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Related papers: Global Models for Time Series Forecasting: A Simul…

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Forecasting future outcomes from recent time series data is not easy, especially when the future data are different from the past (i.e. time series are under temporal drifts). Existing approaches show limited performances under data drifts,…

Machine Learning · Computer Science 2022-11-23 Jaehoon Lee , Chan Kim , Gyumin Lee , Haksoo Lim , Jeongwhan Choi , Kookjin Lee , Dongeun Lee , Sanghyun Hong , Noseong Park

We study a recent class of models which uses graph neural networks (GNNs) to improve forecasting in multivariate time series. The core assumption behind these models is that there is a latent graph between the time series (nodes) that…

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

Time series forecasting is a crucial task in machine learning, as it has a wide range of applications including but not limited to forecasting electricity consumption, traffic, and air quality. Traditional forecasting models rely on rolling…

Machine Learning · Computer Science 2021-10-22 Shereen Elsayed , Daniela Thyssens , Ahmed Rashed , Hadi Samer Jomaa , Lars Schmidt-Thieme

Time series forecasting is a critical first step in generating demand plans for supply chains. Experiments on time series models typically focus on demonstrating improvements in forecast accuracy over existing/baseline solutions, quantified…

Machine Learning · Computer Science 2025-08-15 Steven Klee , Yuntian Xia

The predictive advantage of combining several different predictive models is widely accepted. Particularly in time series forecasting problems, this combination is often dynamic to cope with potential non-stationary sources of variation…

Machine Learning · Statistics 2021-04-06 Vitor Cerqueira , Luis Torgo , Carlos Soares , Albert Bifet

An increasing body of research focuses on using neural networks to model time series. A common assumption in training neural networks via maximum likelihood estimation on time series is that the errors across time steps are uncorrelated.…

Machine Learning · Computer Science 2021-10-12 Fan-Keng Sun , Christopher I. Lang , Duane S. Boning

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among…

Machine Learning · Computer Science 2021-05-28 Gabriel Spadon , Shenda Hong , Bruno Brandoli , Stan Matwin , Jose F. Rodrigues-Jr , Jimeng Sun

Energy systems modeling frequently relies on time series data, whether observed or forecast. This is particularly the case, for example, in capacity planning models that use hourly production and load data forecast to occur over the coming…

Computation · Statistics 2025-02-13 Kelly Wang , Steven O. Kimbrough

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

Multivariate time series are ubiquitous objects in signal processing. Measuring a distance or similarity between two such objects is of prime interest in a variety of applications, including machine learning, but can be very difficult as…

Machine Learning · Statistics 2022-11-02 Titouan Vayer , Romain Tavenard , Laetitia Chapel , Nicolas Courty , Rémi Flamary , Yann Soullard

This paper presents a time series forecasting framework which combines standard forecasting methods and a machine learning model. The inputs to the machine learning model are not lagged values or regular time series features, but instead…

Machine Learning · Statistics 2020-01-15 Shi Zhao , Ying Feng

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Machine Learning · Computer Science 2018-04-20 Guokun Lai , Wei-Cheng Chang , Yiming Yang , Hanxiao Liu

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

Time series forecasting is a significant problem in many applications, e.g., financial predictions and business optimization. Modern datasets can have multiple correlated time series, which are often generated with global (shared)…

Machine Learning · Computer Science 2021-11-10 Ling Chen , Weiqi Chen , Binqing Wu , Youdong Zhang , Bo Wen , Chenghu Yang

Self-awareness is the key capability of autonomous systems, e.g., autonomous driving network, which relies on highly efficient time series forecasting algorithm to enable the system to reason about the future state of the environment, as…

Machine Learning · Computer Science 2023-05-18 Minh-Thanh Bui , Duc-Thinh Ngo , Demin Lu , Zonghua Zhang

Time series forecasting lies at the core of important real-world applications in many fields of science and engineering. The abundance of large time series datasets that consist of complex patterns and long-term dependencies has led to the…

Machine Learning · Computer Science 2023-12-01 Nancy Xu , Chrysoula Kosma , Michalis Vazirgiannis

While classical time series forecasting considers individual time series in isolation, recent advances based on deep learning showed that jointly learning from a large pool of related time series can boost the forecasting accuracy. However,…

Machine Learning · Computer Science 2021-11-15 Riccardo Grazzi , Valentin Flunkert , David Salinas , Tim Januschowski , Matthias Seeger , Cedric Archambeau

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

Machine Learning · Computer Science 2021-04-09 Pedro Lara-Benítez , Manuel Carranza-García , José C. Riquelme

Machine learning models have made significant progress in load forecasting, but their forecast accuracy is limited in cases where historical load data is scarce. Inspired by the outstanding performance of large language models (LLMs) in…

Machine Learning · Computer Science 2024-12-02 Wenlong Liao , Fernando Porte-Agel , Jiannong Fang , Christian Rehtanz , Shouxiang Wang , Dechang Yang , Zhe Yang