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A large collection of time series poses significant challenges for classical and neural forecasting approaches. Classical time series models fail to fit data well and to scale to large problems, but succeed at providing uncertainty…

Machine Learning · Statistics 2018-12-04 Danielle C. Maddix , Yuyang Wang , Alex Smola

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

Statistical methods such as the Box-Jenkins method for time-series forecasting have been prominent since their development in 1970. Many researchers rely on such models as they can be efficiently estimated and also provide interpretability.…

Machine Learning · Computer Science 2021-05-10 Indrajeet Y. Javeri , Mohammadhossein Toutiaee , Ismailcem B. Arpinar , Tom W. Miller , John A. Miller

Sales pipeline analysis is fundamental to proactive management of an enterprize's sales pipeline and critical for business success. In particular, win propensity prediction, which involves quantitatively estimating the likelihood that…

Computers and Society · Computer Science 2015-02-24 Junchi Yan , Min Gong , Changhua Sun , Jin Huang , Stephen M. Chu

Deep neural networks (DNN) have achieved remarkable success in various fields, including computer vision and natural language processing. However, training an effective DNN model still poses challenges. This paper aims to propose a method…

Machine Learning · Computer Science 2024-07-03 Hejie Ying , Mengmeng Song , Yaohong Tang , Shungen Xiao , Zimin Xiao

Researchers have proposed a variety of predictive business process monitoring (PBPM) techniques aiming to predict future process behaviour during the process execution. Especially, techniques for the next activity prediction anticipate…

Machine Learning · Computer Science 2020-05-05 S. Weinzierl , S. Zilker , J. Brunk , K. Revoredo , A. Nguyen , M. Matzner , J. Becker , B. Eskofier

In this paper, we propose another version of help-training approach by employing a Probabilistic Neural Network (PNN) that improves the performance of the main discriminative classifier in the semi-supervised strategy. We introduce the…

Machine Learning · Computer Science 2015-09-07 Hamidreza Farhidzadeh

Non-stationary time series with non-linear trends are frequently encountered in applications. We consider here the feasibility of accurately forecasting the signals of multiple such time series considering jointly when the number of…

Methodology · Statistics 2016-08-05 Kerry Fendick

Quantifying uncertainty in weather forecasts is critical, especially for predicting extreme weather events. This is typically accomplished with ensemble prediction systems, which consist of many perturbed numerical weather simulations, or…

Machine Learning · Computer Science 2021-03-17 Peter Grönquist , Chengyuan Yao , Tal Ben-Nun , Nikoli Dryden , Peter Dueben , Shigang Li , Torsten Hoefler

Sequential models like recurrent neural networks and transformers have become standard for probabilistic multivariate time series forecasting across various domains. Despite their strengths, they struggle with capturing high-dimensional…

Machine Learning · Computer Science 2024-10-07 Yu Chen , Marin Biloš , Sarthak Mittal , Wei Deng , Kashif Rasul , Anderson Schneider

Deep probabilistic time series forecasting has gained attention for its ability to provide nonlinear approximation and valuable uncertainty quantification for decision-making. However, existing models often oversimplify the problem by…

Machine Learning · Statistics 2024-10-22 Vincent Zhihao Zheng , Seongjin Choi , Lijun Sun

This paper develops an approach for multi-step forecasting of dynamical systems by integrating probabilistic input forecasting with physics-informed output prediction. Accurate multi-step forecasting of time series systems is important for…

Machine Learning · Statistics 2026-01-13 Mahdi Nasiri , Johanna Kortelainen , Simo Särkkä

Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…

Machine Learning · Statistics 2018-10-26 Bernardo Pérez Orozco , Gabriele Abbati , Stephen Roberts

Accurate and trustworthy epidemic forecasting is an important problem that has impact on public health planning and disease mitigation. Most existing epidemic forecasting models disregard uncertainty quantification, resulting in…

Machine Learning · Computer Science 2021-11-16 Harshavardhan Kamarthi , Lingkai Kong , Alexander Rodríguez , Chao Zhang , B. Aditya Prakash

Probabilistic programs with mixed support (both continuous and discrete latent random variables) commonly appear in many probabilistic programming systems (PPSs). However, the existence of the discrete random variables prohibits many basic…

Machine Learning · Computer Science 2020-03-06 David Tolpin , Yuan Zhou , Hongseok Yang

High-dimensional functional time series (HDFTS) are often characterized by nonlinear trends and high spatial dimensions. Such data poses unique challenges for modeling and forecasting due to the nonlinearity, nonstationarity, and high…

Machine Learning · Statistics 2025-03-28 Haixu Wang , Jiguo Cao

Time series forecasting plays a crucial role in contemporary engineering information systems for supporting decision-making across various industries, where Recurrent Neural Networks (RNNs) have been widely adopted due to their capability…

Machine Learning · Computer Science 2026-01-14 Xin Lai , Shiming Deng , Lu Yu , Yumin Lai , Shenghao Qiao , Xinze Zhang

Deep neural networks (DNNs) have been widely applied to solve real-world regression problems. However, selecting optimal network structures remains a significant challenge. This study addresses this issue by linking neuron selection in DNNs…

Computation · Statistics 2025-09-30 Noah Yi-Ting Hung , Li-Hsiang Lin , Vince D. Calhoun

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

For the last few years it has been observed that the Deep Neural Networks (DNNs) has achieved an excellent success in image classification, speech recognition. But DNNs are suffer great deal of challenges for time series forecasting because…

Machine Learning · Computer Science 2019-01-09 Samit Bhanja , Abhishek Das