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Seasonal forecasting remains challenging due to the inherent chaotic nature of atmospheric dynamics. This paper introduces DeepSeasons, a novel deep learning approach designed to enhance the accuracy and reliability of seasonal forecasts.…
Time series forecasts are widely used to inform decisions. Human decision-makers interpret these forecasts, incorporate prior experience and uncertainty about future outcomes, and then make a decision. In this paper, we propose a new…
Forecasting is critical in areas such as finance, biology, and healthcare. Despite the progress in the field, making accurate forecasts remains challenging because real-world time series contain both global trends, local fine-grained…
A model-based approach to forecasting chaotic dynamical systems utilizes knowledge of the physical processes governing the dynamics to build an approximate mathematical model of the system. In contrast, machine learning techniques have…
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…
Time-series forecasting has been an important research domain for so many years. Its applications include ECG predictions, sales forecasting, weather conditions, even COVID-19 spread predictions. These applications have motivated many…
Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…
An important task for any large-scale organization is to prepare forecasts of key performance metrics. Often these organizations are structured in a hierarchical manner and for operational reasons, projections of these metrics may have been…
Telescope arrays are receiving increasing attention due to their promise of higher resource utilization, greater sky survey area, and higher frequency of full space-time monitoring than single telescopes. Compared with the ordinary…
In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…
Probabilistic time series forecasting involves estimating the distribution of future based on its history, which is essential for risk management in downstream decision-making. We propose a deep state space model for probabilistic time…
Forecasting future weather and climate is inherently difficult. Machine learning offers new approaches to increase the accuracy and computational efficiency of forecasts, but current methods are unable to accurately model uncertainty in…
In the field of machine learning and artificial intelligence, time series forecasting plays a pivotal role across various domains such as finance, healthcare, and weather. However, the task of selecting the most suitable forecasting method…
This paper presents non-parametric baseline models for time series forecasting. Unlike classical forecasting models, the proposed approach does not assume any parametric form for the predictive distribution and instead generates predictions…
Probabilistic forecasting, i.e. estimating the probability distribution of a time series' future given its past, is a key enabler for optimizing business processes. In retail businesses, for example, forecasting demand is crucial for having…
Atmospheric models used for weather and climate prediction are traditionally formulated in a deterministic manner. In other words, given a particular state of the resolved scale variables, the most likely forcing from the sub-grid scale…
Weather station data is a valuable resource for climate prediction, however, its reliability can be limited in remote locations. To compound the issue, making local predictions often relies on sensor data that may not be accessible for a…
A large collection of time series poses significant challenges for classical and neural forecasting approaches. Classical time series models fail to fit data well and to scale to large problems, but succeed at providing uncertainty…
Time series forecasting is widely used in business intelligence, e.g., forecast stock market price, sales, and help the analysis of data trend. Most time series of interest are macroscopic time series that are aggregated from microscopic…
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…