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Accurate time series forecasting models are often compromised by data drift, where underlying data distributions change over time, leading to significant declines in prediction performance. To address this challenge, this study proposes an…
A time series represents a set of observations collected over time. Typically, these observations are captured with a uniform sampling frequency (e.g. daily). When data points are observed in uneven time intervals the time series is…
The world is not static: This causes real-world time series to change over time through external, and potentially disruptive, events such as macroeconomic cycles or the COVID-19 pandemic. We present an adaptive sampling strategy that…
Functional time series whose sample elements are recorded sequentially over time are frequently encountered with increasing technology. Recent studies have shown that analyzing and forecasting of functional time series can be performed…
Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…
Combining forecasts from multiple experts often yields more accurate results than relying on a single expert. In this paper, we introduce a novel regularized ensemble method that extends the traditional linear opinion pool by leveraging…
Due to the non-stationary nature, the distribution of real-world multivariate time series (MTS) changes over time, which is known as distribution drift. Most existing MTS forecasting models greatly suffer from distribution drift and degrade…
Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the constraints given by the hierarchy. The most popular technique to enforce coherence is…
Time-series forecasting has been an important research domain for so many years. Its applications include ECG predictions, sales forecasting, weather conditions, even COVID-19 spread predictions. These applications have motivated many…
We introduce an adaptive method with formal quality guarantees for weak supervision in a non-stationary setting. Our goal is to infer the unknown labels of a sequence of data by using weak supervision sources that provide independent noisy…
The proposed method in this paper is designed to address the problem of time series forecasting. Although some exquisitely designed models achieve excellent prediction performances, how to extract more useful information and make accurate…
Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among…
Time series forecasting is a critical task in various domains, where accurate predictions can drive informed decision-making. Traditional forecasting methods often rely on current observations of variables to predict future outcomes,…
Motion forecasting plays a significant role in various domains (e.g., autonomous driving, human-robot interaction), which aims to predict future motion sequences given a set of historical observations. However, the observed elements may be…
Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…
Time-series forecasting often faces challenges from non-stationarity, particularly distributional drift, where the data distribution evolves over time. This dynamic behavior can undermine the effectiveness of adaptive optimizers, such as…
Many real-life applications involve simultaneously forecasting multiple time series that are hierarchically related via aggregation or disaggregation operations. For instance, commercial organizations often want to forecast inventories…
Accurate forecasting of multivariate time series data is important in many engineering and scientific applications. Recent state-of-the-art works ignore the inter-relations between variates, using their model on each variate independently.…
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…
Multivariate time series is a very active topic in the research community and many machine learning tasks are being used in order to extract information from this type of data. However, in real-world problems data has missing values, which…