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Forecasting groups of time series is of increasing practical importance, e.g. forecasting the demand for multiple products offered by a retailer or server loads within a data center. The local approach to this problem considers each time…

Machine Learning · Computer Science 2021-03-30 Pablo Montero-Manso , Rob J Hyndman

Non-stationary time series with non-linear trends are frequently encountered in applications. We consider here the feasibility of accurately forecasting the signals of multiple such time series considering jointly when the number of…

Methodology · Statistics 2016-08-05 Kerry Fendick

In this paper, a novel method to perform model-based clustering of time series is proposed. The procedure relies on two iterative steps: (i) K global forecasting models are fitted via pooling by considering the series pertaining to each…

Machine Learning · Statistics 2023-05-02 Ángel López Oriona , Pablo Montero Manso , José Antonio Vilar Fernández

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

While multimodal data sources are increasingly available from real-world forecasting, most existing research remains on unimodal time series. In this work, we present MoTime, a suite of multimodal time series forecasting datasets that pair…

Machine Learning · Computer Science 2025-06-02 Xin Zhou , Weiqing Wang , Francisco J. Baldán , Wray Buntine , Christoph Bergmeir

Time series forecasting, which aims to predict future values based on historical data, has garnered significant attention due to its broad range of applications. However, real-world time series often exhibit complex non-uniform distribution…

Machine Learning · Computer Science 2025-10-02 Yanru Sun , Zongxia Xie , Emadeldeen Eldele , Dongyue Chen , Qinghua Hu , Min Wu

Hierarchical forecasting methods have been widely used to support aligned decision-making by providing coherent forecasts at different aggregation levels. Traditional hierarchical forecasting approaches, such as the bottom-up and top-down…

Machine Learning · Computer Science 2020-06-04 Evangelos Spiliotis , Mahdi Abolghasemi , Rob J Hyndman , Fotios Petropoulos , Vassilios Assimakopoulos

Process analytics is an umbrella of data-driven techniques which includes making predictions for individual process instances or overall process models. At the instance level, various novel techniques have been recently devised, tackling…

Machine Learning · Computer Science 2021-07-29 Johannes De Smedt , Anton Yeshchenko , Artem Polyvyanyy , Jochen De Weerdt , Jan Mendling

The current landscape in time-series forecasting is dominated by Transformer-based models. Their high parameter count and corresponding demand in computational resources pose a challenge to real-world deployment, especially for commercial…

Machine Learning · Computer Science 2024-12-18 Nicholas Kiefer , Arvid Weyrauch , Muhammed Öz , Achim Streit , Markus Götz , Charlotte Debus

Particle accelerators are complex facilities that produce large amounts of structured data and have clear optimization goals as well as precisely defined control requirements. As such they are naturally amenable to data-driven research…

Accelerator Physics · Physics 2023-03-01 Sichen Li , Andreas Adelmann

Time series forecasting has applications across domains and industries, especially in healthcare, but the technical expertise required to analyze data, build models, and interpret results can be a barrier to using these techniques. This…

Machine Learning · Computer Science 2025-12-10 Aaron D. Mullen , Daniel R. Harris , Svetla Slavova , V. K. Cody Bumgardner

Recent studies indicate that the effects of inter-annual climate-based variability in power system planning are significant and that long samples of demand & weather data (spanning multiple decades) should be considered. At the same time,…

Applications · Statistics 2019-05-30 Adriaan P Hilbers , David J Brayshaw , Axel Gandy

Pattern similarity-based methods are widely used in classification and regression problems. Repeated, similar-shaped cycles observed in seasonal time series encourage to apply these methods for forecasting. In this paper we use the pattern…

Machine Learning · Computer Science 2020-04-29 Grzegorz Dudek , Paweł Pełka

Time series is a special type of sequence data, a sequence of real-valued random variables collected at even intervals of time. The real-world multivariate time series comes with noises and contains complicated local and global temporal…

Machine Learning · Computer Science 2023-11-21 Site Mo , Haoxin Wang , Bixiong Li , Songhai Fan , Yuankai Wu , Xianggen Liu

Large collections of time series data are often organized into hierarchies with different levels of aggregation; examples include product and geographical groupings. Probabilistic coherent forecasting is tasked to produce forecasts…

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Machine Learning · Statistics 2022-03-10 Oshri Barazani , David Tolpin

Classification is one of the most important tasks in Machine Learning (ML) and with recent advancements in artificial intelligence (AI) it is important to find efficient ways to implement it. Generally, the choice of classification…

Machine Learning · Computer Science 2023-12-27 Anuja Dixit , Shreya Byreddy , Guanqun Song , Ting Zhu

Deep learning has been actively applied to time series forecasting, leading to a deluge of new methods, belonging to the class of historical-value models. Yet, despite the attractive properties of time-index models, such as being able to…

Machine Learning · Computer Science 2023-10-18 Gerald Woo , Chenghao Liu , Doyen Sahoo , Akshat Kumar , Steven Hoi

Quantifying uncertainty in weather forecasts is critical, especially for predicting extreme weather events. This is typically accomplished with ensemble prediction systems, which consist of many perturbed numerical weather simulations, or…

Machine Learning · Computer Science 2021-03-17 Peter Grönquist , Chengyuan Yao , Tal Ben-Nun , Nikoli Dryden , Peter Dueben , Shigang Li , Torsten Hoefler

Accurate time series forecasting is a highly valuable endeavour with applications across many industries. Despite recent deep learning advancements, increased model complexity, and larger model sizes, many state-of-the-art models often…