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Related papers: Retrieval Based Time Series Forecasting

200 papers

Time series modeling is a well-established problem, which often requires that methods (1) expressively represent complicated dependencies, (2) forecast long horizons, and (3) efficiently train over long sequences. State-space models (SSMs)…

Machine Learning · Computer Science 2023-03-17 Michael Zhang , Khaled K. Saab , Michael Poli , Tri Dao , Karan Goel , Christopher Ré

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

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…

Machine Learning · Computer Science 2020-08-07 Kasun Bandara , Hansika Hewamalage , Yuan-Hao Liu , Yanfei Kang , Christoph Bergmeir

Time series are series of values ordered by time. This kind of data can be found in many real world settings. Classifying time series is a difficult task and an active area of research. This paper investigates the use of transfer learning…

Machine Learning · Computer Science 2019-09-23 Marc Wenninger , Sebastian P. Bayerl , Jochen Schmidt , Korbinian Riedhammer

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Machine Learning · Computer Science 2021-09-28 Fatoumata Dama , Christine Sinoquet

Recent research demonstrate that prediction of time series by recurrent neural networks (RNNs) based on the noisy input generates a smooth anticipated trajectory. We examine the internal dynamics of RNNs and establish a set of conditions…

Machine Learning · Computer Science 2020-10-07 Boris Rubinstein

Probabilistic time-series models become popular in the forecasting field as they help to make optimal decisions under uncertainty. Despite the growing interest, a lack of thorough analysis hinders choosing what is worth applying for the…

Machine Learning · Computer Science 2020-11-24 Seungjae Jung , Kyung-Min Kim , Hanock Kwak , Young-Jin Park

Cross-modal (e.g. image-text, video-text) retrieval is an important task in information retrieval and multimodal vision-language understanding field. Temporal understanding makes video-text retrieval more challenging than image-text…

Computer Vision and Pattern Recognition · Computer Science 2025-09-30 Yang Du , Yuqi Liu , Qin Jin

The prediction of high-resolution hourly traffic volumes of a given roadway is essential for transportation planning. Traditionally, Automatic Traffic Recorders (ATR) are used to collect this hourly volume data. These large datasets are…

Applications · Statistics 2019-09-26 MD Zadid Khan , Sakib Mahmud Khan , Mashrur Chowdhury , Kakan Dey

Time Series Foundation Models (TSFMs) advance generalization and data efficiency in time series forecasting by unified large-scale pretraining. But TSFMs remain lacking when adapting to specific downstream forecasting tasks for two reasons.…

Signal Processing · Electrical Eng. & Systems 2026-05-04 Siyang Li , Yize Chen , Zijie Zhu , Yuxin Pan , Yan Guo , Ming Huang , Hui Xiong

Many dimension reduction techniques have been developed for independent data, and most have also been extended to time series. However, these methods often fail to account for the dynamic dependencies both within and across series. In this…

Methodology · Statistics 2025-09-25 Daniel Peña , Victor J. Yohai

Increasingly high-stakes decisions are made using neural networks in order to make predictions. Specifically, meteorologists and hedge funds apply these techniques to time series data. When it comes to prediction, there are certain…

Machine Learning · Computer Science 2022-11-14 Levente Foldesi , Matias Valdenegro-Toro

Urban forecasting models often face a severe data imbalance problem: only a few cities have dense, long-span records, while many others expose short or incomplete histories. Direct transfer from data-rich to data-scarce cities is unreliable…

Machine Learning · Computer Science 2025-09-23 Yue Jiang , Chenxi Liu , Yile Chen , Qin Chao , Shuai Liu , Cheng Long , Gao Cong

Forecasting future outcomes from recent time series data is not easy, especially when the future data are different from the past (i.e. time series are under temporal drifts). Existing approaches show limited performances under data drifts,…

Machine Learning · Computer Science 2022-11-23 Jaehoon Lee , Chan Kim , Gyumin Lee , Haksoo Lim , Jeongwhan Choi , Kookjin Lee , Dongeun Lee , Sanghyun Hong , Noseong Park

Data stream forecasts are essential inputs for decision making at digital platforms. Machine learning algorithms are appealing candidates to produce such forecasts. Yet, digital platforms require a large-scale forecast framework that can…

Applications · Statistics 2024-01-18 Jeroen Rombouts , Ines Wilms

Many methods for time-series forecasting are known in classical statistics, such as autoregression, moving averages, and exponential smoothing. The DeepAR framework is a novel, recent approach for time-series forecasting based on deep…

Machine Learning · Computer Science 2023-02-23 Ayla Jungbluth , Johannes Lederer

We consider a setting where multiple entities inter-act with each other over time and the time-varying statuses of the entities are represented as multiple correlated time series. For example, speed sensors are deployed in different…

Machine Learning · Computer Science 2021-03-23 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang

Time series forecasting has gained lots of attention recently; this is because many real-world phenomena can be modeled as time series. The massive volume of data and recent advancements in the processing power of the computers enable…

Machine Learning · Computer Science 2021-04-01 Manie Tadayon , Yumi Iwashita

Generating high quality uncertainty estimates for sequential regression, particularly deep recurrent networks, remains a challenging and open problem. Existing approaches often make restrictive assumptions (such as stationarity) yet still…

Machine Learning · Computer Science 2021-07-26 Jiri Navratil , Matthew Arnold , Benjamin Elder

With the advent of Transformers, time series forecasting has seen significant advances, yet it remains challenging due to the need for effective sequence representation, memory construction, and accurate target projection. Time series…

Artificial Intelligence · Computer Science 2025-07-09 Robert Leppich , Michael Stenger , André Bauer , Samuel Kounev