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Accurate time series forecasting is a fundamental challenge in data science. It is often affected by external covariates such as weather or human intervention, which in many applications, may be predicted with reasonable accuracy. We refer…

Machine Learning · Computer Science 2023-08-01 Jimeng Shi , Rukmangadh Myana , Vitalii Stebliankin , Azam Shirali , Giri Narasimhan

We consider a setting where multiple entities inter-act with each other over time and the time-varying statuses of the entities are represented as multiple correlated time series. For example, speed sensors are deployed in different…

Machine Learning · Computer Science 2021-03-23 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

Machine Learning · Computer Science 2021-04-09 Pedro Lara-Benítez , Manuel Carranza-García , José C. Riquelme

Time series forecasting has received a lot of attention, with recurrent neural networks (RNNs) being one of the widely used models due to their ability to handle sequential data. Previous studies on RNN time series forecasting, however,…

Machine Learning · Computer Science 2024-04-29 Christopher Salazar , Ashis G. Banerjee

Multivariate time series are routinely encountered in real-world applications, and in many cases, these time series are strongly correlated. In this paper, we present a deep learning structural time series model which can (i) handle…

Machine Learning · Statistics 2020-01-03 Changwei Hu , Yifan Hu , Sungyong Seo

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

Time series refer to a series of data points indexed in time order, which can be found in various fields, e.g., transportation, healthcare, and finance. Accurate time series forecasting can enhance optimization planning and decision-making…

Machine Learning · Computer Science 2023-12-12 Ling Chen , Jiahua Cui

This paper gives an overview on how to develop a dense and deep neural network for making a time series prediction. First, the history and cornerstones in Artificial Intelligence and Machine Learning will be presented. After a short…

Machine Learning · Computer Science 2025-03-11 Bojan Lukić

Spiking neural networks (SNNs), inspired by the spiking behavior of biological neurons, provide a unique pathway for capturing the intricacies of temporal data. However, applying SNNs to time-series forecasting is challenging due to…

Neural and Evolutionary Computing · Computer Science 2024-05-30 Changze Lv , Yansen Wang , Dongqi Han , Xiaoqing Zheng , Xuanjing Huang , Dongsheng Li

Many time series are generated by a set of entities that interact with one another over time. This paper introduces a broad, flexible framework to learn from multiple inter-dependent time series generated by such entities. Our framework…

Neural and Evolutionary Computing · Computer Science 2016-12-16 Ashish Bora , Sugato Basu , Joydeep Ghosh

Effective training of Deep Neural Networks requires massive amounts of data and compute. As a result, longer times are needed to train complex models requiring large datasets, which can severely limit research on model development and the…

Machine Learning · Computer Science 2021-09-08 Siddharth Samsi , Christopher J. Mattioli , Mark S. Veillette

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

Efficient processing of large-scale time series data is an intricate problem in machine learning. Conventional sensor signal processing pipelines with hand engineered feature extraction often involve huge computational cost with high…

Multivariate time series (MTS) forecasting is crucial in many real-world applications. To achieve accurate MTS forecasting, it is essential to simultaneously consider both intra- and inter-series relationships among time series data.…

Machine Learning · Computer Science 2024-02-26 Kun Yi , Qi Zhang , Hui He , Kaize Shi , Liang Hu , Ning An , Zhendong Niu

Forecasting power consumptions of integrated electrical, heat or gas network systems is essential in order to operate more efficiently the whole energy network. Multi-energy systems are increasingly seen as a key component of future energy…

Machine Learning · Computer Science 2025-03-11 Corneliu Arsene , Alessandra Parisio

Time series forecasting has gained lots of attention recently; this is because many real-world phenomena can be modeled as time series. The massive volume of data and recent advancements in the processing power of the computers enable…

Machine Learning · Computer Science 2021-04-01 Manie Tadayon , Yumi Iwashita

Numerous deep learning architectures have been developed to accommodate the diversity of time series datasets across different domains. In this article, we survey common encoder and decoder designs used in both one-step-ahead and…

Machine Learning · Statistics 2021-04-28 Bryan Lim , Stefan Zohren

We present a significantly-improved data-driven global weather forecasting framework using a deep convolutional neural network (CNN) to forecast several basic atmospheric variables on a global grid. New developments in this framework…

Atmospheric and Oceanic Physics · Physics 2020-10-14 Jonathan A. Weyn , Dale R. Durran , Rich Caruana

There exist several data-driven approaches that enable us model time series data including traditional regression-based modeling approaches (i.e., ARIMA). Recently, deep learning techniques have been introduced and explored in the context…

Machine Learning · Computer Science 2021-12-20 Saroj Gopali , Faranak Abri , Sima Siami-Namini , Akbar Siami Namin

Wind power forecasting helps with the planning for the power systems by contributing to having a higher level of certainty in decision-making. Due to the randomness inherent to meteorological events (e.g., wind speeds), making highly…

Machine Learning · Computer Science 2023-01-04 Syed Kazmi , Berk Gorgulu , Mucahit Cevik , Mustafa Gokce Baydogan
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