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Related papers: Unified Long-Term Time-Series Forecasting Benchmar…

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Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…

Machine Learning · Computer Science 2021-01-27 Nam Nguyen , Brian Quanz

Accurate time series forecasting is a highly valuable endeavour with applications across many industries. Despite recent deep learning advancements, increased model complexity, and larger model sizes, many state-of-the-art models often…

Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR),…

Machine Learning · Computer Science 2019-03-05 Sima Siami-Namini , Akbar Siami Namin

The paper presents a spatio-temporal wind speed forecasting algorithm using Deep Learning (DL)and in particular, Recurrent Neural Networks(RNNs). Motivated by recent advances in renewable energy integration and smart grids, we apply our…

Machine Learning · Computer Science 2017-07-27 Amir Ghaderi , Borhan M. Sanandaji , Faezeh Ghaderi

This paper gives an overview on how to develop a dense and deep neural network for making a time series prediction. First, the history and cornerstones in Artificial Intelligence and Machine Learning will be presented. After a short…

Machine Learning · Computer Science 2025-03-11 Bojan Lukić

For any financial organization, computing accurate quarterly forecasts for various products is one of the most critical operations. As the granularity at which forecasts are needed increases, traditional statistical time series models may…

Machine Learning · Computer Science 2020-01-28 Allison Koenecke , Amita Gajewar

Large pre-trained models have been vital in recent advancements in domains like language and vision, making model training for individual downstream tasks more efficient and provide superior performance. However, tackling time-series…

Machine Learning · Computer Science 2024-12-06 Harshavardhan Kamarthi , B. Aditya Prakash

Generating accurate and reliable sales forecasts is crucial in the E-commerce business. The current state-of-the-art techniques are typically univariate methods, which produce forecasts considering only the historical sales data of a single…

Machine Learning · Computer Science 2019-08-13 Kasun Bandara , Peibei Shi , Christoph Bergmeir , Hansika Hewamalage , Quoc Tran , Brian Seaman

Real-world deep learning models developed for Time Series Forecasting are used in several critical applications ranging from medical devices to the security domain. Many previous works have shown how deep learning models are prone to…

Machine Learning · Computer Science 2023-01-30 Yuvaraj Govindarajulu , Avinash Amballa , Pavan Kulkarni , Manojkumar Parmar

Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM…

Machine Learning · Computer Science 2020-11-03 Frank Xiao

We introduce the R package nlpsem, a comprehensive toolkit for analyzing longitudinal processes within the structural equation modeling (SEM) framework, incorporating individual measurement occasions. This package emphasizes nonlinear…

Methodology · Statistics 2025-12-02 Jin Liu

Many methods for time-series forecasting are known in classical statistics, such as autoregression, moving averages, and exponential smoothing. The DeepAR framework is a novel, recent approach for time-series forecasting based on deep…

Machine Learning · Computer Science 2023-02-23 Ayla Jungbluth , Johannes Lederer

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

Artificial Intelligence · Computer Science 2020-10-19 Youngjin Park , Deokjun Eom , Byoungki Seo , Jaesik Choi

Various deep learning models, especially some latest Transformer-based approaches, have greatly improved the state-of-art performance for long-term time series forecasting.However, those transformer-based models suffer a severe…

Machine Learning · Computer Science 2022-06-27 Tian Zhou , Jianqing Zhu , Xue Wang , Ziqing Ma , Qingsong Wen , Liang Sun , Rong Jin

Analyzing and evaluating students' progress in any learning environment is stressful and time consuming if done using traditional analysis methods. This is further exasperated by the increasing number of students due to the shift of focus…

Computers and Society · Computer Science 2024-02-06 Abdallah Moubayed , MohammadNoor Injadat , Nouh Alhindawi , Ghassan Samara , Sara Abuasal , Raed Alazaidah

Long Short-Term Memory Networks (LSTMs) have been applied to daily discharge prediction with remarkable success. Many practical scenarios, however, require predictions at more granular timescales. For instance, accurate prediction of short…

Machine Learning · Computer Science 2021-04-20 Martin Gauch , Frederik Kratzert , Daniel Klotz , Grey Nearing , Jimmy Lin , Sepp Hochreiter

Unpredictability of renewable energy sources coupled with the complexity of those methods used for various purposes in this area calls for the development of robust methods such as DL models within the renewable energy domain. Given the…

Machine Learning · Computer Science 2025-05-07 Lutfu Sua , Haibo Wang , Jun Huang

Ensembling is a powerful technique for improving the accuracy of machine learning models, with methods like stacking achieving strong results in tabular tasks. In time series forecasting, however, ensemble methods remain underutilized, with…

Machine Learning · Computer Science 2025-11-20 Nathanael Bosch , Oleksandr Shchur , Nick Erickson , Michael Bohlke-Schneider , Caner Türkmen

Time Series Forecasting (TSF) has long been a challenge in time series analysis. Inspired by the success of Large Language Models (LLMs), researchers are now developing Large Time Series Models (LTSMs)-universal transformer-based models…

Recent research has shown an increasing interest in utilizing pre-trained large language models (LLMs) for a variety of time series applications. However, there are three main challenges when using LLMs as foundational models for time…

Machine Learning · Computer Science 2025-07-02 Wenzhe Niu , Zongxia Xie , Yanru Sun , Wei He , Man Xu , Chao Hao