Related papers: Forecasting in Non-stationary Environments with Fu…

In Internet of things (IoT), data is continuously recorded from different data sources and devices can suffer faults in their embedded electronics, thus leading to a high-dimensional data sets and concept drift events. Therefore, methods…

Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

The era of information explosion had prompted the accumulation of a tremendous amount of time-series data, including stationary and non-stationary time-series data. State-of-the-art algorithms have achieved a decent performance in dealing…

An evolving weighted neuro-neo-fuzzy-ANARX model and its learning procedures are introduced in the article. This system is basically used for time series forecasting. This system may be considered as a pool of elements that process data in…

Deep learning has shown impressive results in a variety of time series forecasting tasks, where modeling the conditional distribution of the future given the past is the essence. However, when this conditional distribution is…

The synchrosqueezing transform, a kind of reassignment method, aims to sharpen the time-frequency representation and to separate the components of a multicomponent non-stationary signal. In this paper, we consider the short-time Fourier…

Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…

Real-world data contain uncertainty and variations that can be correlated to external variables, known as randomness. An alternative cause of randomness is chaos, which can be an important component of chaotic time series. One of the…

Due to the dynamics of underlying physics and external influences, the uncertainty of time series often varies over time. However, existing Denoising Diffusion Probabilistic Models (DDPMs) often fail to capture this non-stationary nature,…

Fuzzy time series forecasting methods are very popular among researchers for predicting future values as they are not based on the strict assumptions of traditional time series forecasting methods. Non-stochastic methods of fuzzy time…

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. These models are trained on numerous diverse datasets and claim to be effective forecasters across multiple different time series…

Precise short-term price prediction in the highly volatile cryptocurrency market is critical for informed trading strategies. Although Temporal Fusion Transformers (TFTs) have shown potential, their direct use often struggles in the face of…

Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…

Time-series forecasting finds broad applications in real-world scenarios. Due to the dynamic nature of time series data, it is important for time-series forecasting models to handle potential distribution shifts over time. In this paper, we…

Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

Stock price forecasting is an important issue for investors since extreme accuracy in forecasting can bring about high profits. Fuzzy Time Series (FTS) and Longest Common/Repeated Sub-sequence (LCS/LRS) are two important issues for…

Simulating the long-term dynamics of multi-scale and multi-physics systems poses a significant challenge in understanding complex phenomena across science and engineering. The complexity arises from the intricate interactions between scales…

Fuzzy time series forecasting (FTSF) is a typical forecasting method with wide application. Traditional FTSF is regarded as an expert system which leads to loss of the ability to recognize undefined features. The mentioned is the main…

In this study, we develop an asymptotic theory of nonparametric regression for a locally stationary functional time series. First, we introduce the notion of a locally stationary functional time series (LSFTS) that takes values in a…