Evidence map›Paper›PMID 41820434›Full record

ArticleScientific reports2026

MultiScaleWave: a wavelet-based multiscale framework for univariate time series forecasting.

Canjie Zheng, Heng Zhao

Abstract read
In one paragraph

Article in Scientific reports, 2026. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.

0numbers the graph read from it
0cells of the map it votes in
0citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

0 citing papers in PubMed.

No citing paper in PubMed yet.

4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

2 authors.

Canjie ZhengSchool of Artificial Intelligence, Shenzhen Technology University, Shenzhen, China.
Heng ZhaoSchool of Artificial Intelligence, Shenzhen Technology University, Shenzhen, China. 15186958102@163.com.

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

Accurate forecasting of time series data is essential in many fields. However, real-world time series are often characterized by noise, non-stationarity and multiscale temporal dependencies, which collectively reduce forecasting performance. To address these challenges, MultiScaleWave, a deep learning framework based on time series decomposition, is proposed for univariate forecasting. The MultiScaleWave model first applies multi-level discrete wavelet transforms to decompose the series into multiscale temporal components. Each component is modeled by a granularity-adaptive module, and the outputs are then fused to generate an informative representation for final forecasting. The MultiScaleWave model has been validated on benchmark datasets and achieves superior performance compared to competitive baselines. The results demonstrate the effectiveness and generalizability of the proposed approach.

Indexed as

Deep learningTime series forecastingWavelet transform

Identifiers

PMID41820434
PMCPMC13103305

What OpenQuestion holds

Textmetadata
LicenceCC BY-NC-ND
Read underepoch 390

Registered trials

None linked

Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.