English
Related papers

Related papers: Short-Term Load Forecasting: The Similar Shape Fun…

200 papers

Conformal prediction is a technique for constructing prediction intervals that attain valid coverage in finite samples, without making distributional assumptions. Despite this appeal, existing conformal methods can be unnecessarily…

Methodology · Statistics 2019-05-09 Yaniv Romano , Evan Patterson , Emmanuel J. Candès

We consider the problem of uncertainty quantification for prediction in a time series: if we use past data to forecast the next time point, can we provide valid prediction intervals around our forecasts? To avoid placing distributional…

Machine Learning · Statistics 2026-01-13 Rina Foygel Barber , Ashwin Pananjady

Recent advancements in long-term time series forecasting (LTSF) have primarily focused on capturing cross-time and cross-variate (channel) dependencies within historical data. However, a critical aspect often overlooked by many existing…

Machine Learning · Computer Science 2024-12-03 Chaolv Zeng , Yuan Tian , Guanjie Zheng , Yunjun Gao

Reliable and accurate prediction of time series plays a crucial role in maritime industry, such as economic investment, transportation planning, port planning and design, etc. The dynamic growth of maritime time series has the predominantly…

Computational Engineering, Finance, and Science · Computer Science 2019-05-14 Yan Li , Ryan Wen Liu , Zhao Liu , Jingxian Liu

The problem of prediction of a given time series is examined on the basis of recent nonlinear dynamics theories. Particular attention is devoted to forecast the amplitude and phase of one of the most common solar indicator activity, the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Stefano Sello

Describing a time series parsimoniously is the first step to study the underlying dynamics. For a time-discrete system, a generating partition provides a compact description such that a time series and a symbolic sequence are one-to-one.…

Data Analysis, Statistics and Probability · Physics 2018-01-09 Yoshito Hirata , Thomas Stemler , Deniz Eroglu , Norbert Marwan

Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM…

Machine Learning · Computer Science 2020-11-03 Frank Xiao

We discuss a concept denoted as Conformal Prediction (CP) in this paper. While initially stemming from the world of machine learning, it was never applied or analyzed in the context of short-term electricity price forecasting. Therefore, we…

Econometrics · Economics 2020-11-17 Christopher Kath , Florian Ziel

In this work, we address time-series forecasting as a computer vision task. We capture input data as an image and train a model to produce the subsequent image. This approach results in predicting distributions as opposed to pointwise…

Computer Vision and Pattern Recognition · Computer Science 2021-11-17 Naftali Cohen , Srijan Sood , Zhen Zeng , Tucker Balch , Manuela Veloso

Integration of renewable energy sources and emerging loads like electric vehicles to smart grids brings more uncertainty to the distribution system management. Demand Side Management (DSM) is one of the approaches to reduce the uncertainty.…

Machine Learning · Computer Science 2021-09-28 Elahe Khoshbakhti Vaygan , Roozbeh Rajabi , Abouzar Estebsari

Time series forecasting is essential for agents to make decisions. Traditional approaches rely on statistical methods to forecast given past numeric values. In practice, end-users often rely on visualizations such as charts and plots to…

Computer Vision and Pattern Recognition · Computer Science 2021-11-23 Srijan Sood , Zhen Zeng , Naftali Cohen , Tucker Balch , Manuela Veloso

The ability to predict traffic flow over time for crowded areas during rush hours is increasingly important as it can help authorities make informed decisions for congestion mitigation or scheduling of infrastructure development in an area.…

Machine Learning · Computer Science 2023-04-03 Zann Koh , Yan Qin , Yong Liang Guan , Chau Yuen

Time series forecasting is a crucial component of many important applications, ranging from forecasting the stock markets to energy load prediction. The high-dimensionality, velocity and variety of the data collected in these applications…

Machine Learning · Computer Science 2019-01-25 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Machine learning methods trained on raw numerical time series data exhibit fundamental limitations such as a high sensitivity to the hyper parameters and even to the initialization of random weights. A combination of a recurrent neural…

Machine Learning · Computer Science 2020-03-13 Steven Elsworth , Stefan Güttel

In the present paper we propose a new approach to investigate the logistic function, commonly used in mathematical models in economics and management. The approach is based on indicating in a given time series, having a logistic trend, some…

Classical Analysis and ODEs · Mathematics 2014-02-14 Grzegorz Rzadkowski , Iwona Głażewska , Katarzyna Sawińska

Time series prediction (TSP) has been widely used in various fields, such as life sciences and finance, to forecast future trends based on historical data. However, to date, there has been relatively little research conducted on the TSP for…

Quantum Physics · Physics 2024-01-15 Zhao-Wei Wang , Zhao-Ming Wang

Multivariate time series forecasting is essential in domains such as finance, transportation, climate, and energy. However, existing patch-based methods typically adopt fixed-length segmentation, overlooking the heterogeneity of local…

Machine Learning · Computer Science 2026-01-06 Kuiye Ding , Fanda Fan , Chunyi Hou , Zheya Wang , Lei Wang , Zhengxin Yang , Jianfeng Zhan

Short-term industrial enterprises power system forecasting is an important issue for both load control and machine protection. Scientists focus on load forecasting but ignore other valuable electric-meters which should provide guidance of…

Machine Learning · Computer Science 2024-06-04 Xiaoqiao Chen

We propose a new autocorrelation measure for functional time series that we term spherical autocorrelation. It is based on measuring the average angle between lagged pairs of series after having been projected onto the unit sphere. This new…

Methodology · Statistics 2022-07-14 Chi-Kuang Yeh , Gregory Rice , Joel A. Dubin

This paper presents issues regarding short term electric load forecasting using feedforward and Elman recurrent neural networks. The study cases were developed using measured data representing electrical energy consume from Banat area.…

Neural and Evolutionary Computing · Computer Science 2018-04-19 Cristian Vasar , Iosif Szeidert , Ioan Filip , Gabriela Prostean