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Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

We introduce a neural network conformal prediction method for time series that enhances adaptivity in non-stationary environments. Our approach acts as a neural controller designed to achieve desired target coverage, leveraging auxiliary…

Machine Learning · Computer Science 2024-12-25 Ruipu Li , Alexander Rodríguez

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…

Machine Learning · Computer Science 2020-05-26 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Xiaojun Chang , Chengqi Zhang

With an ever-increasing number of sensors in modern society, spatio-temporal time series forecasting has become a de facto tool to make informed decisions about the future. Most spatio-temporal forecasting models typically comprise distinct…

Machine Learning · Computer Science 2023-03-24 Lars Ødegaard Bentsen , Narada Dilp Warakagoda , Roy Stenbro , Paal Engelstad

Spatio-temporal forecasting is an open research field whose interest is growing exponentially. In this work we focus on creating a complex deep neural framework for spatio-temporal traffic forecasting with comparatively very good…

Machine Learning · Computer Science 2020-10-22 Rodrigo de Medrano , José L. Aznarte

Accurate and robust weather forecasting remains a fundamental challenge due to the inherent spatio-temporal complexity of atmospheric systems. In this paper, we propose a novel self-supervised learning framework that leverages…

Machine Learning · Computer Science 2025-11-04 Yao Liu

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

Machine Learning · Computer Science 2024-05-10 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Current time-series forecasting problems use short-term weather attributes as exogenous inputs. However, in specific time-series forecasting solutions (e.g., demand prediction in the supply chain), seasonal climate predictions are crucial…

Machine Learning · Computer Science 2023-09-06 Smit Marvaniya , Jitendra Singh , Nicolas Galichet , Fred Ochieng Otieno , Geeth De Mel , Kommy Weldemariam

As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…

Machine Learning · Statistics 2020-12-23 Federico Amato , Fabian Guignard , Sylvain Robert , Mikhail Kanevski

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

Systematic generalization aims to evaluate reasoning about novel combinations from known components, an intrinsic property of human cognition. In this work, we study systematic generalization of NNs in forecasting future time series of…

Machine Learning · Computer Science 2021-03-09 Hritik Bansal , Gantavya Bhatt , Pankaj Malhotra , Prathosh A. P

Spatiotemporal graph neural networks have shown to be effective in time series forecasting applications, achieving better performance than standard univariate predictors in several settings. These architectures take advantage of a graph…

Machine Learning · Computer Science 2023-11-13 Andrea Cini , Ivan Marisca , Daniele Zambon , Cesare Alippi

Seasonal time series Forecasting remains a challenging problem due to the long-term dependency from seasonality. In this paper, we propose a two-stage framework to forecast univariate seasonal time series. The first stage explicitly learns…

Machine Learning · Computer Science 2021-06-08 Qingyang Xu , Qingsong Wen , Liang Sun

An increasing body of research focuses on using neural networks to model time series. A common assumption in training neural networks via maximum likelihood estimation on time series is that the errors across time steps are uncorrelated.…

Machine Learning · Computer Science 2021-10-12 Fan-Keng Sun , Christopher I. Lang , Duane S. Boning

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

The atmosphere is chaotic. This fundamental property of the climate system makes forecasting weather incredibly challenging: it's impossible to expect weather models to ever provide perfect predictions of the Earth system beyond timescales…

Atmospheric and Oceanic Physics · Physics 2020-12-15 Elizabeth A. Barnes , Kirsten Mayer , Benjamin Toms , Zane Martin , Emily Gordon

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Machine Learning · Computer Science 2025-08-15 Luca-Andrei Fechete , Mohamed Sana , Fadhel Ayed , Nicola Piovesan , Wenjie Li , Antonio De Domenico , Tareq Si Salem

We consider the commonly encountered situation (e.g., in weather forecasting) where the goal is to predict the time evolution of a large, spatiotemporally chaotic dynamical system when we have access to both time series data of previous…

In the current context of Big Data, the nature of many forecasting problems has changed from predicting isolated time series to predicting many time series from similar sources. This has opened up the opportunity to develop competitive…

Machine Learning · Computer Science 2021-03-23 Hansika Hewamalage , Christoph Bergmeir , Kasun Bandara
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