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Inference on time series data is a common requirement in many scientific disciplines and internet of things (IoT) applications, yet there are few resources available to domain scientists to easily, robustly, and repeatably build such…
Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…
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…
Seasonal forecasting remains challenging due to the inherent chaotic nature of atmospheric dynamics. This paper introduces DeepSeasons, a novel deep learning approach designed to enhance the accuracy and reliability of seasonal forecasts.…
Accurate simulation of astronomical observations is a critical element for any modern analyses, be it to measure event rates, analyses population properties, validate or train pipelines, account for selection effects, or correct biases. We…
Time-to-event models are a popular tool to analyse data where the outcome variable is the time to the occurrence of a specific event of interest. Here we focus on the analysis of time-to-event outcomes that are either intrisically discrete…
This paper presents a formal framework and proposes algorithms to extend forecast reconciliation to discrete-valued data to extend forecast reconciliation to discrete-valued data, including low counts. A novel method is introduced based on…
Multivariate time-series (MTS) forecasting is a paramount and fundamental problem in many real-world applications. The core issue in MTS forecasting is how to effectively model complex spatial-temporal patterns. In this paper, we develop a…
The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…
Delivering precise point and distributional forecasts across a spectrum of prediction horizons represents a significant and enduring challenge in the application of time-series forecasting within various industries. Prior research on…
In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…
Predicting how distributions over discrete variables vary over time is a common task in time series forecasting. But whereas most approaches focus on merely predicting the distribution at subsequent time steps, a crucial piece of…
Many businesses and industries nowadays rely on large quantities of time series data making time series forecasting an important research area. Global forecasting models that are trained across sets of time series have shown a huge…
Estimating uncertainties associated with the predictions of Machine Learning (ML) models is of crucial importance to assess their robustness and predictive power. In this submission, we introduce MAPIE (Model Agnostic Prediction Interval…
Multivariate time series forecasting (MTSF) seeks to model temporal dynamics among variables to predict future trends. Transformer-based models and large language models (LLMs) have shown promise due to their ability to capture long-range…
Scikit-learn is an increasingly popular machine learning li- brary. Written in Python, it is designed to be simple and efficient, accessible to non-experts, and reusable in various contexts. In this paper, we present and discuss our design…
Algorithmic fairness has received considerable attention due to the failures of various predictive AI systems that have been found to be unfairly biased against subgroups of the population. Many approaches have been proposed to mitigate…
Traffic time series forecasting is challenging due to complex spatio-temporal dynamics time series from different locations often have distinct patterns; and for the same time series, patterns may vary across time, where, for example, there…
Despite the explosion of interest in healthcare AI research, the reproducibility and benchmarking of those research works are often limited due to the lack of standard benchmark datasets and diverse evaluation metrics. To address this…
A novel framework for hierarchical forecast updating is presented, addressing a critical gap in the forecasting literature. By assuming a temporal hierarchy structure, the innovative approach extends hierarchical forecast reconciliation to…