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Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

Artificial Intelligence · Computer Science 2020-10-19 Youngjin Park , Deokjun Eom , Byoungki Seo , Jaesik Choi

Time series forecasting plays a crucial role in diverse fields, necessitating the development of robust models that can effectively handle complex temporal patterns. In this article, we present a novel feature selection method embedded in…

Machine Learning · Computer Science 2024-01-01 Raquel Espinosa , Fernando Jiménez , José Palma

Combining forecast from different models has shown to perform better than single forecast in most time series. To improve the quality of forecast we can go for combining forecast. We study the effect of decomposing a series into multiple…

Applications · Statistics 2013-03-04 Manisha Gahirwal

Time-series forecasting has seen significant advancements with the introduction of token prediction mechanisms such as multi-head attention. However, these methods often struggle to achieve the same performance as in language modeling,…

Machine Learning · Computer Science 2024-12-03 Panayiotis Christou , Shichu Chen , Xupeng Chen , Parijat Dube

The performance of transformers for time-series forecasting has improved significantly. Recent architectures learn complex temporal patterns by segmenting a time-series into patches and using the patches as tokens. The patch size controls…

Machine Learning · Computer Science 2024-03-25 Yitian Zhang , Liheng Ma , Soumyasundar Pal , Yingxue Zhang , Mark Coates

Low-rank tensor sensing is a fundamental problem with broad applications in signal processing and machine learning. Among various tensor models, low-Tucker-rank tensors are particularly attractive for capturing multi-mode subspace…

Machine Learning · Computer Science 2026-01-21 Shuang Li

Efficient and accurate low-rank approximation (LRA) methods are of great significance for large-scale data analysis. Randomized tensor decompositions have emerged as powerful tools to meet this need, but most existing methods perform poorly…

Machine Learning · Computer Science 2022-11-29 Yichun Qiu , Weijun Sun , Guoxu Zhou , Qibin Zhao

Multivariate time series forecasting (MTSF) aims to learn temporal dynamics among variables to forecast future time series. Existing statistical and deep learning-based methods suffer from limited learnable parameters and small-scale…

Machine Learning · Computer Science 2025-04-01 Chenxi Liu , Qianxiong Xu , Hao Miao , Sun Yang , Lingzheng Zhang , Cheng Long , Ziyue Li , Rui Zhao

By significant improvements in modern electrical systems, planning for unit commitment and power dispatching of them are two big concerns between the researchers. Short-term load forecasting plays a significant role in planning and…

Statistical Finance · Quantitative Finance 2020-10-01 Kasun Chandrarathna , Arman Edalati , AhmadReza Fourozan tabar

Accurate short-term power load forecasting is important to effectively manage, optimize, and ensure the robustness of modern power systems. This paper performs an empirical evaluation of a traditional statistical model and deep learning…

Machine Learning · Computer Science 2026-03-10 Suhasnadh Reddy Veluru , Sai Teja Erukude , Viswa Chaitanya Marella

Time series forecasting is an important application in various domains such as energy management, traffic planning, financial markets, meteorology, and medicine. However, real-time series data often present intricate temporal variability…

Machine Learning · Computer Science 2025-04-02 Reza Nematirad , Anil Pahwa , Balasubramaniam Natarajan

The Hidden Markov Model (HMM) can predict the future value of a time series based on its current and previous values, making it a powerful algorithm for handling various types of time series. Numerous studies have explored the improvement…

Machine Learning · Computer Science 2024-02-28 YeXin Huang

The tensor-train (TT) format is a data-sparse tensor representation commonly used in high dimensional data approximations. In order to represent data with interpretability in data science, researchers develop data-centric skeletonized low…

Numerical Analysis · Mathematics 2026-02-10 Daniel Hayes , Jing-Mei Qiu , Tianyi Shi

Chaotic time series forecasting has been far less understood despite its tremendous potential in theory and real-world applications. Traditional statistical/ML methods are inefficient to capture chaos in nonlinear dynamical systems,…

Numerical Analysis · Mathematics 2023-10-24 Xiangyi Meng , Tong Yang

Machine learning fits model parameters to approximate input-output mappings, predicting unknown samples. However, these models often require extensive arithmetic computations during inference, increasing latency and power consumption. This…

Machine Learning · Computer Science 2025-11-13 Tian Lan , Rishad Shafik , Alex Yakovlev

The multipath radio channel is considered to have a non-bandlimited channel impulse response. Therefore, it is challenging to achieve high resolution time-delay (TD) estimation of multipath components (MPCs) from bandlimited observations of…

Signal Processing · Electrical Eng. & Systems 2019-12-11 Tarik Kazaz , Gerard J. M. Janssen , Alle-Jan van der Veen

The forecasting of irregular multivariate time series (IMTS) is crucial in key areas such as healthcare, biomechanics, climate science, and astronomy. However, achieving accurate and practical predictions is challenging due to two main…

Machine Learning · Computer Science 2025-11-18 Xvyuan Liu , Xiangfei Qiu , Xingjian Wu , Zhengyu Li , Chenjuan Guo , Jilin Hu , Bin Yang

Modern technological advances have enabled an unprecedented amount of structured data with complex temporal dependence, urging the need for new methods to efficiently model and forecast high-dimensional tensor-valued time series. This paper…

Methodology · Statistics 2023-09-28 Di Wang , Yao Zheng , Guodong Li

Recently, true-time-delay (TTD) arrays, also referred to as joint phase-time arrays (JPTA), have been investigated for low-cost frequency-dependent beamforming capabilities to enable various applications, including beam-squint correction,…

Signal Processing · Electrical Eng. & Systems 2026-05-11 Ibrahim Pehlivan , Danijela Cabric

Coherently forecasting the behaviour of a target variable across both coarse and fine temporal scales is crucial for profit-optimized decision-making in several business applications, and remains an open research problem in temporal…

Machine Learning · Computer Science 2025-06-25 Alessandro Salatiello , Stefan Birr , Manuel Kunz