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Recent progress in time-series forecasting has led to rapidly increasing architectural complexity, yet many reported State-of-the-Art gains are statistically fragile or misattributed. We argue that progress requires a shift from model…

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

Long-term time-series forecasting is essential for planning and decision-making in economics, energy, and transportation, where long foresight is required. To obtain such long foresight, models must be both efficient and effective in…

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

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

Synthetic time series are often used in practical applications to augment the historical time series dataset for better performance of machine learning algorithms, amplify the occurrence of rare events, and also create counterfactual…

Machine Learning · Computer Science 2023-09-18 Andrea Coletta , Sriram Gopalakrishan , Daniel Borrajo , Svitlana Vyetrenko

Probabilistic models often use neural networks to control their predictive uncertainty. However, when making out-of-distribution (OOD)} predictions, the often-uncontrollable extrapolation properties of neural networks yield poor uncertainty…

Machine Learning · Computer Science 2022-01-19 Pierre Segonne , Yevgen Zainchkovskyy , Søren Hauberg

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

We introduce an interpretable deep learning model for multivariate time series forecasting that prioritizes both predictive performance and interpretability - key requirements for understanding complex physical phenomena. Our model not only…

Machine Learning · Statistics 2025-01-28 Davor Horvatic , Domjan Baric

Time series forecasting is a growing domain with diverse applications. However, changes of the system behavior over time due to internal or external influences are challenging. Therefore, predictions of a previously learned fore-casting…

Machine Learning · Computer Science 2021-07-07 Florian Haselbeck , Dominik G. Grimm

Recent research in time series forecasting has explored integrating multimodal features into models to improve accuracy. However, the accuracy of such methods is constrained by three key challenges: inadequate extraction of fine-grained…

Machine Learning · Computer Science 2025-10-21 Shule Hao , Junpeng Bao , Wenli Li

Deep clustering uncovers hidden patterns and groups in complex time series data, yet its opaque decision-making limits use in safety-critical settings. This survey offers a structured overview of explainable deep clustering for time series,…

Machine Learning · Computer Science 2025-10-21 Udo Schlegel , Gabriel Marques Tavares , Thomas Seidl

Multivariate time-series (MTS) forecasting is a paramount and fundamental problem in many real-world applications. The core issue in MTS forecasting is how to effectively model complex spatial-temporal patterns. In this paper, we develop a…

Machine Learning · Computer Science 2024-02-16 Jinliang Deng , Xiusi Chen , Renhe Jiang , Du Yin , Yi Yang , Xuan Song , Ivor W. Tsang

To enable the transition from fossil fuels towards renewable energy, the low-voltage grid needs to be reinforced at a faster pace and on a larger scale than was historically the case. To efficiently plan reinforcements, one needs to…

Applications · Statistics 2024-11-11 J. Soenen , A. Yurtman , T. Becker , K. Vanthournout , H. Blockeel

Time-Series (TS) exhibits pronounced non-stationarity. Consequently, most forecasting methods display compromised robustness to concept drift, despite the prevalent application of instance normalization. We tackle this challenge by first…

Machine Learning · Computer Science 2026-01-29 Daojun Liang , Jing Chen , Xiao Wang , Yinglong Wang , Shuo Li

Long-term time series forecasting plays an important role in various real-world scenarios. Recent deep learning methods for long-term series forecasting tend to capture the intricate patterns of time series by decomposition-based or…

Machine Learning · Computer Science 2023-06-13 Xing Wang , Zhendong Wang , Kexin Yang , Junlan Feng , Zhiyan Song , Chao Deng , Lin zhu

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

Diffusion models, a family of generative models based on deep learning, have become increasingly prominent in cutting-edge machine learning research. With a distinguished performance in generating samples that resemble the observed data,…

Machine Learning · Computer Science 2023-05-02 Lequan Lin , Zhengkun Li , Ruikun Li , Xuliang Li , Junbin Gao

Although neural networks have seen tremendous success as predictive models in a variety of domains, they can be overly confident in their predictions on out-of-distribution (OOD) data. To be viable for safety-critical applications, like…

Robotics · Computer Science 2022-11-17 Masha Itkina , Mykel J. Kochenderfer

Short-term load forecasting (STLF) is challenging due to complex time series (TS) which express three seasonal patterns and a nonlinear trend. This paper proposes a novel hybrid hierarchical deep learning model that deals with multiple…

Machine Learning · Computer Science 2021-12-07 Slawek Smyl , Grzegorz Dudek , Paweł Pełka

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…

Machine Learning · Computer Science 2020-08-07 Kasun Bandara , Hansika Hewamalage , Yuan-Hao Liu , Yanfei Kang , Christoph Bergmeir
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