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The purpose of this paper is to give an overview of the time series forecasting problem based on similarity of trajectories. Various methodologies are introduced and studied, and detailed discussions on hyperparameter optimization, outlier…

Methodology · Statistics 2023-09-20 İlker Arslan , Can Hakan Dağıdır , Ümit Işlak

Intermittency is a common and challenging problem in demand forecasting. We introduce a new, unified framework for building intermittent demand forecasting models, which incorporates and allows to generalize existing methods in several…

Machine Learning · Computer Science 2020-10-06 Ali Caner Turkmen , Tim Januschowski , Yuyang Wang , Ali Taylan Cemgil

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

In recent years, spatio-temporal graph neural networks (GNNs) have attracted considerable interest in the field of time series analysis, due to their ability to capture, at once, dependencies among variables and across time points. The…

Machine Learning · Computer Science 2025-12-01 Flavio Corradini , Flavio Gerosa , Marco Gori , Carlo Lucheroni , Marco Piangerelli , Martina Zannotti

We propose a framework for general probabilistic multi-step time series regression. Specifically, we exploit the expressiveness and temporal nature of Sequence-to-Sequence Neural Networks (e.g. recurrent and convolutional structures), the…

Machine Learning · Statistics 2018-06-29 Ruofeng Wen , Kari Torkkola , Balakrishnan Narayanaswamy , Dhruv Madeka

We have developed a new framework using time-series analysis for dynamically assigning mobile network traffic prediction models in previously unseen wireless environments. Our framework selectively employs learned behaviors, outperforming…

Information Theory · Computer Science 2023-12-01 Alexander Downey , Evren Tuna , Alkan Soysal

Time series of counts arise in a variety of forecasting applications, for which traditional models are generally inappropriate. This paper introduces a hierarchical Bayesian formulation applicable to count time series that can easily…

Machine Learning · Statistics 2014-05-16 Nicolas Chapados

Deep learning has been actively applied to time series forecasting, leading to a deluge of new methods, belonging to the class of historical-value models. Yet, despite the attractive properties of time-index models, such as being able to…

Machine Learning · Computer Science 2023-10-18 Gerald Woo , Chenghao Liu , Doyen Sahoo , Akshat Kumar , Steven Hoi

Effective utilization of time series data is often constrained by the scarcity of data quantity that reflects complex dynamics, especially under the condition of distributional shifts. Existing datasets may not encompass the full range of…

Computational Engineering, Finance, and Science · Computer Science 2024-06-11 Haibei Zhu , Yousef El-Laham , Elizabeth Fons , Svitlana Vyetrenko

Assessing the predictive power of both data and models holds paramount significance in time-series machine learning applications. Yet, preparing time series data accurately and employing an appropriate measure for predictive power seems to…

Statistical Finance · Quantitative Finance 2023-11-22 Martin Winistörfer , Ivan Zhdankin

In industrial data analytics, one of the fundamental problems is to utilize the temporal correlation of the industrial data to make timely predictions in the production process, such as fault prediction and yield prediction. However, the…

Machine Learning · Computer Science 2019-08-23 Hongzhi Wang , Yijie Yang , Yang Song

In this work, we propose an ensemble forecasting approach based on randomized neural networks. Improved randomized learning streamlines the fitting abilities of individual learners by generating network parameters in accordance with the…

Machine Learning · Computer Science 2021-07-12 Grzegorz Dudek , Paweł Pełka

Time series modelling is essential for solving tasks such as predictive maintenance, quality control and optimisation. Deep learning is widely used for solving such problems. When managing complex manufacturing process with neural networks,…

Machine Learning · Computer Science 2020-11-17 Alexey Kurochkin

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

Aims: To propose a general sample size framework for developing or updating a clinical prediction model using any statistical or machine learning method, based on drawing samples from anticipated posterior distributions and targeting…

Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…

Machine Learning · Computer Science 2023-11-30 Jingyi Hou , Zhen Dong , Jiayu Zhou , Zhijie Liu

In the field of machine learning and artificial intelligence, time series forecasting plays a pivotal role across various domains such as finance, healthcare, and weather. However, the task of selecting the most suitable forecasting method…

Machine Learning · Computer Science 2024-07-26 Anvitha Thirthapura Sreedhara , Joaquin Vanschoren

Precedential constraint is one foundation of case-based reasoning in AI and Law. It generally assumes that the underlying set of precedents must be consistent. To relax this assumption, a generalized notion of the reason model has been…

Artificial Intelligence · Computer Science 2025-10-23 Wachara Fungwacharakorn , Gauvain Bourgne , Ken Satoh

While neural models show remarkable accuracy on individual predictions, their internal beliefs can be inconsistent across examples. In this paper, we formalize such inconsistency as a generalization of prediction error. We propose a…

Artificial Intelligence · Computer Science 2019-09-16 Tao Li , Vivek Gupta , Maitrey Mehta , Vivek Srikumar

Uncertainty quantification is central to many applications of causal machine learning, yet principled Bayesian inference for causal effects remains challenging. Standard Bayesian approaches typically require specifying a probabilistic model…

Machine Learning · Statistics 2026-03-04 Emil Javurek , Dennis Frauen , Yuxin Wang , Stefan Feuerriegel