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Hierarchical time-series forecasting (HTSF) is an important problem for many real-world business applications where the goal is to simultaneously forecast multiple time-series that are related to each other via a hierarchical relation.…

Machine Learning · Computer Science 2024-07-04 Harshavardhan Kamarthi , Aditya B. Sasanur , Xinjie Tong , Xingyu Zhou , James Peters , Joe Czyzyk , B. Aditya Prakash

Hierarchical time series demands exist in many industries and are often associated with the product, time frame, or geographic aggregations. Traditionally, these hierarchies have been forecasted using top-down, bottom-up, or middle-out…

Demand forecasting of hierarchical components is essential in manufacturing. However, its discussion in the machine-learning literature has been limited, and judgemental forecasts remain pervasive in the industry. Demand planners require…

We consider conformal prediction for multivariate data and focus on hierarchical data, where some components are linear combinations of others. Intuitively, the hierarchical structure can be leveraged to reduce the size of prediction…

Downscaling is essential for generating the high-resolution climate data needed for local planning, but traditional methods remain computationally demanding. Recent years have seen impressive results from AI downscaling models, particularly…

Computer Vision and Pattern Recognition · Computer Science 2025-06-27 Declan J. Curran , Sanaa Hobeichi , Hira Saleem , Hao Xue , Flora D. Salim

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…

Machine Learning · Computer Science 2024-06-19 Zhiding Liu , Jiqian Yang , Mingyue Cheng , Yucong Luo , Zhi Li

Platform businesses operate on a digital core and their decision making requires high-dimensional accurate forecast streams at different levels of cross-sectional (e.g., geographical regions) and temporal aggregation (e.g., minutes to…

Econometrics · Economics 2024-06-03 Jeroen Rombouts , Marie Ternes , Ines Wilms

Time series forecasting has applications across domains and industries, especially in healthcare, but the technical expertise required to analyze data, build models, and interpret results can be a barrier to using these techniques. This…

Machine Learning · Computer Science 2025-12-10 Aaron D. Mullen , Daniel R. Harris , Svetla Slavova , V. K. Cody Bumgardner

This paper presents a systematic review of Python packages with a focus on time series analysis. The objective is to provide (1) an overview of the different time series analysis tasks and preprocessing methods implemented, and (2) an…

Mathematical Software · Computer Science 2021-06-23 Julien Siebert , Janek Groß , Christof Schroth

1. Analog forecasting has been successful at producing robust forecasts for a variety of ecological and physical processes. Analog forecasting is a mechanism-free nonlinear method that forecasts a system forward in time by examining how…

Methodology · Statistics 2017-01-18 Patrick L. McDermott , Christopher K. Wikle , Joshua Millspaugh

Forecasting is critical in areas such as finance, biology, and healthcare. Despite the progress in the field, making accurate forecasts remains challenging because real-world time series contain both global trends, local fine-grained…

Machine Learning · Computer Science 2026-01-01 Zihao Chen , Alexandre Andre , Wenrui Ma , Ian Knight , Sergey Shuvaev , Eva Dyer

There has been increased interest in using prior information in statistical analyses. For example, in rare diseases, it can be difficult to establish treatment efficacy based solely on data from a prospective study due to low sample sizes.…

Methodology · Statistics 2021-07-26 Ethan M. Alt , Matthew A. Psioda , Joseph G. Ibrahim

We propose a three-stage framework for forecasting high-dimensional time-series data. Our method first estimates parameters for each univariate time series. Next, we use these parameters to cluster the time series. These clusters can be…

Machine Learning · Computer Science 2021-10-28 Reese Pathak , Rajat Sen , Nikhil Rao , N. Benjamin Erichson , Michael I. Jordan , Inderjit S. Dhillon

Accurate demand forecasting is critical for supply chain optimization, yet remains difficult in practice due to hierarchical complexity, domain shifts, and evolving external factors. While recent foundation models offer strong potential for…

Machine Learning · Computer Science 2025-07-30 Wei Yang , Defu Cao , Yan Liu

In numerous applications, it is required to produce forecasts for multiple time-series at different hierarchy levels. An obvious example is given by the supply chain in which demand forecasting may be needed at a store, city, or country…

Machine Learning · Computer Science 2021-01-06 Davide Burba , Trista Chen

Many sectors nowadays require accurate and coherent predictions across their organization to effectively operate. Otherwise, decision-makers would be planning using disparate views of the future, resulting in inconsistent decisions across…

Machine Learning · Computer Science 2023-02-09 Julien Leprince , Waqas Khan , Henrik Madsen , Jan Kloppenborg Møller , Wim Zeiler

Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

Machine Learning · Computer Science 2022-11-29 Rameshwar Garg , Shriya Barpanda , Girish Rao Salanke N S , Ramya S

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

We present an open-source Python library for building and using datasets where inputs are clusters of textual data, and outputs are sequences of real values representing one or more time series signals. The news-signals library supports…

Computation and Language · Computer Science 2023-12-19 Chris Hokamp , Demian Gholipour Ghalandari , Parsa Ghaffari

A common use of machine learning (ML) models is predicting the class of a sample. Object detection is an extension of classification that includes localization of the object via a bounding box within the sample. Classification, and by…

Machine Learning · Computer Science 2025-08-07 Erin Lanus , Daniel Wolodkin , Laura J. Freeman