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We consider a setting where multiple entities inter-act with each other over time and the time-varying statuses of the entities are represented as multiple correlated time series. For example, speed sensors are deployed in different…

Machine Learning · Computer Science 2021-03-23 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang

Generative modeling of time series is a central challenge in time series analysis, particularly under data-scarce conditions. Despite recent advances in generative modeling, a comprehensive understanding of how state-of-the-art generative…

Machine Learning · Computer Science 2025-05-28 Tal Gonen , Itai Pemper , Ilan Naiman , Nimrod Berman , Omri Azencot

Time series forecasting has important applications across diverse domains. EasyTime, the system we demonstrate, facilitates easy use of time-series forecasting methods by researchers and practitioners alike. First, EasyTime enables…

Accurate weather forecasts are important for disaster prevention, agricultural planning, etc. Traditional numerical weather prediction (NWP) methods offer physically interpretable high-accuracy predictions but are computationally expensive…

Machine Learning · Computer Science 2025-10-10 Yuan Gao , Hao Wu , Ruiqi Shu , Huanshuo Dong , Fan Xu , Rui Ray Chen , Yibo Yan , Qingsong Wen , Xuming Hu , Kun Wang , Jiahao Wu , Qing Li , Hui Xiong , Xiaomeng Huang

This paper introduces a novel two-dimensional (2D) time series forecasting model that integrates cohort behavior over time, addressing challenges in small data environments. We demonstrate its efficacy using multiple real-world datasets,…

Machine Learning · Computer Science 2025-08-22 Yonathan Guttel , Orit Moradov , Nachi Lieder , Asnat Greenstein-Messica

The vast quantity of information brought by big data as well as the evolving computer hardware encourages success stories in the machine learning community. In the meanwhile, it poses challenges for the Gaussian process (GP) regression, a…

Machine Learning · Statistics 2019-04-10 Haitao Liu , Yew-Soon Ong , Xiaobo Shen , Jianfei Cai

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

We introduce a new computational framework for estimating parameters in generalized generalized linear models (GGLM), a class of models that extends the popular generalized linear models (GLM) to account for dependencies among observations…

Methodology · Statistics 2023-04-28 Anatoli Juditsky , Arkadi Nemirovski , Yao Xie , Chen Xu

A proper forecast of the menstrual cycle is meaningful for women's health, as it allows individuals to take preventive actions to minimize cycle-associated discomforts. In addition, precise prediction can be useful for planning important…

Machine Learning · Computer Science 2023-08-17 Rosana C. B. Rego

This work presents a unified framework that combines global approximations with locally built models to handle challenging nonconvex and nonsmooth composite optimization problems, including cases involving extended real-valued functions. We…

Optimization and Control · Mathematics 2026-02-19 Welington de Oliveira , Johannes O. Royset

Time series forecasting aims to model temporal dependencies among variables for future state inference, holding significant importance and widespread applications in real-world scenarios. Although deep learning-based methods have achieved…

Machine Learning · Computer Science 2026-05-21 Zesen Wang , Lijuan Lan , Yonggang Li

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

With exponential growth in the human population, it is vital to conserve natural resources without compromising on producing enough food to feed everyone. Doing so can improve people's livelihoods, health, and ecosystems for the present and…

Machine Learning · Computer Science 2022-09-16 Fiona Victoria Stanley Jothiraj

Time series forecasting has attracted significant attention in recent decades. Previous studies have demonstrated that the Channel-Independent (CI) strategy improves forecasting performance by treating different channels individually, while…

Machine Learning · Computer Science 2024-11-07 Jialin Chen , Jan Eric Lenssen , Aosong Feng , Weihua Hu , Matthias Fey , Leandros Tassiulas , Jure Leskovec , Rex Ying

Traditional deep network training methods optimize a monolithic objective function jointly for all the components. This can lead to various inefficiencies in terms of potential parallelization. Local learning is an approach to…

Machine Learning · Computer Science 2023-01-19 Adeetya Patel , Michael Eickenberg , Eugene Belilovsky

A new general procedure for a priori selection of more predictable events from a time series of observed variable is proposed. The procedure is applicable to time series which contains different types of events that feature significantly…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Igor B. Konovalov

This study identifies the limitations and underlying characteristics of urban mobility networks that influence the performance of the gravity model. The gravity model is a widely-used approach for estimating and predicting population flows…

Physics and Society · Physics 2021-09-10 Chiawei Hsu , Chao Fan , Ali Mostafavi

We examine the problem of making reconciled forecasts of large collections of related time series through a behavioural/Bayesian lens. Our approach explicitly acknowledges and exploits the 'connectedness' of the series in terms of…

Methodology · Statistics 2022-10-03 Ross Hollyman , Fotios Petropoulos , Michael E. Tipping

Generalised planning (GP) refers to the task of synthesising programs that solve families of related planning problems. We introduce a novel, yet simple method for GP: given a set of training problems, for each problem, compute an optimal…

Artificial Intelligence · Computer Science 2025-11-17 Dillon Z. Chen , Till Hofmann , Toryn Q. Klassen , Sheila A. McIlraith

When multitudes of features can plausibly be associated with a response, both privacy considerations and model parsimony suggest grouping them to increase the predictive power of a regression model. Specifically, the identification of…

Methodology · Statistics 2024-05-07 Brandon Woosuk Park , Anand N. Vidyashankar , Tucker S. McElroy