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The main objective of the M5 competition, which focused on forecasting the hierarchical unit sales of Walmart, was to evaluate the accuracy and uncertainty of forecasting methods in the field in order to identify best practices and…

Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular…

Machine Learning · Computer Science 2026-02-06 Shunya Nagashima , Shuntaro Suzuki , Shuitsu Koyama , Shinnosuke Hirano

Time series has attracted a lot of attention in many fields today. Time series forecasting algorithm based on complex network analysis is a research hotspot. How to use time series information to achieve more accurate forecasting is a…

Social and Information Networks · Computer Science 2022-08-23 Tianxiang Zhan , Fuyuan Xiao

A common forecasting setting in real world applications considers a set of possibly heterogeneous time series of the same domain. Due to different properties of each time series such as length, obtaining forecasts for each individual time…

Methodology · Statistics 2024-01-31 Lukas Neubauer , Peter Filzmoser

Sequential fashion recommendation is of great significance in online fashion shopping, which accounts for an increasing portion of either fashion retailing or online e-commerce. The key to building an effective sequential fashion…

Information Retrieval · Computer Science 2021-06-01 Yujuan Ding , Yunshan Ma , Wai Keung Wong , Tat-Seng Chua

In an increasingly customer-centric business environment, effective communication between marketing and senior management is crucial for success. With the rise of globalization and increased competition, utilizing new data mining techniques…

Artificial Intelligence · Computer Science 2023-02-06 Mahmoud SalahEldin Kasem , Mohamed Hamada , Islam Taj-Eddin

Long-term forecasting of multivariate urban data poses a significant challenge due to the complex spatiotemporal dependencies inherent in such datasets. This paper presents DST, a novel multivariate time-series forecasting model that…

Machine Learning · Computer Science 2025-08-28 Amirhossein Sohrabbeig , Omid Ardakanian , Petr Musilek

Knowing the actual precipitation in space and time is critical in hydrological modelling applications, yet the spatial coverage with rain gauge stations is limited due to economic constraints. Gridded satellite precipitation datasets offer…

Signal Processing · Electrical Eng. & Systems 2023-08-04 Hristos Tyralis , Georgia Papacharalampous , Nikolaos Doulamis , Anastasios Doulamis

Significant research effort has been devoted in recent years to developing personalized pricing, promotions, and product recommendation algorithms that can leverage rich customer data to learn and earn. Systematic benchmarking and…

Applications · Statistics 2023-12-22 Yu Xia , Ali Arian , Sriram Narayanamoorthy , Joshua Mabry

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Statistical Finance · Quantitative Finance 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

This study develops a digitalized forecasting-inventory optimization pipeline integrating traditional forecasting models, machine learning regressors, and deep sequence models within a unified inventory simulation framework. Using the M5…

Artificial Intelligence · Computer Science 2026-03-18 Swata Marik , Swayamjit Saha , Garga Chatterjee

Time-series forecasts play a critical role in business planning. However, forecasters typically optimize objectives that are agnostic to downstream business goals and thus can produce forecasts misaligned with business preferences. In this…

Machine Learning · Computer Science 2023-08-28 Helen Zhou , Sercan O. Arik , Jingtao Wang

By successfully solving the problem of forecasting, the processes in the work of various companies are optimized and savings are achieved. In this process, the analysis of time series data is of particular importance. Since the creation of…

Artificial Intelligence · Computer Science 2021-05-04 Emir Zunic , Kemal Korjenic , Sead Delalic , Zlatko Subara

Parametric autoregressive moving average models with exogenous terms (ARMAX) have been widely used in the literature. Usually, these models consider a conditional mean or median dynamics, which limits the analysis. In this paper, we…

Methodology · Statistics 2022-06-02 Alan Dasilva , Helton Saulo , Roberto Vila , Jose A. Fiorucci , Suvra Pal

Predicting the stock market trend has always been challenging since its movement is affected by many factors. Here, we approach the future trend prediction problem as a machine learning classification problem by creating tomorrow_trend…

Statistical Finance · Quantitative Finance 2022-01-31 Taylan Kabbani , Fatih Enes Usta

Accurate forecasting in the e-commerce finance domain is particularly challenging due to irregular invoice schedules, payment deferrals, and user-specific behavioral variability. These factors, combined with sparse datasets and short…

Machine Learning · Computer Science 2025-09-25 Abhishek Sharma , Anat Parush , Sumit Wadhwa , Amihai Savir , Anne Guinard , Prateek Srivastava

This study investigates the forecasting accuracy of human experts versus Large Language Models (LLMs) in the retail sector, particularly during standard and promotional sales periods. Utilizing a controlled experimental setup with 123 human…

Machine Learning · Computer Science 2024-05-20 MAhdi Abolghasemi , Odkhishig Ganbold , Kristian Rotaru

Seasonal-trend decomposition is one of the most fundamental concepts in time series analysis that supports various downstream tasks, including time series anomaly detection and forecasting. However, existing decomposition methods rely on…

Machine Learning · Computer Science 2023-04-05 Xiao He , Ye Li , Jian Tan , Bin Wu , Feifei Li

Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…

Machine Learning · Statistics 2024-06-25 Derck W. E. Prinzhorn , Thijmen Nijdam , Putri A. van der Linden , Alexander Timans

Lately, personalized marketing has become important for retail/e-retail firms due to significant rise in online shopping and market competition. Increase in online shopping and high market competition has led to an increase in promotional…

Machine Learning · Computer Science 2020-10-19 Ankur Verma