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Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

Timeseria is an object-oriented time series processing library implemented in Python, which aims at making it easier to manipulate time series data and to build statistical and machine learning models on top of it. Unlike common data…

Machine Learning · Computer Science 2024-12-31 Stefano Alberto Russo , Giuliano Taffoni , Luca Bortolussi

Hierarchical forecasting (HF) is needed in many situations in the supply chain (SC) because managers often need different levels of forecasts at different levels of SC to make a decision. Top-Down (TD), Bottom-Up (BU) and Optimal…

Machine Learning · Computer Science 2019-12-03 Mahdi Abolghasemi , Rob J Hyndman , Garth Tarr , Christoph Bergmeir

In this paper, we presents a novel hierarchical federated learning architecture specifically designed for smart agricultural production systems and crop yield prediction. Our approach introduces a seasonal subscription mechanism where farms…

Machine Learning · Computer Science 2025-10-15 Anas Abouaomar , Mohammed El hanjri , Abdellatif Kobbane , Anis Laouiti , Khalid Nafil

With the increasing application of deep learning algorithms to time series classification, especially in high-stake scenarios, the relevance of interpreting those algorithms becomes key. Although research in time series interpretability has…

Machine Learning · Computer Science 2022-08-16 Jacqueline Höllig , Cedric Kulbach , Steffen Thoma

Forecast reconciliation has become a prominent topic in recent forecasting literature, with a primary distinction made between cross-sectional and temporal hierarchies. This work focuses on temporal hierarchies, such as aggregating monthly…

Methodology · Statistics 2024-09-27 Lukas Neubauer , Peter Filzmoser

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski

Hierarchical clustering is a stronger extension of one of today's most influential unsupervised learning methods: clustering. The goal of this method is to create a hierarchy of clusters, thus constructing cluster evolutionary history and…

Data Structures and Algorithms · Computer Science 2021-01-14 MohammadTaghi Hajiaghayi , Marina Knittel

When analyzing real-world data it is common to work with event ensembles, which comprise sets of observations that collectively constrain the parameters of an underlying model of interest. Such models often have a hierarchical structure,…

Machine Learning · Statistics 2024-02-22 Lukas Heinrich , Siddharth Mishra-Sharma , Chris Pollard , Philipp Windischhofer

Statistical modelling in the presence of data organized in groups is a crucial task in Bayesian statistics. The present paper conceives a mixture model based on a novel family of Bayesian priors designed for multilevel data and obtained by…

Methodology · Statistics 2024-07-01 Alessandro Colombi , Raffaele Argiento , Federico Camerlenghi , Lucia Paci

Benchmark quality is critical for meaningful evaluation and sustained progress in time series forecasting, particularly with the rise of pretrained models. Existing benchmarks often have limited domain coverage or overlook real-world…

Effective utilization of time series data is often constrained by the scarcity of data quantity that reflects complex dynamics, especially under the condition of distributional shifts. Existing datasets may not encompass the full range of…

Computational Engineering, Finance, and Science · Computer Science 2024-06-11 Haibei Zhu , Yousef El-Laham , Elizabeth Fons , Svitlana Vyetrenko

This research article suggests that there are significant benefits in exposing demand planners to forecasting methods using matrix completion techniques. This study aims to contribute to a better understanding of the field of forecasting…

Applications · Statistics 2020-09-10 Rodrigo Rivera-Castro , Ivan Nazarov , Evgeny Burnaev

We present a case study and methodological developments in large-scale hierarchical dynamic modeling for personalized prediction in commerce. The context is supermarket sales, where improved forecasting of customer/household-specific…

Methodology · Statistics 2021-01-12 Anna K. Yanchenko , Di Daniel Deng , Jinglan Li , Andrew J. Cron , Mike West

Financial forecasting has been an important and active area of machine learning research because of the challenges it presents and the potential rewards that even minor improvements in prediction accuracy or forecasting may entail.…

Machine Learning · Computer Science 2022-01-07 Linyi Yang , Jiazheng Li , Ruihai Dong , Yue Zhang , Barry Smyth

Machine learning has proved to be a useful tool for extracting knowledge from scientific data in numerous research fields, including astrophysics, genomics, and molecular dynamics. Often, data sets from these research areas need to be…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-21 Javier Álvarez Cid-Fuentes , Pol Álvarez , Salvi Solà , Kuninori Ishii , Rafael K. Morizawa , Rosa M. Badia

In e-commerce system, category prediction is to automatically predict categories of given texts. Different from traditional classification where there are no relations between classes, category prediction is reckoned as a standard…

Information Retrieval · Computer Science 2020-05-15 Dehong Gao , Wenjing Yang , Huiling Zhou , Yi Wei , Yi Hu , Hao Wang

Hierarchical forecasting with reconciliation requires forecasting values of a hierarchy (e.g.~customer demand in a state and district), such that forecast values are linked (e.g.~ district forecasts should add up to the state forecast).…

Machine Learning · Computer Science 2025-05-09 Charupriya Sharma , Iñaki Estella Aguerri , Daniel Guimarans

We study the forecasting of the power consumptions of a population of households and of subpopulations thereof. These subpopulations are built according to location, to exogenous information and/or to profiles we determined from historical…

Machine Learning · Statistics 2020-03-03 Margaux Brégère , Malo Huard

The evaluation of clustering algorithms can involve running them on a variety of benchmark problems, and comparing their outputs to the reference, ground-truth groupings provided by experts. Unfortunately, many research papers and graduate…

Machine Learning · Computer Science 2023-10-27 Marek Gagolewski
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