Multivariate Time Series Forecasting

Ask about this topic

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. GCGNet: Graph-Consistent Generative Network for Time Series Forecasting with Exogenous Variables

    Mar 9, 2026Zhengyu Li, Xiangfei Qiu, Yuhan Zhu +4Exogenous Time Series ForecastingRobust Time Series Forecasting

    East China Normal University

  2. Joint Return and Risk Modeling with Deep Neural Networks for Portfolio Construction

    Mar 9, 2026Keonvin ParkQuantitative FinancePortfolio Optimization

    Interdisciplinary Program in Artificial Intelligence, Seoul National University, Seoul, 08829, South Korea

  3. Enhanced Random Subspace Local Projections for High-Dimensional Time Series Analysis

    Mar 8, 2026Eman Khalid, Moimma Ali Khan, Zarmeena Ali +3Multivariate Time Series Forecasting

    Department of Computer Science, National University of Computer and Emerging Sciences, Islamabad, Pakistan

  4. Permutation-Equivariant 2D State Space Models: Theory and Canonical Architecture for Multivariate Time Series

    Mar 7, 2026Seungwoo Jeong, Heung-Il SukState Space ModelsMultivariate Time Series Forecasting

    Department of Artificial Intelligence, Korea University, Seoul 02841, Republic of Korea

  5. MM-ISTS: Cooperating Irregularly Sampled Time Series Forecasting with Multimodal Vision-Text LLMs

    Mar 6, 2026Zhi Lei, Chenxi Liu, Hao Miao +3Irregular Time-Series ModelingMultivariate Time Series Forecasting

    East China Normal University, Shanghai, China · Centre for Artificial Intelligence and Robotics, Hong Kong Institute of Science & Innovation, Chinese Academy of Sciences, Hong Kong, China · Department of Computing, The Hong Kong Polytechnic University, Hong Kong, China

  6. UniMamba: A Unified Spatial-Temporal Modeling Framework with State-Space and Attention Integration

    Mar 6, 2026Xingsheng Chen, Xianpei Mu, Deyu Yi +6Multivariate Time Series ForecastingLong-Term Time Series Forecasting

    School of Computing and Data Science, The University of Hong Kong, Hong Kong, China · School of Information Engineering, Beijing Institute of Graphic Communication, Beijing, China · Innovation Engineering College, Macau University of Science and Technology, Macau, China +1

  7. Bi Directional Feedback Fusion for Activity Aware Forecasting of Indoor CO2 and PM2.5

    Mar 6, 2026Harshala Gammulle, Lidia Morawska, Sridha Sridharan +1Air Quality PredictionMultivariate Time Series Forecasting

    Signal Processing, Artificial Intelligence and Vision Technologies (SAIVT) Lab, Queensland University of Technology, Brisbane, Australia. · International Laboratory for Air Quality and Health (ILAQH), Queensland University of Technology, Brisbane, Australia.

  8. A Deep Learning Framework for Heat Demand Forecasting using Time-Frequency Representations of Decomposed Features

    Mar 1, 2026Adithya Ramachandran, Satyaki Chatterjee, Thorkil Flensmark B. Neergaard +3Time Series ForecastingMultivariate Time Series Forecasting

  9. Learning with the Nash-Sutcliffe loss

    Mar 1, 2026Hristos Tyralis, Georgia PapacharalampousMultivariate Time Series ForecastingTime Series Forecasting

    1Support Command, Hellenic Air Force, Elefsina Air Base, 19 200, Elefsina, Greece · Department of Land, Environment, Agriculture and Forestry, University of Padova, Viale dell'Università 16, 35020, Legnaro, Italy

  10. Navigating Time's Possibilities: Plausible Counterfactual Explanations for Multivariate Time-Series Forecast through Genetic Algorithms

    Mar 1, 2026Gianlucca Zuin, Adriano VelosoCounterfactual PredictionCounterfactual Explanations

    Universidade Federal de Minas Gerais, C.S. Dept. Belo Horizonte, Brazil. · Kunumi. Belo Horizonte, Brazil.

  11. Phys-Diff: A Physics-Inspired Latent Diffusion Model for Tropical Cyclone Forecasting

    Feb 28, 2026Lei Liu, Xiaoning Yu, Kang Chen +4Tropical Cyclone Intensity ForecastingWeather Forecasting

    University of Science and Technology of China, Hefei, China · Hefei University of Technology, Hefei, China

  12. Disentangled Mode-Specific Representations for Tensor Time Series via Contrastive Learning

    Feb 27, 2026Kohei Obata, Taichi Murayama, Zheng Chen +2Time Series Representation LearningDisentangled Representation Learning

    SANKEN, Osaka University, Osaka, Japan · Yokohama National University, Kanagawa, Japan

  13. SDMixer: Sparse Dual-Mixer for Time Series Forecasting

    Feb 27, 2026Xiang AoMultivariate Time Series ForecastingTime Series Forecasting

    School of Software Engineering, Beijing Jiaotong University, Beijing, China

  14. DualWeaver: Synergistic Feature Weaving Surrogates for Multivariate Forecasting with Univariate Time Series Foundation Models

    Feb 25, 2026Jinpeng Li, Zhongyi Pei, Huaze Xue +3Multivariate Time Series ForecastingTime Series Forecasting

    School of Software, BNRist, Tsinghua University · Tencent

  15. Learning global river system hydrodynamics with a topology-informed foundation model

    Feb 25, 2026Hancheng Ren, Gang Zhao, Shuo Wang +12HydrologyStreamflow Forecasting

    College of Water Sciences, Beijing Normal University, Beijing, China. · School of Geography and the Environment, University of Oxford, Oxford, UK. · Department of Transdisciplinary Science and Engineering, Institute of Science Tokyo, Tokyo, Japan. +6

  16. TiMi: Empower Time Series Transformers with Multimodal Mixture of Experts

    Feb 25, 2026Jiafeng Lin, Yuxuan Wang, Huakun Luo +2Time Series TransformersLLM-Based Time Series Forecasting

    School of Software, BNRist, Tsinghua University.

  17. Learning Recursive Multi-Scale Representations for Irregular Multivariate Time Series Forecasting

    Feb 25, 2026Boyuan Li, Zhen Liu, Yicheng Luo +1Irregular Time-Series ModelingMultivariate Time Series Forecasting

    School of Computer Science and Engineering, South China University of Technology

  18. Benchmarking State Space Models, Transformers, and Recurrent Networks for US Grid Forecasting

    Feb 24, 2026Sunki Hong, Jisoo LeeForecasting BenchmarksElectricity Load Forecasting

    Gramm AI

  19. Multivariate time-series forecasting of ASTRI-Horn monitoring data: A Normal Behavior Model

    Feb 23, 2026Federico Incardona, Alessandro Costa, Farida Farsian +8Multivariate Time Series Forecasting

    INAF, Osservatorio Astrofisico di Catania, Catania, I-95123, Italy · INAF, Osservatorio Astronomico di Brera, Merate, I-23807, Italy · INAF, Istituto di Astrofisica Spaziale e Fisica Cosmica, Milano, I-20133, Italy +1

  20. NEXUS: A compact neural architecture for high-resolution spatiotemporal air quality forecasting in Delhi National Capital Region

    Feb 23, 2026Rampunit Kumar, Aditya MaheshwariLightweight Neural NetworksAir Quality Prediction

  21. Sub-City Real Estate Price Index Forecasting at Weekly Horizons Using Satellite Radar and News Sentiment

    Feb 20, 2026Baris Arat, Hasan Fehmi Ates, Emre SeferTime Series ForecastingLong-Term Time Series Forecasting

    Ozyegin University, Istanbul, Turkey

  22. AdaptStress: Online Adaptive Learning for Interpretable and Personalized Stress Prediction Using Multivariate and Sparse Physiological Signals

    Feb 19, 2026Xueyi Wang, Claudine J. C. Lamoth, Elisabeth WilhelmWearable Health MonitoringExplainable Time Series Forecasting

    Engineering and Technology institute Groningen (ENTEG), University of Groningen, Groningen, 9742AG, the Netherlands · Department of Human Movement Sciences, University Medical Center Groningen, Groningen, Netherlands

  23. HPMixer: Hierarchical Patching for Multivariate Time Series Forecasting

    Feb 18, 2026Jung Min Choi, Vijaya Krishna Yalavarthi, Lars Schmidt-ThiemeMultivariate Time Series ForecastingLong-Term Time Series Forecasting

    ISMLL, University of Hildesheim

  24. Meteorological data and Sky Images meets Neural Models for Photovoltaic Power Forecasting

    Feb 17, 2026Ines Montoya-Espinagosa, Antonio AgudoSolar Power ForecastingMultivariate Time Series Forecasting

    Universitat Pompeu Fabra, Barcelona, Spain. · Institut de Robòtica i Informàtica Industrial, CSIC-UPC, Barcelona, Spain.

  25. Probabilistic NDVI Forecasting from Sparse Satellite Time Series and Weather Covariates

    Feb 4, 2026Irene Iele, Giulia Romoli, Daniele Molino +4Irregular Time-Series ModelingMultivariate Time Series Forecasting

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

  26. Spectral Text Fusion: A Frequency-Aware Approach to Multimodal Time-Series Forecasting

    Feb 2, 2026Huu Hiep Nguyen, Minh Hoang Nguyen, Dung Nguyen +1Multivariate Time Series ForecastingFrequency-Domain Time Series Modeling

    Applied Artificial Intelligence Initiative Deakin University Geelong, Australia

  27. Multi-Modal Time Series Prediction via Mixture of Modulated Experts

    Jan 29, 2026Lige Zhang, Ali Maatouk, Jialin Chen +3Multivariate Time Series ForecastingTime Series Forecasting

    Emory University · Yale University · Amazon

  28. Patch-Level Tokenization with CNN Encoders and Attention for Improved Transformer Time-Series Forecasting

    Jan 18, 2026Saurish Nagrath, Saroj Kumar Panigrahy, Soubhagya Sankar BarpandaMultivariate Time Series ForecastingTime Series Transformers

    School of Computer Science and Engineering, VIT-AP University, Amaravati, Andhra Pradesh, 522241, India

  29. EMFusion: Uncertainty-Aware Conditional Diffusion Model for Multivariate Narrow-band Exposure Forecasting

    Dec 17, 2025Zijiang Yan, Yixiang Huang, Jianhua Pei +2Multivariate Time Series ForecastingConditional Diffusion Models

    department of Electrical Engineering and Computer Science, York University, Toronto, Canada · School of Electrical and Electronic Engineering, Huazhong University of Science and Technology, Wuhan, China · China Southern Grid Electric Power Dispatch Control Center, Guangzhou, China +3

  30. Weighted Contrastive Learning for Anomaly-Aware Time-Series Forecasting

    Dec 8, 2025Joel Ekstrand, Tor Mattsson, Zahra Taghiyarrenani +3Multivariate Time Series ForecastingContrastive Learning

    Center for Applied Intelligent Systems Research, Halmstad University, Halmstad, Sweden · Mikael Linden Consulting AB, Stockholm, Sweden