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Time-series forecasting remains difficult in real-world settings because temporal patterns operate at multiple scales, from broad contextual trends to fast, fine-grained fluctuations that drive critical decisions. Existing neural models…

Machine Learning · Computer Science 2025-11-26 Sepideh Koohfar

Effective demand forecasting is critical for inventory management, production planning, and decision making across industries. Selecting the appropriate model and suitable features to efficiently capture patterns in the data is one of the…

Machine Learning · Computer Science 2025-11-14 Ivan Svetunkov , Anna Sroginis

Demand forecasting in the online fashion industry is particularly amendable to global, data-driven forecasting models because of the industry's set of particular challenges. These include the volume of data, the irregularity, the high…

This paper presents a method for forecasting limit order book durations using a self-exciting flexible residual point process. High-frequency events in modern exchanges exhibit heavy-tailed interarrival times, posing a significant challenge…

Statistical Finance · Quantitative Finance 2026-04-02 Kyungsub Lee

In many organisations, accurate forecasts are essential for making informed decisions for a variety of applications from inventory management to staffing optimization. Whatever forecasting model is used, changes in the underlying process…

Methodology · Statistics 2025-02-21 Thomas Grundy , Rebecca Killick , Ivan Svetunkov

This paper develops a structured framework for the design and dynamic updating of service time windows in delivery and appointment-based systems. We consider a single-server setting with stochastic service and travel times, where customers…

Optimization and Control · Mathematics 2026-01-28 Bharti Bharti , René Bekker , Nikki Levering , Michel Mandjes

When modeling the demand in revenue management systems, a natural approach is to focus on a canonical interval of time, such as a week, so that we forecast the demand over each week in the selling horizon. Ideally, we would like to use…

Optimization and Control · Mathematics 2024-09-09 Weiyuan Li , Paat Rusmevichientong , Huseyin Topaloglu

We study online interval scheduling in the irrevocable setting, where each interval must be immediately accepted or rejected upon arrival. The objective is to maximize the total length of accepted intervals while ensuring that no two…

Machine Learning · Computer Science 2025-11-21 Antonios Antoniadis , Ali Shahheidar , Golnoosh Shahkarami , Abolfazl Soltani

We formulate the predicted-updates dynamic model, one of the first beyond-worst-case models for dynamic algorithms, which generalizes a large set of well-studied dynamic models including the offline dynamic, incremental, and decremental…

Data Structures and Algorithms · Computer Science 2023-11-29 Quanquan C. Liu , Vaidehi Srinivas

We introduce a self-consistent deep-learning framework which, for a noisy deterministic time series, provides unsupervised filtering, state-space reconstruction, identification of the underlying differential equations and forecasting.…

Machine Learning · Computer Science 2021-08-05 Zhe Wang , Claude Guet

Procurement in maritime logistics faces challenges due to uncertainties in demand and fluctuating market conditions. To address these complexities, we introduce a flexible discrete-event simulation framework that models the request-to-order…

Applications · Statistics 2025-05-06 Georgios Vassos , Richard Lusby , Pierre Pinson

A characteristic of existing predictive process monitoring techniques is to first construct a predictive model based on past process executions, and then use it to predict the future of new ongoing cases, without the possibility of updating…

Artificial Intelligence · Computer Science 2023-10-26 Chiara Di Francescomarino , Chiara Ghidini , Fabrizio Maria Maggi , Williams Rizzi , Cosimo Damiano Persia

Demand forecasting plays an important role in many inventory control problems. To mitigate the potential harms of model misspecification, various forms of distributionally robust optimization have been applied. Although many of these…

Probability · Mathematics 2018-08-21 Linwei Xin , David A. Goldberg

Sequential models like recurrent neural networks and transformers have become standard for probabilistic multivariate time series forecasting across various domains. Despite their strengths, they struggle with capturing high-dimensional…

Machine Learning · Computer Science 2024-10-07 Yu Chen , Marin Biloš , Sarthak Mittal , Wei Deng , Kashif Rasul , Anderson Schneider

Access to a large variety of data across a massive population has made it possible to predict customer purchase patterns and responses to marketing campaigns. In particular, accurate demand forecasts for popular products with frequent…

Machine Learning · Statistics 2019-01-01 Tianle Chen , Brian Keng , Javier Moreno

We present a probabilistic forecasting framework based on convolutional neural network for multiple related time series forecasting. The framework can be applied to estimate probability density under both parametric and non-parametric…

Machine Learning · Statistics 2020-03-17 Yitian Chen , Yanfei Kang , Yixiong Chen , Zizhuo Wang

Multimodal demand forecasting aims at predicting product demand utilizing visual, textual, and contextual information. This paper proposes a method for multimodal product demand forecasting using convolutional, graph-based, and…

Machine Learning · Computer Science 2023-07-07 Maarten Sukel , Stevan Rudinac , Marcel Worring

Generating accurate and reliable sales forecasts is crucial in the E-commerce business. The current state-of-the-art techniques are typically univariate methods, which produce forecasts considering only the historical sales data of a single…

Machine Learning · Computer Science 2019-08-13 Kasun Bandara , Peibei Shi , Christoph Bergmeir , Hansika Hewamalage , Quoc Tran , Brian Seaman

The challenge of electronic component obsolescence is particularly critical in systems with long life cycles. Various obsolescence management methods are employed to mitigate its impact, with obsolescence forecasting being a highly…

Machine Learning · Computer Science 2025-05-05 Elie Saad , Mariem Besbes , Marc Zolghadri , Victor Czmil , Claude Baron , Vincent Bourgeois

Modern web applications--from real-time content recommendation and dynamic pricing to CDN optimization--increasingly rely on time-series forecasting to deliver personalized experiences to billions of users. Large-scale Transformer-based…

Machine Learning · Computer Science 2025-11-25 Pranav Subbaraman , Fang Sun , Yue Yao , Huacong Tang , Xiao Luo , Yizhou Sun