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This survey delves into the application of diffusion models in time-series forecasting. Diffusion models are demonstrating state-of-the-art results in various fields of generative AI. The paper includes comprehensive background information…

Machine Learning · Computer Science 2024-01-18 Caspar Meijer , Lydia Y. Chen

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

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…

Computational Finance · Quantitative Finance 2019-07-09 Lukas Ryll , Sebastian Seidens

In this work, we address time-series forecasting as a computer vision task. We capture input data as an image and train a model to produce the subsequent image. This approach results in predicting distributions as opposed to pointwise…

Computer Vision and Pattern Recognition · Computer Science 2021-11-17 Naftali Cohen , Srijan Sood , Zhen Zeng , Tucker Balch , Manuela Veloso

Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…

Machine Learning · Computer Science 2021-08-31 Vitor Cerqueira , Luis Torgo , Igor Mozetic

We consider the problem of power demand forecasting in residential micro-grids. Several approaches using ARMA models, support vector machines, and recurrent neural networks that perform one-step ahead predictions have been proposed in the…

Neural and Evolutionary Computing · Computer Science 2017-06-30 Riccardo Bonetto , Michele Rossi

Deep learning models have grown increasingly popular in time series applications. However, the large quantity of newly proposed architectures, together with often contradictory empirical results, makes it difficult to assess which…

Machine Learning · Computer Science 2025-12-30 Valentina Moretti , Andrea Cini , Ivan Marisca , Cesare Alippi

Management and efficient operations in critical infrastructure such as Smart Grids take huge advantage of accurate power load forecasting which, due to its nonlinear nature, remains a challenging task. Recently, deep learning has emerged in…

Machine Learning · Computer Science 2019-07-23 Alberto Gasparin , Slobodan Lukovic , Cesare Alippi

The electricity sector is undergoing substantial transformations due to the rising electrification of demand, enhanced integration of renewable energy resources, and the emergence of new technologies. These changes are rendering the…

Machine Learning · Computer Science 2025-12-23 Ali Menati , Fatemeh Doudi , Dileep Kalathil , Le Xie

The contribution of this work is twofold: (1) We introduce a collection of ensemble methods for time series forecasting to combine predictions from base models. We demonstrate insights on the power of ensemble learning for forecasting,…

Machine Learning · Computer Science 2021-04-26 Julia Gastinger , Sébastien Nicolas , Dušica Stepić , Mischa Schmidt , Anett Schülke

Time series data can be subject to changes in the underlying process that generates them and, because of these changes, models built on old samples can become obsolete or perform poorly. In this work, we present a way to incorporate…

Machine Learning · Computer Science 2021-08-27 Jesus Antonanzas , Marta Arias , Albert Bifet

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Machine Learning · Computer Science 2023-05-09 Riccardo Ughi , Eugenio Lomurno , Matteo Matteucci

Feature-based time series representations have attracted substantial attention in a wide range of time series analysis methods. Recently, the use of time series features for forecast model averaging has been an emerging research focus in…

Machine Learning · Statistics 2020-07-21 Xixi Li , Yanfei Kang , Feng Li

While machine learning has witnessed significant advancements, the emphasis has largely been on data acquisition and model creation. However, achieving a comprehensive assessment of machine learning solutions in real-world settings…

In this essay, we have comprehensively evaluated the feasibility and suitability of adopting the Machine Learning Models on the forecast of corporation fundamentals (i.e. the earnings), where the prediction results of our method have been…

Statistical Finance · Quantitative Finance 2020-05-29 Xinyue Cui , Zhaoyu Xu , Yue Zhou

Many works in biomedical computer science research use machine learning techniques to give accurate results. However, these techniques may not be feasible for real-time analysis of data pulled from live hospital feeds. In this project,…

Machine Learning · Computer Science 2022-08-23 Samuel Armstrong

Time series analysis is pivotal in domains like financial forecasting and biomedical monitoring, yet traditional methods are constrained by limited nonlinear feature representation and long-term dependency capture. The emergence of Large…

Machine Learning · Computer Science 2025-06-16 Feifei Shi , Xueyan Yin , Kang Wang , Wanyu Tu , Qifu Sun , Huansheng Ning

This article is an introduction to machine learning for financial forecasting, planning and analysis (FP\&A). Machine learning appears well suited to support FP\&A with the highly automated extraction of information from large amounts of…

Econometrics · Economics 2021-07-13 Helmut Wasserbacher , Martin Spindler

This paper presents a comparative analysis evaluating the accuracy of Large Language Models (LLMs) against traditional macro time series forecasting approaches. In recent times, LLMs have surged in popularity for forecasting due to their…

Econometrics · Economics 2025-09-25 Andrea Carriero , Davide Pettenuzzo , Shubhranshu Shekhar

The project aims to research on combining deep learning specifically Long-Short Memory (LSTM) and basic statistics in multiple multistep time series prediction. LSTM can dive into all the pages and learn the general trends of variation in a…

Machine Learning · Statistics 2017-10-13 Chuanyun Zang
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