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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

Using a single tool to build and compare recommender systems significantly reduces the time to market for new models. In addition, the comparison results when using such tools look more consistent. This is why many different tools and…

Information Retrieval · Computer Science 2024-10-07 Alexey Vasilev , Anna Volodkevich , Denis Kulandin , Tatiana Bysheva , Anton Klenitskiy

Spatio-temporal forecasting is an open research field whose interest is growing exponentially. In this work we focus on creating a complex deep neural framework for spatio-temporal traffic forecasting with comparatively very good…

Machine Learning · Computer Science 2020-10-22 Rodrigo de Medrano , José L. Aznarte

This paper introduces Sparklen, a statistical learning toolkit for Hawkes processes in Python, designed to bring together efficiency and ease of use. The purpose of this package is to provide the Python community with a complete suite of…

Methodology · Statistics 2025-03-31 Romain Edmond Lacoste

The recent revolution in data-driven methods for weather forecasting has lead to a fragmented landscape of complex, bespoke architectures and training strategies, obscuring the fundamental drivers of forecast accuracy. Here, we demonstrate…

We present the Open MatSci ML Toolkit: a flexible, self-contained, and scalable Python-based framework to apply deep learning models and methods on scientific data with a specific focus on materials science and the OpenCatalyst Dataset. Our…

Machine Learning · Computer Science 2023-09-01 Santiago Miret , Kin Long Kelvin Lee , Carmelo Gonzales , Marcel Nassar , Matthew Spellings

Reproducibility remains a persistent challenge in forecasting research and practice, particularly in business and financial analytics, where forecasts inform high-stakes decisions. Traditional forecasting methods, while theoretically…

Machine Learning · Computer Science 2026-01-13 Sidney Shapiro , Burhanuddin Panvelwala

Data-driven modeling is an approach in energy systems modeling that has been gaining popularity. In data-driven modeling, machine learning methods such as linear regression, neural networks or decision-tree based methods are being applied.…

Machine Learning · Computer Science 2023-01-05 Sandra Wilfling

Advances in high-throughput simulation (HTS) software enabled computational databases and big data to become common resources in materials science. However, while computational power is increasingly larger, software packages orchestrating…

Computational Physics · Physics 2023-12-22 Daniel Schwalbe-Koda

In light of recent work on scheduling with predicted job sizes, we consider the effect of the cost of predictions in queueing systems, removing the assumption in prior research that predictions are external to the system's resources and/or…

Machine Learning · Computer Science 2024-02-07 Rana Shahout , Michael Mitzenmacher

For any business, planning is a continuous process, and typically business-owners focus on making both long-term planning aligned with a particular strategy as well as short-term planning that accommodates the dynamic market situations. An…

General Finance · Quantitative Finance 2017-01-25 Amita Gajewar , Gagan Bansal

Ensembling is a powerful technique for improving the accuracy of machine learning models, with methods like stacking achieving strong results in tabular tasks. In time series forecasting, however, ensemble methods remain underutilized, with…

Machine Learning · Computer Science 2025-11-20 Nathanael Bosch , Oleksandr Shchur , Nick Erickson , Michael Bohlke-Schneider , Caner Türkmen

Forecast stability, that is, the consistency of predictions over time, is essential in business settings where sudden shifts in forecasts can disrupt planning and erode trust in predictive systems. Despite its importance, stability is often…

Applications · Statistics 2026-02-11 Marco Zanotti

This report first provides a brief overview of a number of supervised learning algorithms for regression tasks. Among those are neural networks, regression trees, and the recently introduced Nexting. Nexting has been presented in the…

Machine Learning · Computer Science 2019-03-19 Michael Koller , Johannes Feldmaier , Klaus Diepold

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Juntong Ni , Shangqing Xu , Haoxin Liu , Wei Jin , B. Aditya Prakash

We introduce PrivPy, a practical privacy-preserving collaborative computation framework, especially optimized for machine learning tasks. PrivPy provides an easy-to-use and highly compatible Python programming front-end which supports…

Cryptography and Security · Computer Science 2020-04-22 Yi Li , Yitao Duan , Yu Yu , Shuoyao Zhao , Wei Xu

We introduce a Python framework designed to automate the most common tasks associated with the extraction and upscaling of the statistics of single-impact crater functions to inform coefficients of continuum equations describing surface…

Computational Physics · Physics 2014-10-31 Scott A. Norris

Time series forecasting is essential across domains from finance to supply chain management. This paper introduces ForecastGAN, a novel decomposition based adversarial framework addressing limitations in existing approaches for…

Machine Learning · Computer Science 2025-11-07 Syeda Sitara Wishal Fatima , Afshin Rahimi

Seamless forecasts are based on a combination of different sources to produce the best possible forecasts. Statistical multimodel postprocessing helps to combine various sources to achieve these seamless forecasts. However, when one of the…

Methodology · Statistics 2024-10-17 Markus Dabernig , Aitor Atencia