Application of Time Series Analysis and Forecasting in Computer Science, 2nd Edition

A special issue of Electronics (ISSN 2079-9292). This special issue belongs to the section "Computer Science & Engineering".

Deadline for manuscript submissions: 20 August 2025 | Viewed by 761

Special Issue Editors


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Guest Editor
School of Computer Science and Engineering, University of New South Wales, Sydney NSW 2052, Australia
Interests: spatio-temporal data modelling; time series forecasting; pedestrian trajectory prediction
Special Issues, Collections and Topics in MDPI journals

E-Mail Website
Guest Editor
Department of Computer Science and Software Engineering, The University of Western Australia, Perth 6009, Australia
Interests: computer vision; machine learning; object detection; visual tracking; image processing; pattern recognition
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

Time series analysis and forecasting have become increasingly vital in recent years due to the proliferation of electronics, the Internet of Things (IoT), and advanced smart sensor technologies. These advancements have enabled the collection of vast amounts of time series data across diverse domains such as finance, energy, healthcare, and environmental monitoring.

Machine learning and deep learning continue to serve as foundational tools for time series analysis and forecasting, excelling in handling complex and high-dimensional data. Recent breakthroughs in large language models (LLMs) and time series foundation models are revolutionizing the field. LLMs have been leveraged to enable natural language-driven time series queries and facilitate question-answering systems for temporal data. Similarly, time series foundation models are emerging as powerful tools, offering pre-trained, transferable representations that significantly enhance performance across various tasks and domains, while reducing the need for task-specific training data.

This Special Issue aims to bring together researchers and practitioners working on novel methods and techniques for time series analysis and forecasting. It welcomes contributions across various application domains, including intelligent transportation, geographic information systems, economics, finance, and environmental science. We particularly encourage submissions that highlight cutting-edge advancements in LLM-driven time series analysis, time series foundation models, and their applications in solving real-world problems in these domains.

Dr. Hao Xue
Dr. Du Huynh
Guest Editors

Manuscript Submission Information

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Keywords

  • time series analysis
  • time series forecasting
  • deep learning
  • probabilistic forecasting
  • forecasting applications
  • temporal data modeling

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Published Papers (2 papers)

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19 pages, 1036 KiB  
Article
Efficient Transmission-Based Human Behavior Recognition Algorithm
by Ruixuan Tong, Peng Zheng, Yuan Yao, Ninglun Gu, Shaowei Zhao, Kai Guan, Xiaolong Wang and Xiaolong Yang
Electronics 2025, 14(9), 1727; https://doi.org/10.3390/electronics14091727 - 24 Apr 2025
Viewed by 111
Abstract
In the contemporary field of wireless sensing, passive sensing leveraging channel state information (CSI) has found widespread applications across diverse scenarios, including behavior recognition, keystroke recognition, breath detection, and indoor localization. To ensure optimal sensing performance, wireless devices often collect a substantial number [...] Read more.
In the contemporary field of wireless sensing, passive sensing leveraging channel state information (CSI) has found widespread applications across diverse scenarios, including behavior recognition, keystroke recognition, breath detection, and indoor localization. To ensure optimal sensing performance, wireless devices often collect a substantial number of CSI packets. However, when these packets need to be transmitted to a server or the cloud for time series analysis, the transmission load on the passive sensing system escalates rapidly, thereby impeding the system’s real-time performance. To address this challenge, we introduce the KCS algorithm, a novel compressed sensing (CS) algorithm grounded in K-Singular Value Decomposition (KSVD). The primary objective of the KCS algorithm is to enable the efficient transmission of CSI data. Departing from the use of a universal sparse matrix in traditional CS, the KCS algorithm constructs an overcomplete sparse matrix. This construction not only substantially bolsters the sparse representation capacity but also fine-tunes the compression performance. By doing so, it ensures the secure and efficient transmission of data. We applied the KCS algorithm to human behavior recognition and prediction. The experimental outcomes reveal that even when the volume of CSI data is reduced by 90%, the system still attains an average accuracy of 90%. This showcases the effectiveness of the KCS algorithm in balancing data compression and recognition performance, offering a promising solution for realistic applications where efficient data transmission and accurate sensing are crucial. Full article
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22 pages, 4471 KiB  
Article
FFTNet: Fusing Frequency and Temporal Awareness in Long-Term Time Series Forecasting
by Zhiqiang Yang, Mengxiao Yin, Junjie Liao, Fancui Xie, Peizhao Zheng, Jiachao Li and Bei Hua
Electronics 2025, 14(7), 1303; https://doi.org/10.3390/electronics14071303 - 26 Mar 2025
Viewed by 379
Abstract
Time series forecasting is extensively utilised in meteorology, transportation, finance, and industrial domains. Precisely recognising cyclical trends and abrupt local changes in time series is essential for enhancing forecasting accuracy. Frequency-domain representations are adept at identifying periodic traits, whereas time-domain approaches are superior [...] Read more.
Time series forecasting is extensively utilised in meteorology, transportation, finance, and industrial domains. Precisely recognising cyclical trends and abrupt local changes in time series is essential for enhancing forecasting accuracy. Frequency-domain representations are adept at identifying periodic traits, whereas time-domain approaches are superior for spotting localised quick changes. Traditional techniques sometimes prioritise a single domain, overlooking the advantages of integration. This paper introduces a novel hybrid model, FFTNet, that simultaneously pulls characteristics from both domains to optimise their respective benefits. Theoretical examination indicates that the 2D CNN utilises dual-axis convolution kernels to jointly describe global cross-patch structures and local temporal patterns, whilst the frequency-domain MLP enhances spectral components in accordance with Parseval’s Theorem and the Convolution Theorem. A frequency-domain MLP is employed to discern periodic and trend characteristics, while a 2D CNN in the time domain identifies localised abrupt changes. This hybrid methodology differentiates itself from previous methods that depend exclusively on a single domain, providing a more thorough comprehension of the underlying patterns in time series data. Experiments on seven real-world datasets indicate that FFTNet surpasses existing techniques, attaining state-of-the-art performance with enhancements of 11.8% and 4.7% in MSE and MAE, respectively. Full article
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