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Deep Learning for Time-Series Forecasting

A special issue of Applied Sciences (ISSN 2076-3417). This special issue belongs to the section "Computing and Artificial Intelligence".

Deadline for manuscript submissions: 10 July 2026 | Viewed by 836

Special Issue Editors


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Guest Editor
Distributed Systems and Internet Technologies Lab, Department of Information Engineering, University of Florence, Florence, Italy
Interests: artificial intelligence; foundation models; deep reinforcement learning; optimization systems; intelligent transport systems

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Guest Editor
Distributed Systems and Internet Tech Lab, Department of Information Engineering, University of Florence, DINFO, 50139 Firenze, Italy
Interests: artificial intelligence; knowledge engineering; internet of things
Special Issues, Collections and Topics in MDPI journals

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Guest Editor
Computer and Information Science Department, University of Massachusetts Dartmouth, Dartmouth, MA 02747, USA
Interests: software engineering; deep learning; artificial intelligence; cloud computing; cybersecurity
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

Deep learning (DL) offers a robust approach to time-series forecasting across diverse domains including energy, climate and environment, healthcare, mobility and transportation, tourism and smart cities more generally, as well as industry and manufacturing, finance, and economics.

Despite the popularity and importance of the integration of forecasting capabilities in decision support systems and decision-making processes, there are numerous challenges when dealing with deep learning for time-series forecasting. In the literature, model-centric studies often focus on complex black-box architectures that achieve high predictive accuracy, but the results need to be explained to be truly actionable. Data-centric studies, on the other hand, explore the importance of data quality and data management to enhance forecasting capabilities.

Recent research is also exploring foundational model approaches capable of predicting heterogeneous time series across multiple domains as well as solutions that exploit large language models (LLMs). However, in many cases, simpler DL models still outperform more general-purpose architectures when sufficient historical data are available.

This Special Issue seeks to highlight state-of-the-art methodologies, practical applications, and emerging directions in deep learning for time-series forecasting, emphasizing both methodological innovations and impactful real-world implementations.

Dr. Enrico Collini
Dr. Pierfrancesco Bellini
Prof. Dr. Haiping Xu
Guest Editors

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Keywords

  • deep learning
  • time-series forecasting
  • foundational time-series forecasting
  • explainable artificial intelligence
  • big data

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Published Papers (1 paper)

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Research

16 pages, 2298 KB  
Article
Modeling Trend and Seasonality in Contrastive Learning for Time-Series Forecasting
by Cheng-Ru Chou, Yen-Ching Lu, Pei-Xuan Li and Hsun-Ping Hsieh
Appl. Sci. 2026, 16(5), 2521; https://doi.org/10.3390/app16052521 - 5 Mar 2026
Viewed by 510
Abstract
Self-supervised contrastive learning has recently shown promise for time-series representation learning, yet most existing methods treat sequences holistically and leave trend and seasonal components entangled, limiting their effectiveness for long-horizon multivariate forecasting. We study decomposition-aware representation learning for time-series forecasting without negative pairs. [...] Read more.
Self-supervised contrastive learning has recently shown promise for time-series representation learning, yet most existing methods treat sequences holistically and leave trend and seasonal components entangled, limiting their effectiveness for long-horizon multivariate forecasting. We study decomposition-aware representation learning for time-series forecasting without negative pairs. We propose the Trend-Season Contrastive Learner (TSCL), a Siamese framework that decomposes each series into trend, seasonality, and residual components, encodes trend and seasonality with dedicated encoders and a learnable Fourier layer, and optimizes a positive-pair contrastive objective over component-wise representations. Experiments on five public benchmarks (ETTh1, ETTh2, ETTm1, ETTm2, and Weather) show that TSCL consistently improves downstream forecasting across prediction horizons. Averaged over all datasets and horizons, TSCL achieves 0.489 MSE and 0.488 MAE, yielding an about 20–30% lower error than representative contrastive baselines (e.g., SimTS and CoST). Paired t-tests further confirm that the improvements are statistically significant in most settings. These results indicate that decomposition-aware contrastive learning yields robust and generalizable representations for long-horizon forecasting across diverse temporal resolutions. Full article
(This article belongs to the Special Issue Deep Learning for Time-Series Forecasting)
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