Related papers: Hyperparameter Tuning MLPs for Probabilistic Time …

In many real-world application, e.g., speech recognition or sleep stage classification, data are captured over the course of time, constituting a Time-Series. Time-Series often contain temporal dependencies that cause two otherwise…

Recent work has shown the efficiency of deep learning models such as Fully Convolutional Networks (FCN) or Recurrent Neural Networks (RNN) to deal with Time Series Regression (TSR) problems. These models sometimes need a lot of data to be…

Recently, deep learning has driven significant advancements in multivariate time series forecasting (MTSF) tasks. However, much of the current research in MTSF tends to evaluate models from a holistic perspective, which obscures the…

This paper presents a comparative analysis evaluating the accuracy of Large Language Models (LLMs) against traditional macro time series forecasting approaches. In recent times, LLMs have surged in popularity for forecasting due to their…

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…

Deep learning models, particularly Transformers, have achieved impressive results in various domains, including time series forecasting. While existing time series literature primarily focuses on model architecture modifications and data…

Timely and accurate forecasts of severe weather events are essential for early warning and for constraining downstream analysis and decision-making. Since severe weather events prediction still depends on subjective, time-consuming expert…

Understanding time series data is fundamental to many real-world applications. Recent work explores multimodal large language models (MLLMs) to enhance time series understanding with contextual information beyond numerical signals. This…

In the context of time series forecasting, it is a common practice to evaluate multiple methods and choose one of these methods or an ensemble for producing the best forecasts. However, choosing among different ensembles over multiple…

Traditional machine learning methods face two main challenges in dealing with healthcare predictive analytics tasks. First, the high-dimensional nature of healthcare data needs labor-intensive and time-consuming processes to select an…

Predicting chaotic dynamical systems is critical in many scientific fields, such as weather forecasting, but challenging due to the characteristic sensitive dependence on initial conditions. Traditional modeling approaches require extensive…

It is unclear whether strong forecasting performance reflects genuine temporal understanding or the ability to reason under contextual and event-driven conditions. We introduce TemporalBench, a multi-domain benchmark designed to evaluate…

Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…

Foundation models have transformed natural language processing and computer vision, and a rapidly growing literature on time-series foundation models (TSFMs) seeks to replicate this success in forecasting. While recent open-source models…

Large pre-trained models have been vital in recent advancements in domains like language and vision, making model training for individual downstream tasks more efficient and provide superior performance. However, tackling time-series…

Modern supervised machine learning algorithms involve hyperparameters that have to be set before running them. Options for setting hyperparameters are default values from the software package, manual configuration by the user or configuring…

Time series forecasting is a critical first step in generating demand plans for supply chains. Experiments on time series models typically focus on demonstrating improvements in forecast accuracy over existing/baseline solutions, quantified…

Deep Learning has been successfully applied to many application domains, yet its advantages have been slow to emerge for time series forecasting. For example, in the well-known Makridakis (M) Competitions, hybrids of traditional statistical…

Recent deep learning models for Long-term Time Series Forecasting (LTSF) often emphasize complex, handcrafted designs, while simpler architectures like linear models or MLPs have often outperformed these intricate solutions. In this paper,…

For many machine learning algorithms, predictive performance is critically affected by the hyperparameter values used to train them. However, tuning these hyperparameters can come at a high computational cost, especially on larger datasets,…