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In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…

Econometrics · Economics 2021-04-12 Ricardo P. Masini , Marcelo C. Medeiros , Eduardo F. Mendes

Internet-based services have seen remarkable success, generating vast amounts of monitored key performance indicators (KPIs) as univariate or multivariate time series. Monitoring and analyzing these time series are crucial for researchers,…

Machine Learning · Computer Science 2023-08-02 Zhenyu Zhong , Qiliang Fan , Jiacheng Zhang , Minghua Ma , Shenglin Zhang , Yongqian Sun , Qingwei Lin , Yuzhi Zhang , Dan Pei

Large language models (LLMs) have been applied in many fields and have developed rapidly in recent years. As a classic machine learning task, time series forecasting has recently been boosted by LLMs. Recent works treat large language…

Computation and Language · Computer Science 2024-12-31 Hua Tang , Chong Zhang , Mingyu Jin , Qinkai Yu , Zhenting Wang , Xiaobo Jin , Yongfeng Zhang , Mengnan Du

Time series analysis underpins forecasting, monitoring, and decision making in domains such as finance and weather, where solving a task often requires both numerical accuracy and contextual reasoning. Recent progress has moved from…

Artificial Intelligence · Computer Science 2026-05-12 Hangchen Liu , Dongyuan Li , Renhe Jiang , Jiewen Deng , Weiwei Ye , Yoshihide Sekimoto

Time Series Alignment is a critical task in signal processing with numerous real-world applications. In practice, signals often exhibit temporal shifts and scaling, making classification on raw data prone to errors. This paper introduces a…

Machine Learning · Computer Science 2025-02-27 Alireza Nourbakhsh , Hoda Mohammadzade

Time series (TS) occur in many scientific and commercial applications, ranging from earth surveillance to industry automation to the smart grids. An important type of TS analysis is classification, which can, for instance, improve energy…

Data Structures and Algorithms · Computer Science 2017-12-19 Patrick Schäfer , Ulf Leser

Time series analysis is used to understand and predict dynamic processes, including evolving demands in business, weather, markets, and biological rhythms. Exponential smoothing is used in all these domains to obtain simple interpretable…

Machine Learning · Statistics 2017-10-02 Avner Abrami , Aleksandr Y. Aravkin , Younghun Kim

Long-term time-series forecasting remains challenging due to the difficulty in capturing long-term dependencies, achieving linear scalability, and maintaining computational efficiency. We introduce TimeMachine, an innovative model that…

Machine Learning · Computer Science 2024-08-26 Md Atik Ahamed , Qiang Cheng

Time series anomaly detection has been recognized as of critical importance for the reliable and efficient operation of real-world systems. Many anomaly detection methods have been developed based on various assumptions on anomaly…

Machine Learning · Computer Science 2022-07-28 Jiuqi Elise Zhang , Di Wu , Benoit Boulet

The proliferation of edge devices has generated an unprecedented volume of time series data across different domains, motivating various well-customized methods. Recently, Large Language Models (LLMs) have emerged as a new paradigm for time…

Machine Learning · Computer Science 2025-05-06 Chenxi Liu , Shaowen Zhou , Qianxiong Xu , Hao Miao , Cheng Long , Ziyue Li , Rui Zhao

Six time series related to atmospheric phenomena are used as inputs for experiments offorecasting with singular spectrum analysis (SSA). Existing methods for SSA parametersselection are compared throughout their forecasting accuracy…

Computational Engineering, Finance, and Science · Computer Science 2024-03-26 Teodor Knapik , Adolphe Ratiarison , Hasina Razafindralambo

Time series data appears in a variety of applications such as smart transportation and environmental monitoring. One of the fundamental problems for time series analysis is time series forecasting. Despite the success of recent deep time…

Artificial Intelligence · Computer Science 2022-09-28 Baoyu Jing , Si Zhang , Yada Zhu , Bin Peng , Kaiyu Guan , Andrew Margenot , Hanghang Tong

Process analytics is an umbrella of data-driven techniques which includes making predictions for individual process instances or overall process models. At the instance level, various novel techniques have been recently devised, tackling…

Machine Learning · Computer Science 2021-07-29 Johannes De Smedt , Anton Yeshchenko , Artem Polyvyanyy , Jochen De Weerdt , Jan Mendling

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

A persistent paradox in time-series forecasting is that structurally simple MLP and linear models often outperform high-capacity Transformers. We argue that this gap arises from a mismatch in the sequence-modeling primitive: while many…

Machine Learning · Computer Science 2026-05-13 Jevon Twitty , Vinh Pham , Nitiwith Rotchanarak , Viresh Pati , Yubin Kim , Shihao Yang , Jiecheng Lu

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

Time series are measured and analyzed across the sciences. One method of quantifying the structure of time series is by calculating a set of summary statistics or `features', and then representing a time series in terms of its properties as…

Machine Learning · Statistics 2023-07-04 Trent Henderson , Ben D. Fulcher

Time Series Anomaly Detection (TSAD) is essential for uncovering rare and potentially harmful events in unlabeled time series data. Existing methods are highly dependent on clean, high-quality inputs, making them susceptible to noise and…

Machine Learning · Computer Science 2025-04-04 Sinchee Chin , Fan Zhang , Xiaochen Yang , Jing-Hao Xue , Wenming Yang , Peng Jia , Guijin Wang , Luo Yingqun

Test-time adaptation (TTA) has recently emerged as a promising approach for improving time series forecasting (TSF) under distribution shift. Existing TSF-TTA methods differ in how they utilize revealed targets, yet the resulting adaptation…

Machine Learning · Computer Science 2026-05-19 Haochun Wang , Ruichen Xu , Georgios Kementzidis , Karen Cho , Sebastian Ramirez Villarreal , Yuefan Deng

Time series forecasting plays a pivotal role in a wide range of applications, including weather prediction, healthcare, structural health monitoring, predictive maintenance, energy systems, and financial markets. While models such as LSTM,…

Machine Learning · Computer Science 2026-04-03 Qianying Cao , Shanqing Liu , Alan John Varghese , Jerome Darbon , Michael Triantafyllou , George Em Karniadakis
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