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A robust model for time series forecasting is highly important in many domains, including but not limited to financial forecast, air temperature and electricity consumption. To improve forecasting performance, traditional approaches usually…

Machine Learning · Computer Science 2019-09-19 Long H. Nguyen , Zhenhe Pan , Opeyemi Openiyi , Hashim Abu-gellban , Mahdi Moghadasi , Fang Jin

Time series forecasting, which predicts future values from past observations, plays a central role in many domains and has driven the development of highly accurate neural network models. However, the complexity of these models often limits…

Machine Learning · Computer Science 2026-03-05 Hiroki Tomioka , Genta Yoshimura

In this paper it is reconsidered the prediction problem in time series framework by using a new non-parametric approach. Through this reconsideration, the prediction is obtained by a weighted sum of past observed data. These weights are…

Machine Learning · Statistics 2021-01-27 Pedro Cadahía , Jose Manuel Bravo Caro

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

Time series forecasting is a critical task across domains such as energy, finance, and meteorology, where accurate predictions enable informed decision-making. While transformer-based and large-parameter models have recently achieved…

Machine Learning · Computer Science 2026-02-11 Julien Guité-Vinet , Alexandre Blondin Massé , Éric Beaudry

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

Graph deep learning methods have become popular tools to process collections of correlated time series. Unlike traditional multivariate forecasting methods, graph-based predictors leverage pairwise relationships by conditioning forecasts on…

Machine Learning · Computer Science 2025-06-09 Andrea Cini , Ivan Marisca , Daniele Zambon , Cesare Alippi

We consider a setting where multiple entities inter-act with each other over time and the time-varying statuses of the entities are represented as multiple correlated time series. For example, speed sensors are deployed in different…

Machine Learning · Computer Science 2021-03-23 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang

An important task for any large-scale organization is to prepare forecasts of key performance metrics. Often these organizations are structured in a hierarchical manner and for operational reasons, projections of these metrics may have been…

Applications · Statistics 2017-11-15 Julie Novak , Scott McGarvie , Beatriz Etchegaray Garcia

In this work, we address time-series forecasting as a computer vision task. We capture input data as an image and train a model to produce the subsequent image. This approach results in predicting distributions as opposed to pointwise…

Computer Vision and Pattern Recognition · Computer Science 2021-11-17 Naftali Cohen , Srijan Sood , Zhen Zeng , Tucker Balch , Manuela Veloso

A visibility algorithm maps time series into complex networks following a simple criterion. The resulting visibility graph has recently proven to be a powerful tool for time series analysis. However its straightforward computation is…

Data Structures and Algorithms · Computer Science 2020-04-29 Delia Fano Yela , Florian Thalmann , Vincenzo Nicosia , Dan Stowell , Mark Sandler

How to handle time features shall be the core question of any time series forecasting model. Ironically, it is often ignored or misunderstood by deep-learning based models, even those baselines which are state-of-the-art. This behavior…

Machine Learning · Computer Science 2022-07-25 Li Shen , Yuning Wei , Yangzhu Wang

Tie strength prediction, sometimes named weight prediction, is vital in exploring the diversity of connectivity pattern emerged in networks. Due to the fundamental significance, it has drawn much attention in the field of network analysis…

Social and Information Networks · Computer Science 2020-01-16 Zhen Liu , Hu li , Chao Wang

Forecasting is an indispensable element of operational research (OR) and an important aid to planning. The accurate estimation of the forecast uncertainty facilitates several operations management activities, predominantly in supporting…

Methodology · Statistics 2020-11-18 Xiaoqian Wang , Yanfei Kang , Fotios Petropoulos , Feng Li

In this paper, we are concerned with improving the forecast capabilities of the Global approach to Time Series. We assume that the normal techniques of Global mapping are applied, the noise reduction is performed, etc. Then, using the…

Mathematical Physics · Physics 2009-11-11 L. M. C. R. Barbosa , L. G. S. Duarte , C. A. Linhares , L. A. C. P. da Mota

Time series forecasting is a hot spot in recent years. Visibility Graph (VG) algorithm is used for time series forecasting in previous research, but the forecasting effect is not as good as deep learning prediction methods such as methods…

Machine Learning · Computer Science 2022-05-17 Tianxiang Zhan , Yuanpeng He , Hanwen Li , Fuyuan Xiao

In view of the node importance in weighted networks, weighted expected method (WEM), was proposed in this paper, which take an advantages of uncertain graph algorithm. First, a weight processing method is proposed based on the relationship…

Social and Information Networks · Computer Science 2021-11-23 Linjie Chen , Na Zhao , Jie Li , Zhen Long , Ming Jing , Jian Wang

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

Artificial Intelligence · Computer Science 2020-10-19 Youngjin Park , Deokjun Eom , Byoungki Seo , Jaesik Choi

Multivariate time series is a very active topic in the research community and many machine learning tasks are being used in order to extract information from this type of data. However, in real-world problems data has missing values, which…

Machine Learning · Computer Science 2019-03-26 Samuel Arcadinho , Paulo Mateus

We introduce a technique of time series analysis, potential forecasting, which is based on dynamical propagation of the probability density of time series. We employ polynomial coefficients of the orthogonal approximation of the empirical…

Data Analysis, Statistics and Probability · Physics 2015-06-12 V. N. Livina , G. Lohmann , M. Mudelsee , T. M. Lenton