BEAT (Balanced Frequency Adaptive Tuning) is a framework for long‑term time‑series forecasting that uses frequency‑specific error monitoring and adaptive gradient modulation. It introduces a Frequency‑Specific Monitor to compare predicted and target wavelet coefficients in a normalized space, and a Dynamical Gradient Balancer that assigns larger gradient weights to components with higher relative errors. Experiments on seven real‑world datasets demonstrate that BEAT achieves competitive performance against state‑of‑the‑art forecasting methods.
arXiv:2609.24229v1 Announce Type: new Abstract: Long-term time series forecasting has made significant progress by leveraging multi-scale information to capture hierarchical temporal patterns and mod...
arXiv:2606. 01306v1 Announce Type: new Abstract: While Transformer-based architectures have established themselves as a dominant paradigm in Multivariate Time Series Forecasting (MTSF), their core self-attention mechanism inherently functions as a low-pass filter, systematically smoothing out high-frequency signals vital for sharp local changes.
The paper introduces WDANet, a frequency‑aware forecasting framework that uses stationary wavelet decomposition, FiLM, and a dual‑branch encoder‑decoder to separately model trend and fluctuation components in typhoon gust prediction. Applied to offshore Western Pacific wind data, WDANet outperforms ECMWF‑HRES for short lead times, achieving higher accuracy within the first 6 hours and better RMSE/MAE during extreme wind events. The study suggests WDANet could improve offshore wind power operations, disaster warnings, and risk mitigation.
GateTS introduces a streamlined univariate forecasting model that merges sparse Mixture-of-Experts computation with an attention-inspired gating mechanism, eliminating the need for auxiliary load‑balancing losses. The architecture achieves superior predictive accuracy across both short‑ and long‑term horizons, including intermittent signals, while using far fewer parameters than leading transformer models such as PatchTST. Empirical tests on diverse datasets show GateTS is computationally more efficient than LSTM, enabling cost‑effective inference for real‑world time‑series applications.
arXiv:2504.06532v2 Announce Type: replace-cross Abstract: Wind direction forecasting plays a crucial role in optimizing wind energy production, but faces significant challenges due to the circular na...
arXiv:2608. 11623v1 Announce Type: cross Abstract: Recent advances in Large Language Models (LLMs) have spurred cross-modal solutions for time-series forecasting.
The paper introduces m-WCN, an end‑to‑end deep learning framework that neuralizes multi‑wavelet decomposition to jointly extract temporal patterns and frequency components from time series. Two task‑specific architectures built on m‑WCN—TFBC for classification and FTB for forecasting—are shown to outperform baseline models on 64 UCR datasets and seven forecasting benchmarks, achieving average improvements of nearly 20% in both tasks. The approach leverages trainable convolutional operators and orthogonality constraints to produce interpretable multi‑resolution representations.
The paper introduces m-WCN, an end‑to‑end deep learning framework that neuralizes multi‑wavelet decomposition to jointly extract temporal patterns and frequency components from time series. It enforces orthogonality constraints to produce interpretable multi‑resolution representations, and builds two task‑specific architectures—TFBC for classification and FTB for forecasting—on top of this foundation. Experiments on 64 UCR datasets and seven forecasting benchmarks show that TFBC and FTB outperform baseline models, achieving average improvements of about 20% in both classification and forecasting tasks.
arXiv:2605. 07476v2 Announce Type: replace Abstract: Multivariate time series forecasting remains a challenge due to the complexity of local temporal dynamics and global dependencies across multiple variables.
arXiv:2608. 04051v1 Announce Type: new Abstract: Real-world time series are often governed by recurring patterns, but their dominant periods may vary across datasets, forecasting settings, and individual input windows.
arXiv:2606. 27908v1 Announce Type: new Abstract: Long-term time series forecasting finds extensive applications in domains such as power demand, traffic flow, meteorological observation, and renewable energy dispatch.
The paper introduces STeP-TS, a compact one‑layer convolutional model for multivariate time‑series forecasting that learns a shared bank of multi‑scale temporal filters for each variable. Lightweight variable‑specific scalar weights modulate the contribution of each filter, allowing the model to capture both shared temporal patterns and variable‑specific dynamics. The learned weights and filter‑output energy are used for structured pruning, reducing computational complexity with minimal loss in performance, and an amplitude‑adaptive normalization preserves variable‑dependent temporal amplitudes.