Related papers: N-HiTS: Neural Hierarchical Interpolation for Time…
Time Series foundation models (TSFMs) deliver strong forecasting performance through large-scale pretraining, but their large parameter sizes make deployment costly. While knowledge distillation offers a natural and effective approach for…
While deep learning has achieved impressive performance in time series forecasting, it becomes increasingly crucial to understand its decision-making process for building trust in high-stakes scenarios. Existing interpretable models often…
Accurate prediction over long time horizons is crucial for modeling complex physical processes such as wave propagation. Although deep neural networks show promise for real-time forecasting, they often struggle with accumulating phase and…
Neural network solvers represent an innovative and promising approach for tackling time-fractional partial differential equations by utilizing deep learning techniques. L1 interpolation approximation serves as the standard method for…
Recent advances in deep learning have significantly elevated weather prediction models. However, these models often falter in real-world scenarios due to their sensitivity to spatial-temporal shifts. This issue is particularly acute in…
For short-term solar irradiance forecasting, the traditional point forecasting methods are rendered less useful due to the non-stationary characteristic of solar power. The amount of operating reserves required to maintain reliable…
Hierarchical time-series forecasting is essential for demand prediction across various industries. While machine learning models have obtained significant accuracy and scalability on such forecasting tasks, the interpretability of their…
We examine the problem of making reconciled forecasts of large collections of related time series through a behavioural/Bayesian lens. Our approach explicitly acknowledges and exploits the 'connectedness' of the series in terms of…
Recent efforts have been dedicated to enhancing time series forecasting accuracy by introducing advanced network architectures and self-supervised pretraining strategies. Nevertheless, existing approaches still exhibit two critical…
Accurate evaluation of forecasting models is essential for ensuring reliable predictions. Current practices for evaluating and comparing forecasting models focus on summarising performance into a single score, using metrics such as SMAPE.…
In recent years, commercial HTS superconductors have gained an increasing interest for their use in applications involving large-scale superconductor systems. These systems are typically made from hundreds to thousands of turns of…
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…
Accurate trajectory forecasting is crucial for the performance of various systems, such as advanced driver-assistance systems and self-driving vehicles. These forecasts allow us to anticipate events that lead to collisions and, therefore,…
This paper focuses on forecasting hierarchical time-series data, where each higher-level observation equals the sum of its corresponding lower-level time series. In such contexts, the forecast values should be coherent, meaning that the…
We propose a hierarchical splitting approach to differential equations that provides a design principle for constructing splitting methods for $N$-split systems by iteratively applying splitting methods for two-split systems. We analyze the…
Probabilistic, hierarchically coherent forecasting is a key problem in many practical forecasting applications -- the goal is to obtain coherent probabilistic predictions for a large number of time series arranged in a pre-specified tree…
A novel framework for hierarchical forecast updating is presented, addressing a critical gap in the forecasting literature. By assuming a temporal hierarchy structure, the innovative approach extends hierarchical forecast reconciliation to…
Accurate long-range prediction of geophysical systems is difficult due to strongly nonlinear dynamics, the high computational cost of full-physics simulations, and the error accumulation that arise when one-step autoregressive surrogates…
The Hierarchical Heavy Hitters problem extends the notion of frequent items to data arranged in a hierarchy. This problem has applications to network traffic monitoring, anomaly detection, and DDoS detection. We present a new streaming…
Large collections of time series data are commonly organized into structures with different levels of aggregation; examples include product and geographical groupings. It is often important to ensure that the forecasts are coherent so that…