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Time series forecasting is a challenging problem particularly when a time series expresses multiple seasonality, nonlinear trend and varying variance. In this work, to forecast complex time series, we propose ensemble learning which is…

Machine Learning · Computer Science 2022-03-03 Grzegorz Dudek

Time series anomaly detection is critical for modern digital infrastructures, yet existing methods lack systematic cross-domain evaluation. We present a comprehensive forecasting-based framework unifying classical methods (Holt-Winters,…

Machine Learning · Computer Science 2025-10-14 Mohammad Karami , Mostafa Jalali , Fatemeh Ghassemi

Time-series forecasting has seen significant advancements with the introduction of token prediction mechanisms such as multi-head attention. However, these methods often struggle to achieve the same performance as in language modeling,…

Machine Learning · Computer Science 2024-12-03 Panayiotis Christou , Shichu Chen , Xupeng Chen , Parijat Dube

We present an ensemble prediction system using a Deep Learning Weather Prediction (DLWP) model that recursively predicts key atmospheric variables with six-hour time resolution. This model uses convolutional neural networks (CNNs) on a…

Atmospheric and Oceanic Physics · Physics 2021-12-10 Jonathan A. Weyn , Dale R. Durran , Rich Caruana , Nathaniel Cresswell-Clay

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…

Machine Learning · Computer Science 2020-08-07 Kasun Bandara , Hansika Hewamalage , Yuan-Hao Liu , Yanfei Kang , Christoph Bergmeir

Time series forecasting is crucial in several sectors, such as meteorology, retail, healthcare, and finance. Accurately forecasting future trends and patterns is crucial for strategic planning and making well-informed decisions. In this…

Machine Learning · Computer Science 2024-11-19 Nitin Sagar Boyeena , Begari Susheel Kumar

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

We investigate nonlinear prediction/regression in an online setting and introduce a hybrid model that effectively mitigates, via a joint mechanism through a state space formulation, the need for domain-specific feature engineering issues of…

Machine Learning · Statistics 2023-09-20 Mustafa E. Aydın , Arda Fazla , Suleyman S. Kozat

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…

Machine Learning · Computer Science 2021-07-12 Grzegorz Dudek , Paweł Pełka

Enhancing the robustness and accuracy of time series forecasting models is an active area of research. Recently, Artificial Neural Networks (ANNs) have found extensive applications in many practical forecasting problems. However, the…

Neural and Evolutionary Computing · Computer Science 2013-02-27 Ratnadip Adhikari , R. K. Agrawal

Time series forecasting has attracted significant attention, leading to the de-velopment of a wide range of approaches, from traditional statistical meth-ods to advanced deep learning models. Among them, the Auto-Regressive Integrated…

Machine Learning · Computer Science 2025-05-28 Thanh Son Nguyen , Van Thanh Nguyen , Dang Minh Duc Nguyen

The increasing use of renewable energy sources with variable output, such as solar photovoltaic and wind power generation, calls for Smart Grids that effectively manage flexible loads and energy storage. The ability to forecast consumption…

Machine Learning · Computer Science 2014-04-02 Andreas Veit , Christoph Goebel , Rohit Tidke , Christoph Doblander , Hans-Arno Jacobsen

Long-term time-series forecasting remains challenging due to the difficulty in capturing long-term dependencies, achieving linear scalability, and maintaining computational efficiency. We introduce TimeMachine, an innovative model that…

Machine Learning · Computer Science 2024-08-26 Md Atik Ahamed , Qiang Cheng

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Applications · Statistics 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

This paper presents an ensemble forecasting method that shows strong results on the M4 Competition dataset by decreasing feature and model selection assumptions, termed DONUT (DO Not UTilize human beliefs). Our assumption reductions,…

Machine Learning · Computer Science 2022-11-29 Lars Lien Ankile , Kjartan Krange

Weather forecasting plays a vital role in numerous sectors, but accurately capturing the complex dynamics of weather systems remains a challenge for traditional statistical models. Apart from Auto Regressive time forecasting models like…

Neural and Evolutionary Computing · Computer Science 2023-11-27 Anuvab Sen , Arul Rhik Mazumder , Dibyarup Dutta , Udayon Sen , Pathikrit Syam , Sandipan Dhar

Meta-learning, decision fusion, hybrid models, and representation learning are topics of investigation with significant traction in time-series forecasting research. Of these two specific areas have shown state-of-the-art results in…

Machine Learning · Computer Science 2023-03-21 Terence L. van Zyl

Time series foundation models (TSFMs) such as Lag-Llama, TimeGPT, Chronos, MOMENT, UniTS, and TimesFM have shown strong generalization and zero-shot capabilities for time series forecasting, anomaly detection, classification, and…

Machine Learning · Computer Science 2025-08-26 Dhruv D. Modi , Rong Pan

Time series forecasting plays a pivotal role in a wide range of applications, including weather prediction, healthcare, structural health monitoring, predictive maintenance, energy systems, and financial markets. While models such as LSTM,…

Machine Learning · Computer Science 2026-04-03 Qianying Cao , Shanqing Liu , Alan John Varghese , Jerome Darbon , Michael Triantafyllou , George Em Karniadakis

Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR),…

Machine Learning · Computer Science 2019-03-05 Sima Siami-Namini , Akbar Siami Namin