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Related papers: Performative Time-Series Forecasting

200 papers

This paper tackles one of the most fundamental goals in functional time series analysis which is to provide reliable predictions for future functions. Existing methods for predicting a complete future functional observation use only…

Methodology · Statistics 2022-02-08 Shuhao Jiao , Alexander Aue , Hernando Ombao

In Internet of things (IoT), data is continuously recorded from different data sources and devices can suffer faults in their embedded electronics, thus leading to a high-dimensional data sets and concept drift events. Therefore, methods…

Machine Learning · Computer Science 2021-07-22 Hugo Vinicius Bitencourt , Frederico Gadelha Guimarães

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

Time series forecasting is vital in diverse sectors such as energy and transportation, where non-stationary dynamics are deeply intertwined with external events in other modalities such as texts. However, incorporating natural…

Machine Learning · Computer Science 2026-05-12 Yunfeng Ge , Ming Jin , Yiji Zhao , Hongyan Li , Bo Du , Chang Xu , Shirui Pan

Meta learning is a promising technique for solving few-shot fault prediction problems, which have attracted the attention of many researchers in recent years. Existing meta-learning methods for time series prediction, which predominantly…

Machine Learning · Computer Science 2023-11-07 Hai Su , Jiajun Hu , Songsen Yu

Often in prediction tasks, the predictive model itself can influence the distribution of the target variable, a phenomenon termed performative prediction. Generally, this influence stems from strategic actions taken by stakeholders with a…

Machine Learning · Statistics 2025-04-14 Daniele Bracale , Subha Maity , Felipe Maia Polo , Seamus Somerstep , Moulinath Banerjee , Yuekai Sun

Performative prediction is a framework that captures distribution shifts that occur during the training of machine learning models due to their deployment. As the trained model is used, data generation causes the model to evolve, leading to…

Machine Learning · Computer Science 2025-11-10 Xue Zheng , Tian Xie , Xuwei Tan , Aylin Yener , Xueru Zhang

The field of time series forecasting has garnered significant attention in recent years, prompting the development of advanced models like TimeSieve, which demonstrates impressive performance. However, an analysis reveals certain…

Machine Learning · Computer Science 2025-03-31 Songning Lai , Ninghui Feng , Haochen Sui , Ze Ma , Hao Wang , Zichen Song , Hang Zhao , Yutao Yue

Time series forecasting has played the key role in different industrial, including finance, traffic, energy, and healthcare domains. While existing literatures have designed many sophisticated architectures based on RNNs, GNNs, or…

Machine Learning · Computer Science 2023-11-13 Kun Yi , Qi Zhang , Wei Fan , Shoujin Wang , Pengyang Wang , Hui He , Defu Lian , Ning An , Longbing Cao , Zhendong Niu

Delivering precise point and distributional forecasts across a spectrum of prediction horizons represents a significant and enduring challenge in the application of time-series forecasting within various industries. Prior research on…

Machine Learning · Computer Science 2024-10-22 Jiawen Zhang , Xumeng Wen , Zhenwei Zhang , Shun Zheng , Jia Li , Jiang Bian

Precise Event Spotting (PES) in sports videos requires frame-level recognition of fine-grained actions from single-camera footage. Existing PES models typically incorporate lightweight temporal modules such as the Gate Shift Module (GSM) or…

Computer Vision and Pattern Recognition · Computer Science 2025-12-05 Hao Xu , Xinyu Wei , Sam Wells , Sunil Aryal

Time series forecasting remains a critical challenge across various domains, often complicated by high-dimensional data and long-term dependencies. This paper presents a novel transformer architecture for time series forecasting,…

Machine Learning · Computer Science 2025-02-12 Yanlong Wang , Jian Xu , Fei Ma , Shao-Lun Huang , Danny Dongning Sun , Xiao-Ping Zhang

Time series forecasting is a critical task in various domains, where accurate predictions can drive informed decision-making. Traditional forecasting methods often rely on current observations of variables to predict future outcomes,…

Machine Learning · Computer Science 2026-03-17 Wentao Gao , Xiaojing Du , Wenjun Yu , Xiongren Chen , Yifan Guo , Feiyu Yang

Diffusion-based models have significant achievements in time series generation but suffer from inefficient computation: solving high-dimensional ODEs/SDEs via iterative numerical solvers demands hundreds to thousands of drift function…

Machine Learning · Computer Science 2025-02-11 Yang Hu , Xiao Wang , Zezhen Ding , Lirong Wu , Huatian Zhang , Stan Z. Li , Sheng Wang , Jiheng Zhang , Ziyun Li , Tianlong Chen

Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies. Not surprisingly, this area has attracted…

Computational Engineering, Finance, and Science · Computer Science 2026-05-12 Yifan Hu , Yuante Li , Peiyuan Liu , Yuxia Zhu , Naiqi Li , Tao Dai , Shu-tao Xia , Dawei Cheng , Changjun Jiang

Foundation models have revolutionized general-purpose problem-solving, offering rapid task adaptation through pretraining, meta-training, and finetuning. Recent crucial advances in these paradigms reveal the importance of challenging task…

Machine Learning · Computer Science 2025-10-21 Qi Wang , Zehao Xiao , Yixiu Mao , Yun Qu , Jiayi Shen , Yiqin Lv , Xiangyang Ji

Time series forecasting underpins vital decision-making across various sectors, yet raw predictions from sophisticated models often harbor systematic errors and biases. We examine the Forecast-Then-Optimize (FTO) framework, pioneering its…

Machine Learning · Computer Science 2025-06-17 Jinhang Jiang , Nan Wu , Ben Liu , Mei Feng , Xin Ji , Karthik Srinivasan

Time series foundation models have recently gained a lot of attention due to their ability to model complex time series data encompassing different domains including traffic, energy, and weather. Although they exhibit strong average…

Machine Learning · Computer Science 2026-01-21 Shivani Tomar , Seshu Tirupathi , Elizabeth Daly , Ivana Dusparic

Long-term time series forecasting (LTSF) is widely recognized as a central challenge in data mining and machine learning. LTSF has increasingly evolved into a benchmark-driven ''GAME,'' where models are ranked, compared, and declared…

Machine Learning · Computer Science 2026-03-10 Thanapol Phungtua-eng , Yoshitaka Yamamoto

Time-series forecasting is fundamental in industrial domains like manufacturing and smart factories. As systems evolve toward automation, models must operate on edge devices (e.g., PLCs, microcontrollers) with strict constraints on latency…

Machine Learning · Computer Science 2026-01-19 Jaehoon Lee , Seungwoo Lee , Younghwi Kim , Dohee Kim , Sunghyun Sim