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Time series modeling and forecasting has fundamental importance to various practical domains. Thus a lot of active research works is going on in this subject during several years. Many important models have been proposed in literature for…

Machine Learning · Computer Science 2013-02-28 Ratnadip Adhikari , R. K. Agrawal

A Reinforcement Learning (RL) system depends on a set of initial conditions (hyperparameters) that affect the system's performance. However, defining a good choice of hyperparameters is a challenging problem. Hyperparameter tuning often…

Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Machine Learning · Computer Science 2026-05-12 Sheng Pan , Ming Jin , Bo Du , Shirui Pan

Recently, there has been a growing interest in Long-term Time Series Forecasting (LTSF), which involves predicting long-term future values by analyzing a large amount of historical time-series data to identify patterns and trends. There…

Machine Learning · Computer Science 2026-02-17 Aitian Ma , Dongsheng Luo , Mo Sha

Increasingly high-stakes decisions are made using neural networks in order to make predictions. Specifically, meteorologists and hedge funds apply these techniques to time series data. When it comes to prediction, there are certain…

Machine Learning · Computer Science 2022-11-14 Levente Foldesi , Matias Valdenegro-Toro

Hyperparameter selection in continual learning scenarios is a challenging and underexplored aspect, especially in practical non-stationary environments. Traditional approaches, such as grid searches with held-out validation data from all…

Machine Learning · Computer Science 2024-06-21 Rudy Semola , Julio Hurtado , Vincenzo Lomonaco , Davide Bacciu

Proper hyperparameter tuning is essential for achieving optimal performance of modern machine learning (ML) methods in predictive tasks. While there is an extensive literature on tuning ML learners for prediction, there is only little…

Econometrics · Economics 2024-02-08 Philipp Bach , Oliver Schacht , Victor Chernozhukov , Sven Klaassen , Martin Spindler

Recently, large language models (LLMs) have demonstrated powerful capabilities in performing various tasks and thus are applied by recent studies to time series forecasting (TSF) tasks, which predict future values with the given historical…

Computation and Language · Computer Science 2025-07-15 Chen Su , Yuanhe Tian , Qinyu Liu , Jun Zhang , Yan Song

Although the pre-training followed by fine-tuning paradigm is used extensively in many fields, there is still some controversy surrounding the impact of pre-training on the fine-tuning process. Currently, experimental findings based on text…

Machine Learning · Computer Science 2023-09-12 Jiashu Pu , Shiwei Zhao , Ling Cheng , Yongzhu Chang , Runze Wu , Tangjie Lv , Rongsheng Zhang

Recent advances in Large Language Models (LLMs) have demonstrated new possibilities for accurate and efficient time series analysis, but prior work often required heavy fine-tuning and/or ignored inter-series correlations. In this work, we…

Recently, time series foundation models have shown promising zero-shot forecasting performance on time series from a wide range of domains. However, it remains unclear whether their success stems from a true understanding of temporal…

Machine Learning · Computer Science 2024-11-12 Willa Potosnak , Cristian Challu , Mononito Goswami , Michał Wiliński , Nina Żukowska , Artur Dubrawski

In the current context of Big Data, the nature of many forecasting problems has changed from predicting isolated time series to predicting many time series from similar sources. This has opened up the opportunity to develop competitive…

Machine Learning · Computer Science 2021-03-23 Hansika Hewamalage , Christoph Bergmeir , Kasun Bandara

Accurate load forecasting is crucial for maintaining the power balance between generators and consumers,particularly with the increasing integration of renewable energy sources, which introduce significant intermittent volatility. With the…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Mingyang Gao , Suyang Zhou , Wei Gu , Zhi Wu , Haiquan Liu , Aihua Zhou

Forecasting high-dimensional time series plays a crucial role in many applications such as demand forecasting and financial predictions. Modern datasets can have millions of correlated time-series that evolve together, i.e they are…

Machine Learning · Statistics 2019-10-29 Rajat Sen , Hsiang-Fu Yu , Inderjit Dhillon

As a result of the ever increasing complexity of configuring and fine-tuning machine learning models, the field of automated machine learning (AutoML) has emerged over the past decade. However, software implementations like Auto-WEKA and…

Machine Learning · Computer Science 2022-11-09 Dimitrios Iliadis , Marcel Wever , Bernard De Baets , Willem Waegeman

The growing number of pretrained models in Machine Learning (ML) presents significant challenges for practitioners. Given a new dataset, they need to determine the most suitable deep learning (DL) pipeline, consisting of the pretrained…

Machine Learning · Computer Science 2025-06-17 Fabio Ferreira

We propose a novel approach to the problem of clustering hierarchically aggregated time-series data, which has remained an understudied problem though it has several commercial applications. We first group time series at each aggregated…

Machine Learning · Computer Science 2022-05-30 Xing Han , Tongzheng Ren , Jing Hu , Joydeep Ghosh , Nhat Ho

Time series forecasts are widely used to inform decisions. Human decision-makers interpret these forecasts, incorporate prior experience and uncertainty about future outcomes, and then make a decision. In this paper, we propose a new…

Machine Learning · Statistics 2026-05-01 Daniel Andrew Coulson , Martin T. Wells

In the field of machine learning and artificial intelligence, time series forecasting plays a pivotal role across various domains such as finance, healthcare, and weather. However, the task of selecting the most suitable forecasting method…

Machine Learning · Computer Science 2024-07-26 Anvitha Thirthapura Sreedhara , Joaquin Vanschoren

Time series are all around in real-world applications. However, unexpected accidents for example broken sensors or missing of the signals will cause missing values in time series, making the data hard to be utilized. It then does harm to…

Machine Learning · Computer Science 2020-11-24 Chenguang Fang , Chen Wang
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