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Machine learning can provide deep insights into data, allowing machines to make high-quality predictions and having been widely used in real-world applications, such as text mining, visual classification, and recommender systems. However,…

Machine Learning · Computer Science 2020-08-11 Meng Wang , Weijie Fu , Xiangnan He , Shijie Hao , Xindong Wu

Machine learning methods trained on raw numerical time series data exhibit fundamental limitations such as a high sensitivity to the hyper parameters and even to the initialization of random weights. A combination of a recurrent neural…

Machine Learning · Computer Science 2020-03-13 Steven Elsworth , Stefan Güttel

In many real-world application, e.g., speech recognition or sleep stage classification, data are captured over the course of time, constituting a Time-Series. Time-Series often contain temporal dependencies that cause two otherwise…

Machine Learning · Computer Science 2017-01-10 John Cristian Borges Gamboa

Time series data, defined by equally spaced points over time, is essential in fields like medicine, telecommunications, and energy. Analyzing it involves tasks such as classification, clustering, prototyping, and regression. Classification…

Machine Learning · Computer Science 2025-02-27 Ali Ismail-Fawaz

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

Time series is a collection of data instances that are ordered according to a time stamp. Stock prices, temperature, etc are examples of time series data in real life. Time series data are used for forecasting sales, predicting trends.…

Human-Computer Interaction · Computer Science 2024-04-25 Sathya Krishnan Suresh , Shunmugapriya P

A time series forecasting model--which is typically built on a single time series--is known as a local time series model (tsLM). In contrast, a forecasting model trained on multiple time series is referred to as a global time series model…

Machine Learning · Computer Science 2025-11-10 Junru Ren , Shaomin Wu

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

This article studies the financial time series data processing for machine learning. It introduces the most frequent scaling methods, then compares the resulting stationarity and preservation of useful information for trend forecasting. It…

Statistical Finance · Quantitative Finance 2019-07-09 Fabrice Daniel

Multivariate time-series forecasting is vital in various domains, e.g., economic planning and weather prediction. Deep train-from-scratch models have exhibited effective performance yet require large amounts of data, which limits real-world…

Machine Learning · Computer Science 2025-02-21 Ching Chang , Wei-Yao Wang , Wen-Chih Peng , Tien-Fu Chen

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Time series forecasting holds significant importance in many real-world dynamic systems and has been extensively studied. Unlike natural language process (NLP) and computer vision (CV), where a single large model can tackle multiple tasks,…

Multistage stochastic programming provides a modeling framework for sequential decision-making problems that involve uncertainty. One typically overlooked aspect of this methodology is how uncertainty is incorporated into modeling.…

Optimization and Control · Mathematics 2021-09-24 Juyoung Wang , Mucahit Cevik , Merve Bodur

In many areas of decision-making, forecasting is an essential pillar. Consequently, many different forecasting methods have been proposed. From our experience, recently presented forecasting methods are computationally intensive, poorly…

Machine Learning · Computer Science 2023-09-29 André Bauer , Mark Leznik , Michael Stenger , Robert Leppich , Nikolas Herbst , Samuel Kounev , Ian Foster

Graph deep learning methods have become popular tools to process collections of correlated time series. Unlike traditional multivariate forecasting methods, graph-based predictors leverage pairwise relationships by conditioning forecasts on…

Machine Learning · Computer Science 2025-06-09 Andrea Cini , Ivan Marisca , Daniele Zambon , Cesare Alippi

Traditional machine learning methods face two main challenges in dealing with healthcare predictive analytics tasks. First, the high-dimensional nature of healthcare data needs labor-intensive and time-consuming processes to select an…

Machine Learning · Computer Science 2022-09-16 Mohammad Amin Morid , Olivia R. Liu Sheng , Joseph Dunbar

This paper presents a novel study on harnessing Large Language Models' (LLMs) outstanding knowledge and reasoning abilities for explainable financial time series forecasting. The application of machine learning models to financial time…

Machine Learning · Computer Science 2023-06-21 Xinli Yu , Zheng Chen , Yuan Ling , Shujing Dong , Zongyi Liu , Yanbin Lu

Time series forecasting plays a critical role in decision-making across many real-world applications. Unlike data in vision and language domains, time series data is inherently tied to the evolution of underlying processes and can only…

Machine Learning · Computer Science 2026-02-03 Suhan Guo , Bingxu Wang , Shaodan Zhang , Furao Shen

Weather is a phenomenon that affects everything and everyone around us on a daily basis. Weather prediction has been an important point of study for decades as researchers have tried to predict the weather and climatic changes using…

Machine Learning · Computer Science 2022-03-14 Ishu Gupta , Harsh Mittal , Deepak Rikhari , Ashutosh Kumar Singh

Machine Learning algorithms are good tools for both classification and prediction purposes. These algorithms can further be used for scientific discoveries from the enormous data being collected in our era. We present ways of discovering…

Instrumentation and Methods for Astrophysics · Physics 2021-02-26 Shraddha Surana , Yogesh Wadadekar , Divya Oberoi
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