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Time series forecasting always faces the challenge of concept drift, where data distributions evolve over time, leading to a decline in forecast model performance. Existing solutions are based on online learning, which continually organize…

Machine Learning · Computer Science 2025-12-19 Lifan Zhao , Yanyan Shen

Urban time series data forecasting featuring significant contributions to sustainable development is widely studied as an essential task of the smart city. However, with the dramatic and rapid changes in the world environment, the…

Machine Learning · Computer Science 2023-11-27 Zekun Cai , Renhe Jiang , Xinyu Yang , Zhaonan Wang , Diansheng Guo , Hiroki Kobayashi , Xuan Song , Ryosuke Shibasaki

Online updating of time series forecasting models aims to tackle the challenge of concept drifting by adjusting forecasting models based on streaming data. While numerous algorithms have been developed, most of them focus on model design…

Machine Learning · Computer Science 2024-03-25 YiFan Zhang , Weiqi Chen , Zhaoyang Zhu , Dalin Qin , Liang Sun , Xue Wang , Qingsong Wen , Zhang Zhang , Liang Wang , Rong Jin

This work focuses on classification over time series data. When a time series is generated by non-stationary phenomena, the pattern relating the series with the class to be predicted may evolve over time (concept drift). Consequently,…

Machine Learning · Computer Science 2020-04-02 Eric L. Manibardo , Ibai Laña , Jesus L. Lobo , Javier Del Ser

Online Time Series Forecasting (OTSF) requires models to continuously adapt to concept drift. However, existing methods often treat concept drift as a monolithic phenomenon. To address this limitation, we first redefine concept drift by…

Machine Learning · Computer Science 2026-03-11 Seungha Hong , Sukang Chae , Suyeon Kim , Sanghwan Jang , Hwanjo Yu

Time Series Forecasting is at the core of many practical applications such as sales forecasting for business, rainfall forecasting for agriculture and many others. Though this problem has been extensively studied for years, it is still…

Machine Learning · Computer Science 2020-03-23 Anirban Chatterjee , Subhadip Paul , Uddipto Dutta , Smaranya Dey

Besides the classical offline setup of machine learning, stream learning constitutes a well-established setup where data arrives over time in potentially non-stationary environments. Concept drift, the phenomenon that the underlying…

Machine Learning · Computer Science 2024-12-13 Fabian Hinder , Valerie Vaquet , David Komnick , Barbara Hammer

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Computational Engineering, Finance, and Science · Computer Science 2026-01-21 Zhangyao Song , Nanqing Jiang , Miaohong He , Xiaoyu Zhao , Tao Guo

Dealing with an unbounded data stream involves overcoming the assumption that data is identically distributed and independent. A data stream can, in fact, exhibit temporal dependencies (i.e., be a time series), and data can change…

Machine Learning · Computer Science 2026-03-04 Federico Giannini , Giacomo Ziffer , Emanuele Della Valle

The fast adaptation capability of deep neural networks in non-stationary environments is critical for online time series forecasting. Successful solutions require handling changes to new and recurring patterns. However, training deep neural…

Machine Learning · Computer Science 2022-10-18 Quang Pham , Chenghao Liu , Doyen Sahoo , Steven C. H. Hoi

Resampling methods such as the bootstrap have proven invaluable in the field of machine learning. However, the applicability of traditional bootstrap methods is limited when dealing with large streams of dependent data, such as time series…

Machine Learning · Statistics 2024-02-28 Nicolai Palm , Thomas Nagler

In this work, we tackle two widespread challenges in real applications for time-series forecasting that have been largely understudied: distribution shifts and missing data. We propose SpectraNet, a novel multivariate time-series…

Machine Learning · Computer Science 2022-10-26 Cristian Challu , Peihong Jiang , Ying Nian Wu , Laurent Callot

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.…

Machine Learning · Computer Science 2024-04-30 Vitor Cerqueira , Nuno Moniz , Ricardo Inácio , Carlos Soares

Accurate network synchronization is a key enabler for services such as coherent transmission, cooperative decoding, and localization in distributed and cell-free networks. Unlike centralized networks, where synchronization is generally…

Signal Processing · Electrical Eng. & Systems 2023-03-03 Dieter Verbruggen , Hazem Sallouha , Sofie Pollin

Deep learning approaches are increasingly used to tackle forecasting tasks involving datasets with multiple univariate time series. A key factor in the successful application of these methods is a large enough training sample size, which is…

Machine Learning · Computer Science 2025-01-06 Vitor Cerqueira , Moisés Santos , Luis Roque , Yassine Baghoussi , Carlos Soares

Trajectory prediction plays a crucial role in autonomous driving. Existing mainstream research and continuoual learning-based methods all require training on complete datasets, leading to poor prediction accuracy when sudden changes in…

Machine Learning · Computer Science 2023-09-13 Pengfei Yao , Tianlu Mao , Min Shi , Jingkai Sun , Zhaoqi Wang

We present online prediction methods for time series that let us explicitly handle nonstationary artifacts (e.g. trend and seasonality) present in most real time series. Specifically, we show that applying appropriate transformations to…

Machine Learning · Statistics 2018-08-28 Christopher Xie , Avleen Bijral , Juan Lavista Ferres

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

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

Tree-based models have been successfully applied to a wide variety of tasks, including time series forecasting. They are increasingly in demand and widely accepted because of their comparatively high level of interpretability. However, many…

Machine Learning · Computer Science 2024-01-03 Matthias Jakobs , Amal Saadallah
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