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Time-Series Mining (TSM) is an important research area since it shows great potential in practical applications. Deep learning models that rely on massive labeled data have been utilized for TSM successfully. However, constructing a…

Machine Learning · Computer Science 2024-10-07 Qianli Ma , Zhen Liu , Zhenjing Zheng , Ziyang Huang , Siying Zhu , Zhongzhong Yu , James T. Kwok

Time-series forecasting has been an important research domain for so many years. Its applications include ECG predictions, sales forecasting, weather conditions, even COVID-19 spread predictions. These applications have motivated many…

Machine Learning · Computer Science 2021-02-15 Shruti Jadon , Jan Kanty Milczek , Ajit Patankar

Recent advances in long-term time series forecasting have introduced numerous complex supervised prediction models that consistently outperform previously published architectures. However, this rapid progression raises concerns regarding…

Machine Learning · Computer Science 2026-01-12 Lorenzo Brigato , Rafael Morand , Knut Strømmen , Maria Panagiotou , Markus Schmidt , Stavroula Mougiakakou

Continuous-time series is essential for different modern application areas, e.g. healthcare, automobile, energy, finance, Internet of things (IoT) and other related areas. Different application needs to process as well as analyse a massive…

Machine Learning · Computer Science 2024-09-17 Mansura Habiba , Barak A. Pearlmutter , Mehrdad Maleki

Hyperparameter optimization (HPO) plays a central role in the performance of deep learning models, yet remains computationally expensive and difficult to interpret, particularly for time-series forecasting. While Bayesian Optimization (BO)…

Machine Learning · Computer Science 2026-02-17 Ons Saadallah , Mátyás andó , Tamás Gábor Orosz

Amounts of historical data collected increase and business intelligence applicability with automatic forecasting of time series are in high demand. While no single time series modeling method is universal to all types of dynamics,…

Machine Learning · Statistics 2022-04-18 Evaldas Vaiciukynas , Paulius Danenas , Vilius Kontrimas , Rimantas Butleris

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

Energy time-series analysis describes the process of analyzing past energy observations and possibly external factors so as to predict the future. Different tasks are involved in the general field of energy time-series analysis and…

We introduce TFRBench, the first benchmark designed to evaluate the reasoning capabilities of forecasting systems. Traditionally, time-series forecasting has been evaluated solely on numerical accuracy, treating foundation models as ``black…

Artificial Intelligence · Computer Science 2026-04-08 Md Atik Ahamed , Mihir Parmar , Palash Goyal , Yiwen Song , Long T. Le , Qiang Cheng , Chun-Liang Li , Hamid Palangi , Jinsung Yoon , Tomas Pfister

Adequately generating and evaluating prediction models based on supervised machine learning (ML) is often challenging, especially for less experienced users in applied research areas. Special attention is required in settings where the…

Traditional time series analysis has long relied on pattern recognition, trained on static and well-established benchmarks. However, in real-world settings -- where policies shift, human behavior adapts, and unexpected events unfold --…

Artificial Intelligence · Computer Science 2025-10-16 Xinlei Wang , Mingtian Tan , Jing Qiu , Junhua Zhao , Jinjin Gu

Machine learning models can effectively forecast dynamical systems from time-series data, but they typically require large amounts of past data, making forecasting particularly challenging for systems with limited history. To overcome this,…

Machine Learning · Computer Science 2025-08-01 Declan A. Norton , Edward Ott , Andrew Pomerance , Brian Hunt , Michelle Girvan

An increasing body of research focuses on using neural networks to model time series. A common assumption in training neural networks via maximum likelihood estimation on time series is that the errors across time steps are uncorrelated.…

Machine Learning · Computer Science 2021-10-12 Fan-Keng Sun , Christopher I. Lang , Duane S. Boning

A major bottleneck of the current Machine Learning (ML) workflow is the time consuming, error prone engineering required to get data from a datastore or a database (DB) to the point an ML algorithm can be applied to it. Hence, we explore…

Databases · Computer Science 2021-02-16 Anish Agarwal , Abdullah Alomar , Devavrat Shah

Deep learning-based time series forecasting has dominated the short-term precipitation forecasting field with the help of its ability to estimate motion flow in high-resolution datasets. The growing interest in precipitation nowcasting…

Machine Learning · Computer Science 2024-06-17 Sojung An , Tae-Jin Oh , Eunha Sohn , Donghyun Kim

Recent studies have attempted to refine the Transformer architecture to demonstrate its effectiveness in Long-Term Time Series Forecasting (LTSF) tasks. Despite surpassing many linear forecasting models with ever-improving performance, we…

Machine Learning · Computer Science 2024-12-30 Peiwang Tang , Weitai Zhang

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

Statistical Finance · Quantitative Finance 2026-02-03 Xu Zhang , Zhengang Huang , Yunzhi Wu , Xun Lu , Erpeng Qi , Yunkai Chen , Zhongya Xue , Qitong Wang , Peng Wang , Wei Wang

Time series forecasting presents unique challenges that limit the effectiveness of traditional machine learning algorithms. To address these limitations, various approaches have incorporated linear constraints into learning algorithms, such…

Machine Learning · Statistics 2025-02-18 Nathan Doumèche , Francis Bach , Éloi Bedek , Gérard Biau , Claire Boyer , Yannig Goude

LLM-for-time series (TS) methods typically treat time shallowly, injecting positional or prompt-based cues once at the input of a largely frozen decoder, which limits temporal reasoning as this information degrades through the layers. We…

Machine Learning · Computer Science 2026-02-19 Filippos Bellos , NaveenJohn Premkumar , Yannis Avrithis , Nam H. Nguyen , Jason J. Corso

Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…

Machine Learning · Computer Science 2024-08-08 Rares Cristian , Pavithra Harsha , Clemente Ocejo , Georgia Perakis , Brian Quanz , Ioannis Spantidakis , Hamza Zerhouni
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