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Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

Machine Learning · Computer Science 2022-11-29 Rameshwar Garg , Shriya Barpanda , Girish Rao Salanke N S , Ramya S

Spiking neural networks (SNNs), inspired by the spiking behavior of biological neurons, provide a unique pathway for capturing the intricacies of temporal data. However, applying SNNs to time-series forecasting is challenging due to…

Neural and Evolutionary Computing · Computer Science 2024-05-30 Changze Lv , Yansen Wang , Dongqi Han , Xiaoqing Zheng , Xuanjing Huang , Dongsheng Li

Conformal prediction provides a framework for uncertainty quantification, specifically in the forms of prediction intervals and sets with distribution-free guaranteed coverage. While recent cross-conformal techniques such as CV+ and…

Machine Learning · Statistics 2026-01-01 Panisara Meehinkong , Donlapark Ponnoprat

In many areas of decision-making, forecasting is an essential pillar. Consequently, many different forecasting methods have been proposed. From our experience, recently presented forecasting methods are computationally intensive, poorly…

Machine Learning · Computer Science 2023-09-29 André Bauer , Mark Leznik , Michael Stenger , Robert Leppich , Nikolas Herbst , Samuel Kounev , Ian Foster

Flow matching has recently emerged as a powerful paradigm for generative modeling and has been extended to probabilistic time series forecasting in latent spaces. However, the impact of the specific choice of probability path model on…

Machine Learning · Statistics 2025-08-19 Soon Hoe Lim , Yijin Wang , Annan Yu , Emma Hart , Michael W. Mahoney , Xiaoye S. Li , N. Benjamin Erichson

Amounts of historical data collected increase and business intelligence applicability with automatic forecasting of time series are in high demand. While no single time series modeling method is universal to all types of dynamics,…

Machine Learning · Statistics 2022-04-18 Evaldas Vaiciukynas , Paulius Danenas , Vilius Kontrimas , Rimantas Butleris

PyPOTS is an open-source Python library dedicated to data mining and analysis on multivariate partially-observed time series with missing values. Particularly, it provides easy access to diverse algorithms categorized into five tasks:…

Machine Learning · Computer Science 2025-07-10 Wenjie Du , Yiyuan Yang , Linglong Qian , Jun Wang , Qingsong Wen

Time series data is prevalent across numerous fields, necessitating the development of robust and accurate forecasting models. Capturing patterns both within and between temporal and multivariate components is crucial for reliable…

Machine Learning · Computer Science 2025-11-21 Maurice Kraus , Felix Divo , Devendra Singh Dhami , Kristian Kersting

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

In an era of increasing computational capabilities and growing environmental consciousness, organizations face a critical challenge in balancing the accuracy of forecasting models with computational efficiency and sustainability. Global…

Applications · Statistics 2026-01-15 Marco Zanotti

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…

Computational Finance · Quantitative Finance 2019-07-09 Lukas Ryll , Sebastian Seidens

As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…

Machine Learning · Statistics 2020-12-23 Federico Amato , Fabian Guignard , Sylvain Robert , Mikhail Kanevski

Forecasts help businesses allocate resources and achieve objectives. At LinkedIn, product owners use forecasts to set business targets, track outlook, and monitor health. Engineers use forecasts to efficiently provision hardware. Developing…

Machine Learning · Computer Science 2022-07-19 Reza Hosseini , Albert Chen , Kaixu Yang , Sayan Patra , Yi Su , Saad Eddin Al Orjany , Sishi Tang , Parvez Ahammad

We introduce an open source python framework named PHS - Parallel Hyperparameter Search to enable hyperparameter optimization on numerous compute instances of any arbitrary python function. This is achieved with minimal modifications inside…

Machine Learning · Computer Science 2020-02-28 Peter Michael Habelitz , Janis Keuper

Time series AI is crucial for analyzing dynamic web content, driving a surge of pre-trained large models known for their strong knowledge encoding and transfer capabilities across diverse tasks. However, given their energy-intensive…

Machine Learning · Computer Science 2025-11-03 ChengAo Shen , Ziming Zhao , Hanghang Tong , Dongjin Song , Dongsheng Luo , Qingsong Wen , Jingchao Ni

In recent years, both online and offline deep learning models have been developed for time series forecasting. However, offline deep forecasting models fail to adapt effectively to changes in time-series data, while online deep forecasting…

Machine Learning · Computer Science 2024-02-06 Mohamed Mejri , Chandramouli Amarnath , Abhijit Chatterjee

Computational tools for data analysis are being released daily on repositories such as the Comprehensive R Archive Network. How we integrate these tools to solve a problem in research is increasingly complex and requiring frequent updates.…

Other Statistics · Statistics 2019-10-17 Charles T. Gray

MeTime is an opensource R package for reproducible analysis of longitudinal metabolomics data. It builds upon a central S4 container, metime_analyser, that stores multiple datasets, associated metadata and analysis outputs, enabling unified…

When solving forecasting problems including multiple time-series features, existing approaches often fall into two extreme categories, depending on whether to utilize inter-feature information: univariate and complete-multivariate models.…

Artificial Intelligence · Computer Science 2024-08-20 Jaehoon Lee , Hankook Lee , Sungik Choi , Sungjun Cho , Moontae Lee

Test-time scaling is a promising new approach to language modeling that uses extra test-time compute to improve performance. Recently, OpenAI's o1 model showed this capability but did not publicly share its methodology, leading to many…