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Time series forecasting is a critical task that provides key information for decision-making. After traditional statistical and machine learning approaches, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs…

Machine Learning · Computer Science 2025-05-02 Jongseon Kim , Hyungjoon Kim , HyunGi Kim , Dongjun Lee , Sungroh Yoon

We discuss the development of novel deep learning algorithms to enable real-time regression analysis for time series data. We showcase the application of this new method with a timely case study, and then discuss the applicability of this…

Machine Learning · Computer Science 2018-05-09 E. A. Huerta , Daniel George , Zhizhen Zhao , Gabrielle Allen

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Machine Learning · Computer Science 2021-09-28 Fatoumata Dama , Christine Sinoquet

Increasingly high-stakes decisions are made using neural networks in order to make predictions. Specifically, meteorologists and hedge funds apply these techniques to time series data. When it comes to prediction, there are certain…

Machine Learning · Computer Science 2022-11-14 Levente Foldesi , Matias Valdenegro-Toro

We study the use of a time series encoder to learn representations that are useful on data set types with which it has not been trained on. The encoder is formed of a convolutional neural network whose temporal output is summarized by a…

Machine Learning · Computer Science 2018-05-11 Joan Serrà , Santiago Pascual , Alexandros Karatzoglou

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

Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters…

Machine Learning · Computer Science 2020-11-30 Joel Janek Dabrowski , YiFan Zhang , Ashfaqur Rahman

Cyber-physical systems often consist of entities that interact with each other over time. Meanwhile, as part of the continued digitization of industrial processes, various sensor technologies are deployed that enable us to record…

Machine Learning · Computer Science 2018-09-03 Razvan-Gabriel Cirstea , Darius-Valer Micu , Gabriel-Marcel Muresan , Chenjuan Guo , Bin Yang

Time series data is a prevalent form of data found in various fields. It consists of a series of measurements taken over time. Forecasting is a crucial application of time series models, where future values are predicted based on historical…

Machine Learning · Computer Science 2025-09-23 Sahar Koohfar , Wubeshet Woldemariam

Deep neural network models have become ubiquitous in recent years, and have been applied to nearly all areas of science, engineering, and industry. These models are particularly useful for data that have strong dependencies in space (e.g.,…

Machine Learning · Statistics 2022-06-07 Christopher K. Wikle , Andrew Zammit-Mangion

In this paper, we propose a machine learning approach for forecasting hierarchical time series. When dealing with hierarchical time series, apart from generating accurate forecasts, one needs to select a suitable method for producing…

Machine Learning · Computer Science 2021-07-12 Paolo Mancuso , Veronica Piccialli , Antonio M. Sudoso

In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…

Econometrics · Economics 2021-04-12 Ricardo P. Masini , Marcelo C. Medeiros , Eduardo F. Mendes

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Traditional machine learning methods face two main challenges in dealing with healthcare predictive analytics tasks. First, the high-dimensional nature of healthcare data needs labor-intensive and time-consuming processes to select an…

Machine Learning · Computer Science 2022-09-16 Mohammad Amin Morid , Olivia R. Liu Sheng , Joseph Dunbar

Deep learning models, particularly Transformers, have achieved impressive results in various domains, including time series forecasting. While existing time series literature primarily focuses on model architecture modifications and data…

Machine Learning · Computer Science 2023-12-01 Valentino Assandri , Sam Heshmati , Burhaneddin Yaman , Anton Iakovlev , Ariel Emiliano Repetur

Time Series Classification and Extrinsic Regression are important and challenging machine learning tasks. Deep learning has revolutionized natural language processing and computer vision and holds great promise in other fields such as time…

Machine Learning · Computer Science 2023-12-21 Navid Mohammadi Foumani , Lynn Miller , Chang Wei Tan , Geoffrey I. Webb , Germain Forestier , Mahsa Salehi

Time series forecasting is a fundamental task emerging from diverse data-driven applications. Many advanced autoregressive methods such as ARIMA were used to develop forecasting models. Recently, deep learning based methods such as DeepAr,…

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski

Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for…

Machine Learning · Computer Science 2019-03-07 Matteo Maggiolo , Gerasimos Spanakis

Time series are all around in real-world applications. However, unexpected accidents for example broken sensors or missing of the signals will cause missing values in time series, making the data hard to be utilized. It then does harm to…

Machine Learning · Computer Science 2020-11-24 Chenguang Fang , Chen Wang