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In order to extract correlation information inherited in stochastic time series, the visibility graph algorithm has been recently proposed, by which a time series can be mapped onto a complex network. We demonstrate that the visibility…

Data Analysis, Statistics and Probability · Physics 2016-05-24 Pouya Manshour

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

Enhancing the robustness and accuracy of time series forecasting models is an active area of research. Recently, Artificial Neural Networks (ANNs) have found extensive applications in many practical forecasting problems. However, the…

Neural and Evolutionary Computing · Computer Science 2013-02-27 Ratnadip Adhikari , R. K. Agrawal

In this work, we propose an ensemble forecasting approach based on randomized neural networks. Improved randomized learning streamlines the fitting abilities of individual learners by generating network parameters in accordance with the…

Machine Learning · Computer Science 2021-07-12 Grzegorz Dudek , Paweł Pełka

In this study, we analyzed the problem of accelerating the linear average consensus algorithm for complex networks. We propose a data-driven approach to tuning the weights of temporal (i.e., time-varying) networks using deep learning…

Optimization and Control · Mathematics 2023-08-29 Masako Kishida , Masaki Ogura , Yuichi Yoshida , Tadashi Wadayama

In this paper, we propose a technique for time series clustering using community detection in complex networks. Firstly, we present a method to transform a set of time series into a network using different distance functions, where each…

Machine Learning · Statistics 2015-08-20 Leonardo N. Ferreira , Liang Zhao

Efficient load forecasting is needed to ensure better observability in the distribution networks, whereas such forecasting is made possible by an increasing number of smart meter installations. Because distribution networks include a large…

Machine Learning · Computer Science 2022-04-04 Miha Grabner , Yi Wang , Qingsong Wen , Boštjan Blažič , Vitomir Štruc

Time series prediction is an important problem in machine learning. Previous methods for time series prediction did not involve additional information. With a lot of dynamic knowledge graphs available, we can use this additional information…

Machine Learning · Computer Science 2020-07-14 Sankalp Garg , Navodita Sharma , Woojeong Jin , Xiang Ren

Link prediction aims to uncover missing links or predict the emergence of future relationships according to the current networks structure. Plenty of algorithms have been developed for link prediction in unweighted networks, with only a…

Social and Information Networks · Computer Science 2015-09-22 Jing Zhao , Lili Miao , Haiyang Fang , Qian-Ming Zhang , Min Nie , Tao Zhou

The self-similar analysis of time series is generalized by introducing the notion of scenario probabilities. This makes it possible to give a complete statistical description for the forecast spectrum by defining the average forecast as a…

Condensed Matter · Physics 2009-10-31 V. I. Yukalov , S. Gluzman

In economics and many other forecasting domains, the real world problems are too complex for a single model that assumes a specific data generation process. The forecasting performance of different methods changes depending on the nature of…

Machine Learning · Computer Science 2023-09-26 Li Li , Feng Li , Yanfei Kang

Relationships among time series can be exploited as inductive biases in learning effective forecasting models. In hierarchical time series, relationships among subsets of sequences induce hard constraints (hierarchical inductive biases) on…

Machine Learning · Computer Science 2024-08-22 Andrea Cini , Danilo Mandic , Cesare Alippi

Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting…

Machine Learning · Computer Science 2019-01-23 Tao Ma

While time series prediction is an important, actively studied problem, the predictive accuracy of time series models is complicated by non-stationarity. We develop a fast and effective approach to allow for non-stationarity in the…

Applications · Statistics 2015-12-10 Daniel M. McCarthy , Shane T. Jensen

There is nowadays a constant flux of data being generated and collected in all types of real world systems. These data sets are often indexed by time, space or both requiring appropriate approaches to analyze the data. In univariate…

Social and Information Networks · Computer Science 2021-10-20 Vanessa Freitas Silva , Maria Eduarda Silva , Pedro Ribeiro , Fernando Silva

Complex network reconstruction is a hot topic in many fields. Currently, the most popular data-driven reconstruction framework is based on lasso. However, it is found that, in the presence of noise, lasso loses efficiency for weighted…

Machine Learning · Statistics 2020-03-03 Shuang Xu , Chun-Xia Zhang , Pei Wang , Jiangshe Zhang

A common forecasting setting in real world applications considers a set of possibly heterogeneous time series of the same domain. Due to different properties of each time series such as length, obtaining forecasts for each individual time…

Methodology · Statistics 2024-01-31 Lukas Neubauer , Peter Filzmoser

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

Machine Learning · Computer Science 2024-05-10 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

The visibility algorithm has been recently introduced as a mapping between time series and complex networks. This procedure allows to apply methods of complex network theory for characterizing time series. In this work we present the…

Data Analysis, Statistics and Probability · Physics 2010-02-25 Bartolo Luque , Lucas Lacasa , Fernando Ballesteros , Jordi Luque