The field of time series forecasting is rapidly advancing with the integration of innovative techniques and models. Recent developments have focused on improving the accuracy and robustness of forecasting models, particularly in handling complex temporal dependencies and non-stationary data. The incorporation of quantum-optimized approaches, multimodal alignment, and adaptive graph learning has shown promising results in enhancing forecasting performance. Additionally, the use of large language models and ensemble methods has improved the ability to capture long-range dependencies and provide uncertainty-aware predictions. Noteworthy papers include Quantum-Optimized Selective State Space Model, BALM-TSF, and ST-Hyper, which have demonstrated state-of-the-art performance in various benchmark datasets. These advancements have significant implications for real-world applications, such as logistical demand-supply forecasting, parking availability prediction, and wind power forecasting.
Advancements in Time Series Forecasting
Sources
ST-Hyper: Learning High-Order Dependencies Across Multiple Spatial-Temporal Scales for Multivariate Time Series Forecasting
Parking Availability Prediction via Fusing Multi-Source Data with A Self-Supervised Learning Enhanced Spatio-Temporal Inverted Transformer
Adaptive Rainfall Forecasting from Multiple Geographical Models Using Matrix Profile and Ensemble Learning