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Automated machine learning (AutoML) streamlines the creation of ML models. While most methods select the "best" model based on predictive quality, it's crucial to acknowledge other aspects, such as interpretability and resource consumption.…

Machine Learning · Computer Science 2023-12-21 Raphael Fischer , Amal Saadallah

We introduce the TimeGym Forecasting Debugging Toolkit, a Python library for testing and debugging time series forecasting pipelines. TimeGym simplifies the testing forecasting pipeline by providing generic tests for forecasting pipelines…

Machine Learning · Computer Science 2021-05-05 Diogo Seca

This work describes the selection approach and analysis of existing AutoML frameworks regarding their capability of a) incorporating Quantum Machine Learning (QML) algorithms into this automated solving approach of the AutoML framing and b)…

Machine Learning · Computer Science 2023-10-09 Dennis Klau , Marc Zöller , Christian Tutschku

Time series forecasting aims to model temporal dependencies among variables for future state inference, holding significant importance and widespread applications in real-world scenarios. Although deep learning-based methods have achieved…

Machine Learning · Computer Science 2026-05-21 Zesen Wang , Lijuan Lan , Yonggang Li

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 field of AutoML has made remarkable progress in post-hoc model selection, with libraries capable of automatically identifying the most performing models for a given dataset. Nevertheless, these methods often rely on exhaustive…

Machine Learning · Computer Science 2025-10-03 Yannis Belkhiter , Seshu Tirupathi , Giulio Zizzo , Sachin Sharma , John D. Kelleher

The exponential growth of complex data demands fully automatic clustering. Gaussian mixture models (GMMs) provide uncertainty-aware grouping but often require expertise to specify hyperparameters, e.g., component count and covariance…

Machine Learning · Computer Science 2025-09-10 Tingshan Liu , Thomas L. Athey , Benjamin D. Pedigo , Joshua T. Vogelstein

Power system time series analytics is critical in understanding the system operation conditions and predicting the future trends. Despite the wide adoption of Artificial Intelligence (AI) tools, many AI-based time series analytical models…

Signal Processing · Electrical Eng. & Systems 2025-11-12 Zhenghao Zhou , Yiyan Li , Xinjie Yu , Runlong Liu , Zelin Guo , Zheng Yan , Mo-Yuen Chow , Yuqi Yang , Yang Xu

In recent years, great progress has been made in the field of forecasting meteorological variables. Recently, deep learning architectures have made a major breakthrough in forecasting the daily average temperature over a ten-day horizon.…

Time series analysis provides essential insights for real-world system dynamics and informs downstream decision-making, yet most existing methods often overlook the rich contextual signals present in auxiliary modalities. To bridge this…

Machine Learning · Computer Science 2026-03-24 Yushan Jiang , Wenchao Yu , Geon Lee , Dongjin Song , Kijung Shin , Wei Cheng , Yanchi Liu , Haifeng Chen

Existing works on general time series forecasting build foundation models with heavy model parameters through large-scale multi-source pre-training. These models achieve superior generalization ability across various datasets at the cost of…

Machine Learning · Computer Science 2025-06-09 Yihang Wang , Yuying Qiu , Peng Chen , Yang Shu , Zhongwen Rao , Lujia Pan , Bin Yang , Chenjuan Guo

Time series forecasting is fundamental for various use cases in different domains such as energy systems and economics. Creating a forecasting model for a specific use case requires an iterative and complex design process. The typical…

Machine Learning · Computer Science 2022-08-11 Stefan Meisenbacher , Marian Turowski , Kaleb Phipps , Martin Rätz , Dirk Müller , Veit Hagenmeyer , Ralf Mikut

Time-series forecasting in real-world applications such as finance and energy often faces challenges due to limited training data and complex, noisy temporal dynamics. Existing deep forecasting models typically supervise predictions using…

Machine Learning · Computer Science 2026-01-14 Jiacheng You , Jingcheng Yang , Yuhang Xie , Zhongxuan Wu , Xiucheng Li , Feng Li , Pengjie Wang , Jian Xu , Bo Zheng , Xinyang Chen

Score-driven models, also known as generalized autoregressive score models, represent a class of observation-driven time series models. They possess powerful properties, such as the ability to model different conditional distributions and…

Computation · Statistics 2020-08-27 Guilherme Bodin , Raphael Saavedra , Cristiano Fernandes , Alexandre Street

Recent years have witnessed tremendously improved efficiency of Automated Machine Learning (AutoML), especially Automated Deep Learning (AutoDL) systems, but recent work focuses on tabular, image, or NLP tasks. So far, little attention has…

Machine Learning · Computer Science 2022-07-25 Difan Deng , Florian Karl , Frank Hutter , Bernd Bischl , Marius Lindauer

A precise forecast for droughts is of considerable value to scientific research, agriculture, and water resource management. With emerging developments of data-driven approaches for hydro-climate modeling, this paper investigates an…

Machine Learning · Computer Science 2022-08-25 Shiheng Duan , Xiurui Zhang

AI tasks encompass a wide range of domains and fields. While numerous AI models have been designed for specific tasks and applications, they often require considerable human efforts in finding the right model architecture, optimization…

Computation and Language · Computer Science 2023-05-05 Shujian Zhang , Chengyue Gong , Lemeng Wu , Xingchao Liu , Mingyuan Zhou

The proposed method in this paper is designed to address the problem of time series forecasting. Although some exquisitely designed models achieve excellent prediction performances, how to extract more useful information and make accurate…

Artificial Intelligence · Computer Science 2023-02-01 Yuanpeng He

Automated Machine Learning (AutoML) is an area of research that focuses on developing methods to generate machine learning models automatically. The idea of being able to build machine learning models with very little human intervention…

Machine Learning · Computer Science 2023-08-31 Hernan Ceferino Vazquez

Large language models (LLMs) have been applied in many fields and have developed rapidly in recent years. As a classic machine learning task, time series forecasting has recently been boosted by LLMs. Recent works treat large language…

Computation and Language · Computer Science 2024-12-31 Hua Tang , Chong Zhang , Mingyu Jin , Qinkai Yu , Zhenting Wang , Xiaobo Jin , Yongfeng Zhang , Mengnan Du