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Related papers: Performative Time-Series Forecasting

200 papers

Modeling event sequences of multiple event types with marked temporal point processes (MTPPs) provides a principled way to uncover governing dynamical rules and predict future events. Current neural network approaches to MTPP inference rely…

Machine Learning · Computer Science 2026-03-02 David Berghaus , Patrick Seifner , Kostadin Cvejoski , César Ojeda , Ramsés J. Sánchez

Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…

Machine Learning · Computer Science 2022-11-01 Junlong Tong , Liping Xie , Wankou Yang , Kanjian Zhang

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Shivam Gupta , Krishna Sai Sudhir Aripirala , Venkataramana Runkana

Pre-trained models exhibit strong generalization to various downstream tasks. However, given the numerous models available in the model hub, identifying the most suitable one by individually fine-tuning is time-consuming. In this paper, we…

Machine Learning · Computer Science 2026-03-10 Tengxue Zhang , Biao Ouyang , Yang Shu , Xinyang Chen , Chenjuan Guo , Bin Yang

Time Series Forecasting has made significant progress with the help of Patching technique, which partitions time series into multiple patches to effectively retain contextual semantic information into a representation space beneficial for…

Machine Learning · Computer Science 2025-12-17 Xingjian Wu , Xiangfei Qiu , Hanyin Cheng , Zhengyu Li , Jilin Hu , Chenjuan Guo , Bin Yang

The distribution shift in Time Series Forecasting (TSF), indicating series distribution changes over time, largely hinders the performance of TSF models. Existing works towards distribution shift in time series are mostly limited in the…

Machine Learning · Computer Science 2023-03-15 Wei Fan , Pengyang Wang , Dongkun Wang , Dongjie Wang , Yuanchun Zhou , Yanjie Fu

Providing accurate and reliable predictions about the future of an epidemic is an important problem for enabling informed public health decisions. Recent works have shown that leveraging data-driven solutions that utilize advances in deep…

Machine Learning · Computer Science 2023-11-21 Harshavardhan Kamarthi , B. Aditya Prakash

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

Making an accurate prediction of an unknown system only from a short-term time series is difficult due to the lack of sufficient information, especially in a multi-step-ahead manner. However, a high-dimensional short-term time series…

Machine Learning · Computer Science 2022-04-27 Peng Tao , Xiaohu Hao , Jie Cheng , Luonan Chen

Future Event Prediction (FEP) is an essential activity whose demand and application range across multiple domains. While traditional methods like simulations, predictive and time-series forecasting have demonstrated promising outcomes,…

Machine Learning · Computer Science 2025-02-13 Anisha Saha , Adam Jatowt

Hierarchical time-series forecasting (HTSF) is an important problem for many real-world business applications where the goal is to simultaneously forecast multiple time-series that are related to each other via a hierarchical relation.…

Machine Learning · Computer Science 2024-07-04 Harshavardhan Kamarthi , Aditya B. Sasanur , Xinjie Tong , Xingyu Zhou , James Peters , Joe Czyzyk , B. Aditya Prakash

Generative policies trained with human demonstrations can autonomously accomplish multimodal, long-horizon tasks. However, during inference, humans are often removed from the policy execution loop, limiting the ability to guide a…

Ensemble methods, such as stacking, are designed to boost predictive accuracy by blending the predictions of multiple machine learning models. Recent work has shown that the use of meta-features, additional inputs describing each example in…

Machine Learning · Computer Science 2009-11-04 Joseph Sill , Gabor Takacs , Lester Mackey , David Lin

Time series forecasting is prevalent in extensive real-world applications, such as financial analysis and energy planning. Previous studies primarily focus on time series modality, endeavoring to capture the intricate variations and…

Machine Learning · Computer Science 2024-10-08 Jiaxiang Dong , Haixu Wu , Yuxuan Wang , Li Zhang , Jianmin Wang , Mingsheng Long

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

When deploying time series forecasting models based on machine learning to real world settings, one often encounter situations where the data distribution drifts. Such drifts expose the forecasting models to out-of-distribution (OOD) data,…

In the real world, the class of a time series is usually labeled at the final time, but many applications require to classify time series at every time point. e.g. the outcome of a critical patient is only determined at the end, but he…

Machine Learning · Computer Science 2022-08-16 Chenxi Sun , Moxian Song , Derun Can , Baofeng Zhang , Shenda Hong , Hongyan Li

We first study the influence of an efficient feedback strategy named prediction feedback strategy (PFS) based on a multi-route scenario in which dynamic information can be generated and displayed on the board to guide road users to make a…

Data Analysis, Statistics and Probability · Physics 2015-05-14 Chuanfei Dong , Xu Ma , Binghong Wang , Xiaoyan Sun

Although pre-trained transformers and reprogrammed text-based LLMs have shown strong performance on time series tasks, the best-performing architectures vary widely across tasks, with most models narrowly focused on specific areas, such as…

Machine Learning · Computer Science 2024-11-27 Shanghua Gao , Teddy Koker , Owen Queen , Thomas Hartvigsen , Theodoros Tsiligkaridis , Marinka Zitnik

The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

Machine Learning · Computer Science 2023-11-01 Liyilei Su , Xumin Zuo , Rui Li , Xin Wang , Heng Zhao , Bingding Huang