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Real time large scale streaming data pose major challenges to forecasting, in particular defying the presence of human experts to perform the corresponding analysis. We present here a class of models and methods used to develop an…

Applications · Statistics 2018-03-14 Roi Naveiro , Simón Rodríguez , David Ríos Insua

Modern time series classifiers display impressive predictive capabilities, yet their decision-making processes mostly remain black boxes to the user. At the same time, model-agnostic explainers, such as the recently proposed SHAP, promise…

Machine Learning · Computer Science 2023-11-21 Felix Mujkanovic , Vanja Doskoč , Martin Schirneck , Patrick Schäfer , Tobias Friedrich

sktime is an open source, Python based, sklearn compatible toolkit for time series analysis developed by researchers at the University of East Anglia (UEA), University College London and the Alan Turing Institute. A key initial goal for…

Machine Learning · Computer Science 2019-10-08 Anthony Bagnall , Franz Király , Markus Löning , Matthew Middlehurst , George Oastler

Forecasting groups of time series is of increasing practical importance, e.g. forecasting the demand for multiple products offered by a retailer or server loads within a data center. The local approach to this problem considers each time…

Machine Learning · Computer Science 2021-03-30 Pablo Montero-Manso , Rob J Hyndman

This article intends to systematically identify and comparatively analyze state-of-the-art supply chain (SC) forecasting strategies and technologies. A novel framework has been proposed incorporating Big Data Analytics in SC Management…

Machine Learning · Computer Science 2025-09-04 Md Abrar Jahin , Md Sakib Hossain Shovon , Jungpil Shin , Istiyaque Ahmed Ridoy , M. F. Mridha

In this paper, a novel method to perform model-based clustering of time series is proposed. The procedure relies on two iterative steps: (i) K global forecasting models are fitted via pooling by considering the series pertaining to each…

Machine Learning · Statistics 2023-05-02 Ángel López Oriona , Pablo Montero Manso , José Antonio Vilar Fernández

A time series forecasting model--which is typically built on a single time series--is known as a local time series model (tsLM). In contrast, a forecasting model trained on multiple time series is referred to as a global time series model…

Machine Learning · Computer Science 2025-11-10 Junru Ren , Shaomin Wu

While current time series research focuses on developing new models, crucial questions of selecting an optimal approach for training such models are underexplored. Tsururu, a Python library introduced in this paper, bridges SoTA research…

Machine Learning · Computer Science 2025-09-22 Alina Kostromina , Kseniia Kuvshinova , Aleksandr Yugay , Andrey Savchenko , Dmitry Simakov

Structured prediction plays a central role in machine learning applications from computational biology to computer vision. These models require significantly more computation than unstructured models, and, in many applications, algorithms…

Machine Learning · Computer Science 2013-12-03 Alexander Grubb , Daniel Munoz , J. Andrew Bagnell , Martial Hebert

Time series forecasting is essential for operational intelligence in the hospitality industry, and particularly challenging in large-scale, distributed systems. This study evaluates the performance of statistical, machine learning (ML),…

Machine Learning · Computer Science 2025-02-06 Issar Arab , Rodrigo Benitez

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

Time series forecasting has gained lots of attention recently; this is because many real-world phenomena can be modeled as time series. The massive volume of data and recent advancements in the processing power of the computers enable…

Machine Learning · Computer Science 2021-04-01 Manie Tadayon , Yumi Iwashita

Numerous deep learning architectures have been developed to accommodate the diversity of time series datasets across different domains. In this article, we survey common encoder and decoder designs used in both one-step-ahead and…

Machine Learning · Statistics 2021-04-28 Bryan Lim , Stefan Zohren

The majority of real-world processes are spatiotemporal, and the data generated by them exhibits both spatial and temporal evolution. Weather is one of the most essential processes in this domain, and weather forecasting has become a…

Machine Learning · Computer Science 2024-09-24 Shakir Showkat Sofi , Ivan Oseledets

Workload predictions in cloud computing is obviously an important topic. Most of the existing publications employ various time series techniques, that might be difficult to implement. We suggest here another route, which has already been…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-03-12 Michel Fliess , Cédric Join , Maria Bekcheva , Alireza Moradi , Hugues Mounier

Variational quantum machine learning algorithms have been proposed as promising tools for time series prediction, with the potential to handle complex sequential data more effectively than classical approaches. However, their practical…

Quantum Physics · Physics 2026-01-22 Tobias Fellner , David Kreplin , Samuel Tovey , Christian Holm

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

The availability of large amounts of time series data, paired with the performance of deep-learning algorithms on a broad class of problems, has recently led to significant interest in the use of sequence-to-sequence models for time series…

Machine Learning · Computer Science 2019-02-27 Vitaly Kuznetsov , Zelda Mariet

Autocorrelation is a defining characteristic of time-series data, where each observation is statistically dependent on its predecessors. In the context of deep time-series forecasting, autocorrelation arises in both the input history and…

Time series forecasting attempts to predict future events by analyzing past trends and patterns. Although well researched, certain critical aspects pertaining to the use of deep learning in time series forecasting remain ambiguous. Our…

Machine Learning · Computer Science 2024-03-08 Kiran Madhusudhanan , Shayan Jawed , Lars Schmidt-Thieme