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The explosion of Time Series (TS) data, driven by advancements in technology, necessitates sophisticated analytical methods. Modern management systems increasingly rely on analyzing this data, highlighting the importance of effcient…

Machine Learning · Computer Science 2025-03-27 Seyedeh Azadeh Fallah Mortezanejad , Ruochen Wang

Data augmentation methods have played an important role in the recent advance of deep learning models, and have become an indispensable component of state-of-the-art models in semi-supervised, self-supervised, and supervised training for…

Computer Vision and Pattern Recognition · Computer Science 2023-05-24 Emirhan Kurtulus , Zichao Li , Yann Dauphin , Ekin Dogus Cubuk

Recent research has shown that large language models (LLMs) can be effectively used for real-world time series forecasting due to their strong natural language understanding capabilities. However, aligning time series into semantic spaces…

Machine Learning · Computer Science 2024-12-03 Lingzheng Zhang , Lifeng Shen , Yimin Zheng , Shiyuan Piao , Ziyue Li , Fugee Tsung

Multivariate time series forecasting is an important yet challenging problem in machine learning. Most existing approaches only forecast the series value of one future moment, ignoring the interactions between predictions of future moments…

Machine Learning · Computer Science 2019-12-12 Jiezhu Cheng , Kaizhu Huang , Zibin Zheng

Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the High-Frequency Trading (HFT), forecasting for trading purposes is even a more challenging task…

Computational Engineering, Finance, and Science · Computer Science 2019-06-11 Dat Thanh Tran , Alexandros Iosifidis , Juho Kanniainen , Moncef Gabbouj

Large models, encompassing large language and diffusion models, have shown exceptional promise in approximating human-level intelligence, garnering significant interest from both academic and industrial spheres. However, the training of…

Machine Learning · Computer Science 2024-03-05 Yue Zhou , Chenlu Guo , Xu Wang , Yi Chang , Yuan Wu

Random data augmentation is a critical technique to avoid overfitting in training deep neural network models. However, data augmentation and network training are usually treated as two isolated processes, limiting the effectiveness of…

Computer Vision and Pattern Recognition · Computer Science 2018-05-25 Xi Peng , Zhiqiang Tang , Fei Yang , Rogerio Feris , Dimitris Metaxas

Neural activity forecasting is central to understanding neural systems and enabling closed-loop control. While deep learning has recently advanced the state-of-the-art in the time series forecasting literature, its application to neural…

A forecasting ensemble consisting of a diverse range of estimators for both local and global univariate forecasting, in particular MQ-CNN,DeepAR, Prophet, NPTS, ARIMA and ETS, can be used to make forecasts for a variety of problems. This…

Machine Learning · Computer Science 2023-11-08 David Hoffmann

Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…

Methodology · Statistics 2018-02-08 Patrick L. McDermott , Christopher K. Wikle

Data augmentation is a common practice to help generalization in the procedure of deep model training. In the context of physiological time series classification, previous research has primarily focused on label-invariant data augmentation…

Machine Learning · Computer Science 2023-09-19 Peikun Guo , Huiyuan Yang , Akane Sano

Data normalization is one of the most important preprocessing steps when building a machine learning model, especially when the model of interest is a deep neural network. This is because deep neural network optimized with stochastic…

Statistical Finance · Quantitative Finance 2021-09-03 Dat Thanh Tran , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

In the early observation period of a time series, there might be only a few historic observations available to learn a model. However, in cases where an existing prior set of datasets is available, Meta learning methods can be applicable.…

Machine Learning · Computer Science 2023-07-20 Shayan Jawed , Kiran Madhusudhanan , Vijaya Krishna Yalavarthi , Lars Schmidt-Thieme

In many cases of machine learning, research suggests that the development of training data might have a higher relevance than the choice and modelling of classifiers themselves. Thus, data augmentation methods have been developed to improve…

Computation and Language · Computer Science 2022-07-25 Markus Bayer , Marc-André Kaufhold , Björn Buchhold , Marcel Keller , Jörg Dallmeyer , Christian Reuter

Time series forecasting is one of the most active research topics. Machine learning methods have been increasingly adopted to solve these predictive tasks. However, in a recent work, these were shown to systematically present a lower…

Machine Learning · Statistics 2019-10-01 Vitor Cerqueira , Luis Torgo , Carlos Soares

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…

The contribution of this work is twofold: (1) We introduce a collection of ensemble methods for time series forecasting to combine predictions from base models. We demonstrate insights on the power of ensemble learning for forecasting,…

Machine Learning · Computer Science 2021-04-26 Julia Gastinger , Sébastien Nicolas , Dušica Stepić , Mischa Schmidt , Anett Schülke

Prediction accuracy and model explainability are the two most important objectives when developing machine learning algorithms to solve real-world problems. The neural networks are known to possess good prediction performance, but lack of…

Machine Learning · Statistics 2019-09-04 Zebin Yang , Aijun Zhang , Agus Sudjianto

We explore the influence of precision of the data and the algorithm for the simulation of chaotic dynamics by neural networks techniques. For this purpose, we simulate the Lorenz system with different precisions using three different neural…

Neural and Evolutionary Computing · Computer Science 2020-11-09 S. Bompas , B. Georgeot , D. Guéry-Odelin

In this paper, we present augmentation inside the network, a method that simulates data augmentation techniques for computer vision problems on intermediate features of a convolutional neural network. We perform these transformations,…

Computer Vision and Pattern Recognition · Computer Science 2023-06-27 Maciej Sypetkowski , Jakub Jasiulewicz , Zbigniew Wojna
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