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The problem of prediction of a given time series is examined on the basis of recent nonlinear dynamics theories. Particular attention is devoted to forecast the amplitude and phase of one of the most common solar indicator activity, the…
The expanding instrumentation of processes throughout society with sensors yields a proliferation of time series data that may in turn enable important applications, e.g., related to transportation infrastructures or power grids.…
Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…
Time series is the most prevalent form of input data for educational prediction tasks. The vast majority of research using time series data focuses on hand-crafted features, designed by experts for predictive performance and…
We introduce a novel deep learning approach that harnesses the power of generative artificial intelligence to enhance the accuracy of contextual forecasting in sewerage systems. By developing a diffusion-based model that processes…
Recent studies have shown that by introducing prior knowledge, multi-scale analysis of complex and non-stationary time series in real environments can achieve good results in the field of long-term forecasting. However, affected by…
Deep neural networks (DNNs) have garnered significant attention in financial asset pricing, due to their strong capacity for modeling complex nonlinear relationships within financial data. However, sophisticated models are prone to…
Nowadays, time series forecasting is predominantly approached through the end-to-end training of deep learning architectures using error-based objectives. While this is effective at minimizing average loss, it encourages the encoder to…
Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for…
Time series data can be subject to changes in the underlying process that generates them and, because of these changes, models built on old samples can become obsolete or perform poorly. In this work, we present a way to incorporate…
Markov processes are widely used mathematical models for describing dynamic systems in various fields. However, accurately simulating large-scale systems at long time scales is computationally expensive due to the short time steps required…
Time series neural networks perform exceptionally well in real-world applications but encounter challenges such as limited scalability, poor generalization, and suboptimal zero-shot performance. Inspired by large language models, there is…
Multi-horizon probabilistic time series forecasting has wide applicability to real-world tasks such as demand forecasting. Recent work in neural time-series forecasting mainly focus on the use of Seq2Seq architectures. For example,…
As the growing demand for long sequence time-series forecasting in real-world applications, such as electricity consumption planning, the significance of time series forecasting becomes increasingly crucial across various domains. This is…
Time series forecasting, which predicts future values from past observations, plays a central role in many domains and has driven the development of highly accurate neural network models. However, the complexity of these models often limits…
Non-stationarity is an intrinsic property of real-world time series and plays a crucial role in time series forecasting. Previous studies primarily adopt instance normalization to attenuate the non-stationarity of original series for better…
This survey delves into the application of diffusion models in time-series forecasting. Diffusion models are demonstrating state-of-the-art results in various fields of generative AI. The paper includes comprehensive background information…
We formulate a new inference task in the domain of multivariate time series forecasting (MTSF), called Variable Subset Forecast (VSF), where only a small subset of the variables is available during inference. Variables are absent during…
Time Series Imputation (TSI), which aims to recover missing values in temporal data, remains a fundamental challenge due to the complex and often high-rate missingness in real-world scenarios. Existing models typically optimize the…
Time series forecasting has important applications across diverse domains. EasyTime, the system we demonstrate, facilitates easy use of time-series forecasting methods by researchers and practitioners alike. First, EasyTime enables…