Landwehr +1Multivariate Time Series ForecastingLong-Term Time Series Forecasting

    Data Science Group University of Hildesheim Hildesheim, Germany · Information Systems and Machine Learning Lab (ISMLL) University of Hildesheim Hildesheim, Germany

  5. Zero-shot Multivariate Time Series Forecasting Using Tabular Prior Fitted Networks

    Apr 9, 2026Mayuka Jayawardhana, Nihal Sharma, Kazem Meidani +3Multivariate Time Series ForecastingTime Series Forecasting

    University of Maryland · Capital One

  6. Auto-Configured Networks for Multi-Scale Multi-Output Time-Series Forecasting

    Apr 8, 2026Yumeng Zha, Shengxiang Yang, Xianpeng WangTime Series ForecastingMultivariate Time Series Forecasting

    National Frontiers Science Center for Industrial Intelligence and Systems Optimization, Northeastern University, Shenyang, China · Innovative Artificial Intelligence Cluster, Digital Future Institute, De Montfort University, Leicester, U.K. · Key Laboratory of Data Analytics and Optimization for Smart Industry (Northeastern University), Ministry of Education, Shenyang, China

  7. DSPR: Dual-Stream Physics-Residual Networks for Trustworthy Industrial Time Series Forecasting

    Apr 8, 2026Yeran Zhang, Pengwei Yang, Guoqing Wang +1Time Series ForecastingMultivariate Time Series Forecasting

    School of Computer Science and Engineering, University of Electronic Science and Technology of China, Chengdu, Sichuan, China · Research Center, East Hope Group Co., Ltd, Shanghai, China

  8. MICA: Multivariate Infini Compressive Attention for Time Series Forecasting

    Apr 7, 2026Willa Potosnak, Nina Żukowska, Michał Wiliński +4Multivariate Time Series ForecastingTime Series Transformers

    Carnegie Mellon University, Pittsburgh, PA, USA · Amazon, Seattle, WA, USA

  9. Channel-wise Retrieval for Multivariate Time Series Forecasting

    Apr 7, 2026Junhyeok Kang, Jun Seo, Soyeon Park +4Multivariate Time Series ForecastingFrequency-Domain Time Series Modeling

    LG AI Research, Republic of Korea

  10. Solar-VLM: Multimodal Vision-Language Models for Augmented Solar Power Forecasting

    Apr 5, 2026Hang Fan, Haoran Pei, Runze Liang +3Solar Power ForecastingSpatiotemporal Forecasting

    School of Economic and Management, North China Electric Power University, 102206, Beijing, China · School of Control and Computer Engineering, North China Electric Power University, 102206, Beijing, China · Department of Electrical Engineering, Tsinghua University, 100084, Beijing, China +1

  11. Leveraging Large Language Models for Sentiment Analysis: Multi-Modal Analysis of Decentraland's MANA Token

    Apr 4, 2026Xintong Wu, Peiting Tsai, Jing Yuan +3Financial Time SeriesMultivariate Time Series Forecasting

    University of Pennsylvania, Philadelphia, PA, USA · Microsoft, Beijing, China · Digital Innovation Research Center and Social Science Division, Duke Kunshan University. Address: Duke Avenue No.8, Kunshan, Suzhou, Jiangsu, China, 215316.

  12. Transformer self-attention encoder-decoder with multimodal deep learning for response time series forecasting and digital twin support in wind structural health monitoring

    Apr 2, 2026Feiyu Zhou, Marios ImpraimakisStructural Health MonitoringDigital Twins

    Department of Mechanical Engineering, University of Bath, BA2 7AY Bath, UK · Department of Civil Engineering, Zhejiang University, Hangzhou 310058, China

  13. Meteorology-Driven GPT4AP: A Multi-Task Forecasting LLM for Atmospheric Air Pollution in Data-Scarce Settings

    Mar 31, 2026Prasanjit Dey, Soumyabrata Dev, Bianca Schoen-PhelanAir Quality PredictionLLM-Based Time Series Forecasting

    ADAPT SFI Research Centre, School of Computer Science, Technological University Dublin, Ireland · ADAPT SFI Research Centre, School of Computer Science, University College Dublin · School of Computer Science, Technological University Dublin, Ireland

  14. One-for-All: A Lightweight Stabilized and Parameter-Efficient Pre-trained LLM for Time Series Forecasting

    Mar 31, 2026Prasanjit Dey, Soumyabrata Dev, Bianca Schoen-PhelanLLM-Based Time Series ForecastingMultivariate Time Series Forecasting

    ADAPT SFI Research Centre, School of Computer Science, Technological University Dublin, Ireland · ADAPT SFI Research Centre, School of Computer Science, University College Dublin

  15. Multimodal Forecasting for Commodity Prices Using Spectrogram-Based and Time Series Representations

    Mar 28, 2026Soyeon Park, Doohee Chung, Charmgil HongTime Series ForecastingMultivariate Time Series Forecasting

    Handong Global University, Pohang, Republic of Korea · Impactive AI, Seoul, Republic of Korea

  16. Accurate Precipitation Forecast by Efficiently Learning from Massive Atmospheric Variables and Unbalanced Distribution

    Mar 27, 2026Shuangliang Li, Siwei Li, Li Li +3Precipitation ForecastingClass-Imbalanced Learning

    Hubei Key Laboratory of Quantitative Remote Sensing of Land and Atmosphere, School of Remote Sensing and Information Engineering, Wuhan University, Wuhan, 430079, China · Perception and Effectiveness Assessment for Carbon-neutrality Efforts, Engineering Research Center of Ministry of Education, Institute for Carbon Neutrality, Wuhan University, Wuhan, 430072, China · Hubei Meteorological Information and Technology Support Center, Wuhan, 430074, China

  17. IPatch: A Multi-Resolution Transformer Architecture for Robust Time-Series Forecasting

    Mar 25, 2026Aymane Harkati, Moncef Garouani, Olivier Teste +2Robust Time Series ForecastingTime Series Forecasting

    CCPS Laboratory, ENSAM, Hassan II University, Casablanca, 20670, Morocco · IRIT, UMR 5505 CNRS, Université Toulouse Capitole, Toulouse, 31000, France · IRIT, UMR 5505 CNRS, Université Toulouse, UT2J, Toulouse, 31000, France

  18. CoRA: Boosting Time Series Foundation Models for Multivariate Forecasting through Correlation-aware Adapter

    Mar 23, 2026Hanyin Cheng, Xingjian Wu, Yang Shu +4Multivariate Time Series ForecastingTime-Series Foundation Models

    East China Normal University · Huawei Noah’s Ark Lab

  19. FISformer: Replacing Self-Attention with a Fuzzy Inference System in Transformer Models for Time Series Forecasting

    Mar 23, 2026Bulent Haznedar, Levent KaracanTime Series TransformersTime Series Forecasting

    Computer Engineering Department, Gaziantep University, Gaziantep, Türkiye

  20. Accurate and Efficient Multi-Channel Time Series Forecasting via Sparse Attention Mechanism

    Mar 19, 2026Lei Gao, Hengda Bao, Jingfei Fang +3Multivariate Time Series ForecastingSparse Attention

    Department of Machine Learning, SF Express, Shanghai, China · Department of Management, Zhejiang University of Technology, Hangzhou, China · Department of Management, Zhejiang University, Hangzhou, China

  21. AirDDE: Multifactor Neural Delay Differential Equations for Air Quality Forecasting

    Mar 18, 2026Binqing Wu, Zongjiang Shang, Shiyu Liu +3Air Quality PredictionMultivariate Time Series Forecasting

    State Key Laboratory of Blockchain and Data Security, Zhejiang University · College of Computer Science and Technology, Zhejiang University · State Key Laboratory of Clean Energy Utilization, Zhejiang University

  22. Baguan-TS: A Sequence-Native In-Context Learning Model for Time Series Forecasting with Covariates

    Mar 18, 2026Linxiao Yang, Xue Jiang, Gezheng Xu +9Time Series ForecastingMultivariate Time Series Forecasting

    DAMO Academy, Alibaba Group, Hangzhou, China

  23. TimeAPN: Adaptive Amplitude-Phase Non-Stationarity Normalization for Time Series Forecasting

    Mar 18, 2026Yue Hu, Jialiang Tang, Siwei Yu +3Non-Stationary Time Series ForecastingMultivariate Time Series Forecasting

    School of Mathematics, Harbin Institute of Technology, Harbin 150001, China · School of Computer Science and Engineering, Nanjing University of Science and Technology, China · Lee Kong Chian School of Medicine, Nanyang Technological University, Singapore +2

  24. Unlocking the Value of Text: Event-Driven Reasoning and Multi-Level Alignment for Time Series Forecasting

    Mar 16, 2026Siyuan Wang, Peng Chen, Yihang Wang +4Time Series ForecastingLLM-Based Time Series Forecasting

    East China Normal University

  25. Routing Channel-Patch Dependencies in Time Series Forecasting with Graph Spectral Decomposition

    Mar 14, 2026Dongyuan Li, Shun Zheng, Chang Xu +2Multivariate Time Series ForecastingMultiscale Time-Series Modeling

    The University of Tokyo · Microsoft Research Asia

  26. From Text to Forecasts: Bridging Modality Gap with Temporal Evolution Semantic Space

    Mar 13, 2026Lehui Li, Yuyao Wang, Jisheng Yan +5Non-Stationary Time Series ForecastingLLM-Based Time Series Forecasting

    School of Software, Shandong University, China · Boston University, Boston, MA, USA · State Key Laboratory of Complex & Critical Software Environment, Beihang University +1

  27. Deep Generative Transformers for Probabilistic Time Series and Spatiotemporal Forecasting

    Mar 12, 2026Rajdeep Pathak, Rahul Goswami, Madhurima Panja +2Probabilistic Time Series ForecastingMultivariate Time Series Forecasting

    SAFIR, Sorbonne University Abu Dhabi, United Arab Emirates. · SCAI, Sorbonne Universit´e, Paris, France. · Indian Institute of Technology Guwahati, Assam, India.

  28. Deep Learning Network-Temporal Models For Traffic Prediction

    Mar 12, 2026Yufeng Xin, Ethan FanMultivariate Time Series ForecastingLLM-Based Time Series Forecasting

    RENCI, University of North Carolina at Chapel Hill Chapel Hill, NC, USA

  29. Hybrid Quantum Neural Network for Multivariate Clinical Time Series Forecasting

    Mar 9, 2026Irene Iele, Floriano Caprio, Paolo Soda +1Multivariate Time Series ForecastingTime Series Forecasting

    Unit of Artificial Intelligence and Computer Systems, Università Campus Bio-Medico di Roma, Italy · Department of Diagnostics and Intervention, Radiation Physics, Biomedical Engineering, Umeå University, Sweden · Department of Naval, Electrical, Electronics and Telecommunications Engineering, University of Genoa, Italy

  30. BrainCast: A Spatio-Temporal Forecasting Model for Whole-Brain fMRI Time Series Prediction

    Mar 9, 2026Yunlong Gao, Jinbo Yang, Li Xiao +5Time Series ForecastingSpatiotemporal Forecasting

    Institute of Advanced Technology, University of Science and Technology of China, Hefei 230052, China. · MoE Key Laboratory of Brain-Inspired Intelligence Perception and Cognition, University of Science and Technology of China, Hefei 230052, China. · School of Mathematics and Computer Sciences, Nanchang University, Nanchang 330031, China. +3