Time series forecasting in real world environments faces significant challenges non stationarity, multi scale temporal patterns, and distributional shifts that degrade model stability and accuracy. This study propose AdaMamba, a unified forecasting architecture that integrates adaptive normalization, multi scale trend extraction, and contextual sequence modeling to address these challenges. AdaMamba begins with an Adaptive Normalization Block that removes non stationary components through multi scale convolutional trend extraction and channel wise recalibration, enabling consistent detrending and variance stabilization. The normalized sequence is then processed by a Context Encoder that combines patch wise embeddings, positional encoding, and a Mamba enhanced Transformer layer with a mixture of experts feed forward module, allowing efficient modeling of both long range dependencies and local temporal dynamics. A lightweight prediction head generates multi horizon forecasts, and a denormalization mechanism reconstructs outputs by reintegrating local trends to ensure robustness under varying temporal conditions. AdaMamba provides strong representational capacity with modular extensibility, supporting deterministic prediction and compatibility with probabilistic extensions. Its design effectively mitigates covariate shift and enhances predictive reliability across heterogeneous datasets. Experimental evaluations demonstrate that AdaMamba's combination of adaptive normalization and expert augmented contextual modeling yields consistent improvements in stability and accuracy over conventional Transformer based baselines.

Inspired by recent advances in large language models, foundation models have been developed for zero-shot time series forecasting, enabling prediction on datasets unseen during pretraining. These large-scale models, trained on vast collections of time series, learn generalizable representations for both point and probabilistic forecasting, reducing the need for task-specific architectures and manual tuning. In this work, we review the main architectures, pretraining strategies, and optimization methods used in such models, and study the effect of fine-tuning after pretraining to enhance their performance on specific datasets. Our empirical results show that fine-tuning generally improves zero-shot forecasting capabilities, especially for long-term horizons.

This paper proposes an end-to-end deep learning framework integrating optical motion capture with a Transformer-based model to enhance medical rehabilitation. It tackles data noise and missing data caused by occlusion and environmental factors, while detecting abnormal movements in real time to ensure patient safety. Utilizing temporal sequence modeling, our framework denoises and completes motion capture data, improving robustness. Evaluations on stroke and orthopedic rehabilitation datasets show superior performance in data reconstruction and anomaly detection, providing a scalable, cost-effective solution for remote rehabilitation with reduced on-site supervision.

Accurate option pricing is essential for effective trading and risk management in financial markets, yet it remains challenging due to market volatility and the limitations of traditional models like Black-Scholes. In this paper, we investigate the application of the Informer neural network for option pricing, leveraging its ability to capture long-term dependencies and dynamically adjust to market fluctuations. This research contributes to the field of financial forecasting by introducing Informer's efficient architecture to enhance prediction accuracy and provide a more adaptable and resilient framework compared to existing methods. Our results demonstrate that Informer outperforms traditional approaches in option pricing, advancing the capabilities of data-driven financial forecasting in this domain.

Time series forecasting plays a critical role in domains such as energy, finance, and healthcare, where accurate predictions inform decision-making under uncertainty. Although Transformer-based models have demonstrated success in sequential modeling, their adoption for time series remains limited by challenges such as noise sensitivity, long-range dependencies, and a lack of inductive bias for temporal structure. In this work, we present a unified and principled framework for benchmarking three prominent Transformer forecasting architectures-Autoformer, Informer, and Patchtst-each evaluated through three architectural variants: Minimal, Standard, and Full, representing increasing levels of complexity and modeling capacity. We conduct over 1500 controlled experiments on a suite of ten synthetic signals, spanning five patch lengths and five forecast horizons under both clean and noisy conditions. Our analysis reveals consistent patterns across model families. To advance this landscape further, we introduce the Koopman-enhanced Transformer framework, Deep Koopformer, which integrates operator-theoretic latent state modeling to improve stability and interpretability. We demonstrate its efficacy on nonlinear and chaotic dynamical systems. Our results highlight Koopman based Transformer as a promising hybrid approach for robust, interpretable, and theoretically grounded time series forecasting in noisy and complex real-world conditions.

Traffic forecasting is vital for Intelligent Transportation Systems, for which Machine Learning (ML) methods have been extensively explored to develop data-driven Artificial Intelligence (AI) solutions. Recent research focuses on modelling spatial-temporal correlations for short-term traffic prediction, leaving the favourable long-term forecasting a challenging and open issue. This paper presents a comparative study on large-scale real-world signalized arterials and freeway traffic flow datasets, aiming to evaluate promising ML methods in the context of large forecasting horizons up to 30 days. Focusing on modelling capacity for temporal dynamics, we develop one ensemble ML method, eXtreme Gradient Boosting (XGBoost), and a range of Deep Learning (DL) methods, including Recurrent Neural Network (RNN)-based methods and the state-of-the-art Transformer-based method. Time embedding is leveraged to enhance their understanding of seasonality and event factors. Experimental results highlight that while the attention mechanism/Transformer framework is effective for capturing long-range dependencies in sequential data, as the forecasting horizon extends, the key to effective traffic forecasting gradually shifts from temporal dependency capturing to periodicity modelling. Time embedding is particularly effective in this context, helping naive RNN outperform Informer by 31.1% for 30-day-ahead forecasting. Meanwhile, as an efficient and robust model, XGBoost, while learning solely from time features, performs competitively with DL methods. Moreover, we investigate the impacts of various factors like input sequence length, holiday traffic, data granularity, and training data size. The findings offer valuable insights and serve as a reference for future long-term traffic forecasting research and the improvement of AI's corresponding learning capabilities.

Accurate tourism demand forecasting is hindered by limited historical data and complex spatiotemporal dependencies among tourist origins. A novel forecasting framework integrating virtual sample generation and a novel Transformer predictor addresses constraints arising from restricted data availability. A spatiotemporal GAN produces realistic virtual samples by dynamically modeling spatial correlations through a graph convolutional network, and an enhanced Transformer captures local patterns with causal convolutions and long-term dependencies with self-attention,eliminating autoregressive decoding. A joint training strategy refines virtual sample generation based on predictor feedback to maintain robust performance under data-scarce conditions. Experimental evaluations on real-world daily and monthly tourism demand datasets indicate a reduction in average MASE by 18.37% compared to conventional Transformer-based models, demonstrating improved forecasting accuracy. The integration of adaptive spatiotemporal sample augmentation with a specialized Transformer can effectively address limited-data forecasting scenarios in tourism management.

The article investigates the usage of Informer architecture for building automated trading strategies for high frequency Bitcoin data. Three strategies using Informer model with different loss functions: Root Mean Squared Error (RMSE), Generalized Mean Absolute Directional Loss (GMADL) and Quantile loss, are proposed and evaluated against the Buy and Hold benchmark and two benchmark strategies based on technical indicators. The evaluation is conducted using data of various frequencies: 5 minute, 15 minute, and 30 minute intervals, over the 6 different periods. Although the Informer-based model with Quantile loss did not outperform the benchmark, two other models achieved better results. The performance of the model using RMSE loss worsens when used with higher frequency data while the model that uses novel GMADL loss function is benefiting from higher frequency data and when trained on 5 minute interval it beat all the other strategies on most of the testing periods. The primary contribution of this study is the application and assessment of the RMSE, GMADL, and Quantile loss functions with the Informer model to forecast future returns, subsequently using these forecasts to develop automated trading strategies. The research provides evidence that employing an Informer model trained with the GMADL loss function can result in superior trading outcomes compared to the buy-and-hold approach.

The surging demand for batteries requires advanced battery management systems, where battery capacity modelling is a key functionality. In this paper, we aim to achieve accurate battery capacity prediction by learning from historical measurements of battery dynamics. We propose GiNet, a gated recurrent units enhanced Informer network, for predicting battery's capacity. The novelty and competitiveness of GiNet lies in its capability of capturing sequential and contextual information from raw battery data and reflecting the battery's complex behaviors with both temporal dynamics and long-term dependencies. We conducted an experimental study based on a publicly available dataset to showcase GiNet's strength of gaining a holistic understanding of battery behavior and predicting battery capacity accurately. GiNet achieves 0.11 mean absolute error for predicting the battery capacity in a sequence of future time slots without knowing the historical battery capacity. It also outperforms the latest algorithms significantly with 27% error reduction on average compared to Informer. The promising results highlight the importance of customized and optimized integration of algorithm and battery knowledge and shed light on other industry applications as well.

The importance of time series forecasting drives continuous research and the development of new approaches to tackle this problem. Typically, these methods are introduced through empirical studies that frequently claim superior accuracy for the proposed approaches. Nevertheless, concerns are rising about the reliability and generalizability of these results due to limitations in experimental setups. This paper addresses a critical limitation: the number and representativeness of the datasets used. We investigate the impact of dataset selection bias, particularly the practice of cherry-picking datasets, on the performance evaluation of forecasting methods. Through empirical analysis with a diverse set of benchmark datasets, our findings reveal that cherry-picking datasets can significantly distort the perceived performance of methods, often exaggerating their effectiveness. Furthermore, our results demonstrate that by selectively choosing just four datasets - what most studies report - 46% of methods could be deemed best in class, and 77% could rank within the top three. Additionally, recent deep learning-based approaches show high sensitivity to dataset selection, whereas classical methods exhibit greater robustness. Finally, our results indicate that, when empirically validating forecasting algorithms on a subset of the benchmarks, increasing the number of datasets tested from 3 to 6 reduces the risk of incorrectly identifying an algorithm as the best one by approximately 40%. Our study highlights the critical need for comprehensive evaluation frameworks that more accurately reflect real-world scenarios. Adopting such frameworks will ensure the development of robust and reliable forecasting methods.