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Nowadays, time series forecasting is predominantly approached through the end-to-end training of deep learning architectures using error-based objectives. While this is effective at minimizing average loss, it encourages the encoder to…
An array of large observational programs using ground-based and space-borne telescopes is planned in the next decade. The forthcoming wide-field sky surveys are expected to deliver a sheer volume of data exceeding an exabyte. Processing the…
Developments in Deep Learning have significantly improved time series forecasting by enabling more accurate modeling of complex temporal dependencies inherent in sequential data. The effectiveness of such models is often demonstrated on…
Forecasting high-dimensional time series plays a crucial role in many applications such as demand forecasting and financial predictions. Modern datasets can have millions of correlated time-series that evolve together, i.e they are…
We introduce a new methodology for forecasting which we call Signal Diffusion Mapping. Our approach accommodates features of real world financial data which have been ignored historically in existing forecasting methodologies. Our method…
We describe the design and implementation of an autonomous adaptive software agent that addresses the practical problem of observing undersampled, periodic, time-varying phenomena using a network of HTN-compliant robotic telescopes. The…
In numerical modeling of the Earth System, many processes remain unknown or ill represented (let us quote sub-grid processes, the dependence to unknown latent variables or the non-inclusion of complex dynamics in numerical models) but…
We extend the feature selection methodology to dependent data and propose a novel time series predictor selection scheme that accommodates statistical dependence in a more typical i.i.d sub-sampling based framework. Furthermore, the…
Weather forecasting is essential for various human activities. Recent data-driven models have outperformed numerical weather prediction by utilizing deep learning in forecasting performance. However, challenges remain in efficiently…
Recent deep learning models for Long-term Time Series Forecasting (LTSF) often emphasize complex, handcrafted designs, while simpler architectures like linear models or MLPs have often outperformed these intricate solutions. In this paper,…
In recent years, both online and offline deep learning models have been developed for time series forecasting. However, offline deep forecasting models fail to adapt effectively to changes in time-series data, while online deep forecasting…
Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…
A new general procedure for a priori selection of more predictable events from a time series of observed variable is proposed. The procedure is applicable to time series which contains different types of events that feature significantly…
Recent works for time-series forecasting more and more leverage the high predictive power of Deep Learning models. With this increase in model complexity, however, comes a lack in understanding of the underlying model decision process,…
This paper presents a meta-learning based, automatic distribution system load forecasting model selection framework. The framework includes the following processes: feature extraction, candidate model labeling, offline training, and online…
Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate…
Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…
Machine learning methods have been shown to be effective for weather forecasting, based on the speed and accuracy compared to traditional numerical models. While early efforts primarily concentrated on deterministic predictions, the field…
In contemporary data-driven environments, the generation and processing of multivariate time series data is an omnipresent challenge, often complicated by time delays between different time series. These delays, originating from a multitude…
We introduce a novel ensemble approach for feature selection based on hierarchical stacking for non-stationarity and/or a limited number of samples with a large number of features. Our approach exploits the co-dependency between features…