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In the era of increasingly complex AI models for time series forecasting, progress is often measured by marginal improvements on benchmark leaderboards. However, this approach suffers from a fundamental flaw: standard evaluation metrics…

Machine Learning · Computer Science 2026-05-28 Wanjin Feng , Yuan Yuan , Jingtao Ding , Yong Li

Recently, neural networks have gained attention for creating parametric and invertible multidimensional data projections. Parametric projections allow for embedding previously unseen data without recomputing the projection as a whole, while…

Machine Learning · Computer Science 2026-02-10 Frederik L. Dennig , Nina Geyer , Daniela Blumberg , Yannick Metz , Daniel A. Keim

The ARIMA (Autoregressive Integrated Moving Average model) has extensive applications in the field of time series forecasting. However, the predictive performance of the ARIMA model is limited when dealing with data gaps or significant…

Statistical Finance · Quantitative Finance 2023-11-21 Xitai Yu

Availability of diagnostic codes in Electronic Health Records (EHRs) is crucial for patient care as well as reimbursement purposes. However, entering them in the EHR is tedious, and some clinical codes may be overlooked. Given an…

Machine Learning · Computer Science 2023-05-10 Tsvetan R. Yordanov , Ameen Abu-Hanna , Anita CJ Ravelli , Iacopo Vagliano

In response to the growing demand for accurate demand forecasts, this research proposes a generalized automated sales forecasting pipeline tailored for small- to medium-sized enterprises (SMEs). Unlike large corporations with dedicated data…

Econometrics · Economics 2024-12-31 Thomas Gaertner , Christoph Lippert , Stefan Konigorski

Autoencoders are popular among neural-network-based matrix completion models due to their ability to retrieve potential latent factors from the partially observed matrices. Nevertheless, when training data is scarce their performance is…

Machine Learning · Computer Science 2018-07-06 Duc Minh Nguyen , Evaggelia Tsiligianni , Robert Calderbank , Nikos Deligiannis

Time series forecasting has attracted significant attention, leading to the de-velopment of a wide range of approaches, from traditional statistical meth-ods to advanced deep learning models. Among them, the Auto-Regressive Integrated…

Machine Learning · Computer Science 2025-05-28 Thanh Son Nguyen , Van Thanh Nguyen , Dang Minh Duc Nguyen

The field of imbalanced self-supervised learning, especially in the context of tabular data, has not been extensively studied. Existing research has predominantly focused on image datasets. This paper aims to fill this gap by examining the…

Machine Learning · Computer Science 2024-03-26 Samuel Stocksieker , Denys Pommeret , Arthur Charpentier

Large-scale self-supervised pre-training Transformer architecture have significantly boosted the performance for various tasks in natural language processing (NLP) and computer vision (CV). However, there is a lack of researches on…

Machine Learning · Computer Science 2022-10-06 Peiwang Tang , Xianchao Zhang

Nowadays, time series forecasting is predominantly approached through the end-to-end training of deep learning architectures using error-based objectives. While this is effective at minimizing average loss, it encourages the encoder to…

Machine Learning · Computer Science 2026-03-26 Jiacheng Wang , Liang Fan , Baihua Li , Luyan Zhang

Deep neural networks (DNNs) play a significant role in an increasing body of research on traffic forecasting due to their effectively capturing spatiotemporal patterns embedded in traffic data. A general assumption of training the said…

Machine Learning · Computer Science 2025-10-29 Fuqiang Liu , Weiping Ding , Luis Miranda-Moreno , Lijun Sun

This paper studies a conceptually simple extension of Masked Autoencoders (MAE) to spatiotemporal representation learning from videos. We randomly mask out spacetime patches in videos and learn an autoencoder to reconstruct them in pixels.…

Computer Vision and Pattern Recognition · Computer Science 2022-10-24 Christoph Feichtenhofer , Haoqi Fan , Yanghao Li , Kaiming He

Masked autoencoder (MAE), a simple and effective self-supervised learning framework based on the reconstruction of masked image regions, has recently achieved prominent success in a variety of vision tasks. Despite the emergence of…

Machine Learning · Computer Science 2023-06-09 Lingjing Kong , Martin Q. Ma , Guangyi Chen , Eric P. Xing , Yuejie Chi , Louis-Philippe Morency , Kun Zhang

Unlabeled data are increasingly prevalent in contemporary economic studies, yet their effective use for improving prediction remains challenging because the outcomes are often costly or even infeasible to observe. Machine learning methods…

Methodology · Statistics 2026-05-12 Fuzhi Xu , Xingyu Yan , Xinyu Zhang

Recurrent Neural Networks (RNN) received a vast amount of attention last decade. Recently, the architectures of Recurrent AutoEncoders (RAE) found many applications in practice. RAE can extract the semantically valuable information, called…

Machine Learning · Computer Science 2021-06-14 Robert Susik

The quest for accurate economic forecasting has traditionally been dominated by econometric models, which most of the times rely on the assumptions of linear relationships and stationarity in of the data. However, the complex and often…

Machine Learning · Computer Science 2025-02-28 Bogdan Oancea

The ubiquity of missing data in urban intelligence systems, attributable to adverse environmental conditions and equipment failures, poses a significant challenge to the efficacy of downstream applications, notably in the realms of traffic…

Machine Learning · Computer Science 2026-05-25 Songyu Ke , Chenyu Wu , Yuxuan Liang , Huiling Qin , Junbo Zhang , Yu Zheng

Sparse autoencoders (SAEs) have received considerable recent attention as tools for mechanistic interpretability, showing success at extracting interpretable features even from very large LLMs. However, this research has been largely…

Machine Learning · Computer Science 2025-05-20 Jeremy Budd , Javier Ideami , Benjamin Macdowall Rynne , Keith Duggar , Randall Balestriero

For the last ten years, utilities have observed on-going transitions on consumers' load curves. The previously flat load curves have more frequently turned into duck-shape. This is jointly caused by the increasing household loads as well as…

Signal Processing · Electrical Eng. & Systems 2019-02-22 Xinan Wang , Yishen Wang , Di Shi , Jianhui Wang

Compared to humans, machine learning models generally require significantly more training examples and fail to extrapolate from experience to solve previously unseen challenges. To help close this performance gap, we augment single-task…

Machine Learning · Computer Science 2018-07-27 Tailin Wu , John Peurifoy , Isaac L. Chuang , Max Tegmark