English
Related papers

Related papers: Deep Double Descent for Time Series Forecasting: A…

200 papers

Deep learning based forecasting methods have become the methods of choice in many applications of time series prediction or forecasting often outperforming other approaches. Consequently, over the last years, these methods are now…

Recently, the benefit of heavily overparameterized models has been observed in machine learning tasks: models with enough capacity to easily cross the \emph{interpolation threshold} improve in generalization error compared to the classical…

High Energy Physics - Experiment · Physics 2025-09-03 Matthias Vigl , Lukas Heinrich

Transformers have achieved superior performances in many tasks in natural language processing and computer vision, which also triggered great interest in the time series community. Among multiple advantages of Transformers, the ability to…

Machine Learning · Computer Science 2023-05-15 Qingsong Wen , Tian Zhou , Chaoli Zhang , Weiqi Chen , Ziqing Ma , Junchi Yan , Liang Sun

The recent breakthrough of Transformers in deep learning has drawn significant attention of the time series community due to their ability to capture long-range dependencies. However, like other deep learning models, Transformers face…

Machine Learning · Computer Science 2024-01-15 Subina Khanal , Seshu Tirupathi , Giulio Zizzo , Ambrish Rawat , Torben Bach Pedersen

Short fixed-length inputs are the main bottleneck of deep learning methods in long time-series forecasting tasks. Prolonging input length causes overfitting, rapidly deteriorating accuracy. Our research indicates that the overfitting is a…

Machine Learning · Computer Science 2025-09-05 Chao Ma , Yikai Hou , Xiang Li , Yinggang Sun , Haining Yu

Time series anomaly detection has applications in a wide range of research fields and applications, including manufacturing and healthcare. The presence of anomalies can indicate novel or unexpected events, such as production faults, system…

Machine Learning · Computer Science 2024-09-04 Zahra Zamanzadeh Darban , Geoffrey I. Webb , Shirui Pan , Charu C. Aggarwal , Mahsa Salehi

Deep learning has contributed remarkably to the advancement of time series analysis. Still, deep models can encounter performance bottlenecks in real-world data-scarce scenarios, which can be concealed due to the performance saturation with…

Machine Learning · Computer Science 2024-10-21 Yong Liu , Haoran Zhang , Chenyu Li , Xiangdong Huang , Jianmin Wang , Mingsheng Long

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

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and…

Machine Learning · Computer Science 2025-01-14 Malcolm L. Wolff , Shenghao Yang , Kari Torkkola , Michael W. Mahoney

Processing data streams arriving at high speed requires the development of models that can provide fast and accurate predictions. Although deep neural networks are the state-of-the-art for many machine learning tasks, their performance in…

Machine Learning · Computer Science 2020-04-07 Pedro Lara-Benítez , Manuel Carranza-García , Francisco Martínez-Álvarez , José C. Riquelme

In this paper, we present a new approach to time series forecasting. Time series data are prevalent in many scientific and engineering disciplines. Time series forecasting is a crucial task in modeling time series data, and is an important…

Machine Learning · Computer Science 2020-01-24 Neo Wu , Bradley Green , Xue Ben , Shawn O'Banion

Time series forecasting is a critical task that provides key information for decision-making. After traditional statistical and machine learning approaches, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs…

Machine Learning · Computer Science 2025-05-02 Jongseon Kim , Hyungjoon Kim , HyunGi Kim , Dongjun Lee , Sungroh Yoon

The double descent phenomenon challenges traditional statistical learning theory by revealing scenarios where larger models do not necessarily lead to reduced performance on unseen data. While this counterintuitive behavior has been…

While Semi-supervised learning has gained much attention in computer vision on image data, yet limited research exists on its applicability in the time series domain. In this work, we investigate the transferability of state-of-the-art deep…

Machine Learning · Computer Science 2022-02-17 Jann Goschenhofer , Rasmus Hvingelby , David Rügamer , Janek Thomas , Moritz Wagner , Bernd Bischl

Benefiting from high capacity for capturing complex temporal patterns, deep learning (DL) has significantly advanced time series forecasting (TSF). However, deep models tend to suffer from severe overfitting due to the inherent…

Machine Learning · Computer Science 2025-10-30 Yisong Fu , Zezhi Shao , Chengqing Yu , Yujie Li , Zhulin An , Qi Wang , Yongjun Xu , Fei Wang

Deep Neural Networks are well known for efficiently fitting training data, yet experiencing poor generalization capabilities whenever some kind of bias dominates over the actual task labels, resulting in models learning "shortcuts". In…

Machine Learning · Computer Science 2024-08-12 Pietro Morerio , Ruggero Ragonesi , Vittorio Murino

Deep networks are typically trained with many more parameters than the size of the training dataset. Recent empirical evidence indicates that the practice of overparameterization not only benefits training large models, but also assists -…

Machine Learning · Computer Science 2020-12-17 Xiangyu Chang , Yingcong Li , Samet Oymak , Christos Thrampoulidis

Deep learning performs remarkably well on many time series analysis tasks recently. The superior performance of deep neural networks relies heavily on a large number of training data to avoid overfitting. However, the labeled data of many…

Machine Learning · Computer Science 2022-04-04 Qingsong Wen , Liang Sun , Fan Yang , Xiaomin Song , Jingkun Gao , Xue Wang , Huan Xu

The theory of bias-variance used to serve as a guide for model selection when applying Machine Learning algorithms. However, modern practice has shown success with over-parameterized models that were expected to overfit but did not. This…

Machine Learning · Computer Science 2022-11-21 Luis Sa-Couto , Jose Miguel Ramos , Miguel Almeida , Andreas Wichert

We perform an average case analysis of the generalization dynamics of large neural networks trained using gradient descent. We study the practically-relevant "high-dimensional" regime where the number of free parameters in the network is on…

Machine Learning · Statistics 2017-10-11 Madhu S. Advani , Andrew M. Saxe