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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

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

In this work, we integrate the predictive capabilities of compartmental disease dynamics models with machine learning ability to analyze complex, high-dimensional data and uncover patterns that conventional models may overlook.…

Numerical Analysis · Mathematics 2025-05-28 Muhammad Awais , Abu Safyan Ali , Giacomo Dimarco , Federica Ferrarese , Lorenzo Pareschi

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

Econometrics · Economics 2025-02-21 Chen Liu , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Robert Kohn

Neural networks are capable of learning powerful representations of data, but they are susceptible to overfitting due to the number of parameters. This is particularly challenging in the domain of time series classification, where datasets…

Machine Learning · Computer Science 2022-01-28 Hong Yang , Travis Desell

Data augmentation in deep neural networks is the process of generating artificial data in order to reduce the variance of the classifier with the goal to reduce the number of errors. This idea has been shown to improve deep neural network's…

Computer Vision and Pattern Recognition · Computer Science 2018-08-08 Hassan Ismail Fawaz , Germain Forestier , Jonathan Weber , Lhassane Idoumghar , Pierre-Alain Muller

Data augmentation is a technique to improve the generalization ability of machine learning methods by increasing the size of the dataset. However, since every augmentation method is not equally effective for every dataset, you need to…

Machine Learning · Computer Science 2022-05-31 Daisuke Oba , Shinnosuke Matsuo , Brian Kenji Iwana

With the development of Artificial Intelligence, numerous real-world tasks have been accomplished using technology integrated with deep learning. To achieve optimal performance, deep neural networks typically require large volumes of data…

Machine Learning · Computer Science 2025-05-09 Yuren Zhang , Zhongnan Pu , Lei Jing

We introduce a neural network conformal prediction method for time series that enhances adaptivity in non-stationary environments. Our approach acts as a neural controller designed to achieve desired target coverage, leveraging auxiliary…

Machine Learning · Computer Science 2024-12-25 Ruipu Li , Alexander Rodríguez

Data augmentation is a popular technique which helps improve generalization capabilities of deep neural networks. It plays a pivotal role in remote-sensing scenarios in which the amount of high-quality ground truth data is limited, and…

Computer Vision and Pattern Recognition · Computer Science 2019-03-14 Jakub Nalepa , Michal Myller , Michal Kawulok

In supervised machine learning (SML) research, large training datasets are essential for valid results. However, obtaining primary data in learning analytics (LA) is challenging. Data augmentation can address this by expanding and…

Machine Learning · Computer Science 2024-12-04 Valdemar Švábenský , Conrad Borchers , Elizabeth B. Cloude , Atsushi Shimada

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

In today's data-driven landscape, time series forecasting is pivotal in decision-making across various sectors. Yet, the proliferation of more diverse time series data, coupled with the expanding landscape of available forecasting methods,…

Machine Learning · Computer Science 2024-05-01 Marc-André Zöller , Marius Lindauer , Marco F. Huber

Data augmentation is a key regularization method to support the forecast and classification performance of highly parameterized models in computer vision. In the time series domain however, regularization in terms of augmentation is not…

Computer Vision and Pattern Recognition · Computer Science 2022-05-20 Justin Hellermann , Qinzhuan Qian , Ankit Shah

Ensemble weather predictions require statistical post-processing of systematic errors to obtain reliable and accurate probabilistic forecasts. Traditionally, this is accomplished with distributional regression models in which the parameters…

Machine Learning · Statistics 2019-04-01 Stephan Rasp , Sebastian Lerch

Data augmentation in time series forecasting plays a crucial role in enhancing model performance by introducing variability while maintaining the underlying temporal patterns. However, time series data offers fewer augmentation strategies…

Machine Learning · Computer Science 2025-11-12 Dang Nha Nguyen , Hai Dang Nguyen , Khoa Tho Anh Nguyen

Financial forecasting is a difficult task due to the intrinsic complexity of the financial system. In the present paper we relate our experience using neural nets as financial time series forecast method. In particular we show that a neural…

Disordered Systems and Neural Networks · Physics 2007-05-23 Filippo Castiglione

This is a case study discussing the supervised artificial neural network for the purpose of forecasting with comparison of the Box-Jenkins methodology by using the data of well known emergency service Rescue 1122. We fits a variety of…

Applications · Statistics 2010-10-19 Muhammad Noor-Ul-Amin

Ensembling is a powerful technique for improving the accuracy of machine learning models, with methods like stacking achieving strong results in tabular tasks. In time series forecasting, however, ensemble methods remain underutilized, with…

Machine Learning · Computer Science 2025-11-20 Nathanael Bosch , Oleksandr Shchur , Nick Erickson , Michael Bohlke-Schneider , Caner Türkmen