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Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…
In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…
Time-series data exists in every corner of real-world systems and services, ranging from satellites in the sky to wearable devices on human bodies. Learning representations by extracting and inferring valuable information from these time…
Multivariate time series have many applications, from healthcare and meteorology to life science. Although deep learning models have shown excellent predictive performance for time series, they have been criticised for being "black-boxes"…
Several applications in time series forecasting require predicting multiple steps ahead. Despite the vast amount of literature in the topic, both classical and recent deep learning based approaches have mostly focused on minimising…
Deep-learning-based data-driven forecasting methods have produced impressive results for traffic forecasting. A major limitation of these methods, however, is that they provide forecasts without estimates of uncertainty, which are critical…
Real-world time series are often governed by complex nonlinear dynamics. Understanding these underlying dynamics is crucial for precise future prediction. While deep learning has achieved major success in time series forecasting, many…
Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…
Accurate and reliable energy time series prediction is of great significance for power generation planning and allocation. At present, deep learning time series prediction has become the mainstream method. However, the multi-scale time…
Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…
Time Series Alignment is a critical task in signal processing with numerous real-world applications. In practice, signals often exhibit temporal shifts and scaling, making classification on raw data prone to errors. This paper introduces a…
A large number of time series forecasting models including traditional statistical models, machine learning models and more recently deep learning have been proposed in the literature. However, choosing the right model along with good…
The R package BigVAR allows for the simultaneous estimation of high-dimensional time series by applying structured penalties to the conventional vector autoregression (VAR) and vector autoregression with exogenous variables (VARX)…
End-to-end data-driven machine learning methods often have exuberant requirements in terms of quality and quantity of training data which are often impractical to fulfill in real-world applications. This is specifically true in time series…
A robust model for time series forecasting is highly important in many domains, including but not limited to financial forecast, air temperature and electricity consumption. To improve forecasting performance, traditional approaches usually…
Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…
While large volumes of unlabeled data are usually available, associated labels are often scarce. The unsupervised domain adaptation problem aims at exploiting labels from a source domain to classify data from a related, yet different,…
Ensembling is a powerful technique for improving the accuracy of machine learning models, with methods like stacking achieving strong results in tabular tasks. In time series forecasting, however, ensemble methods remain underutilized, with…
One of the challenging questions in time series forecasting is how to find the best algorithm. In recent years, a recommender system scheme has been developed for time series analysis using a meta-learning approach. This system selects the…
The rapid development of time series forecasting research has brought many deep learning-based modules in this field. However, despite the increasing amount of new forecasting architectures, it is still unclear if we have leveraged the full…