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Recent years have witnessed tremendously improved efficiency of Automated Machine Learning (AutoML), especially Automated Deep Learning (AutoDL) systems, but recent work focuses on tabular, image, or NLP tasks. So far, little attention has…

Machine Learning · Computer Science 2022-07-25 Difan Deng , Florian Karl , Frank Hutter , Bernd Bischl , Marius Lindauer

Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation. However, we contend that existing benchmarks exhibit common limitations in four dimensions:…

As a result of the greater availability of big data, as well as the decreasing costs and increasing power of modern computing, the use of artificial neural networks for financial time series forecasting is once again a major topic of…

Machine Learning · Statistics 2021-04-21 Adam Balusik , Jared de Magalhaes , Rendani Mbuvha

Undoubtedly, the increase of available data and competitive machine learning algorithms has boosted the popularity of data-driven modeling in energy systems. Applications are forecasts for renewable energy generation and energy consumption.…

Machine Learning · Computer Science 2021-10-27 Stefan Meisenbacher , Janik Pinter , Tim Martin , Veit Hagenmeyer , Ralf Mikut

Assessing the predictive power of both data and models holds paramount significance in time-series machine learning applications. Yet, preparing time series data accurately and employing an appropriate measure for predictive power seems to…

Statistical Finance · Quantitative Finance 2023-11-22 Martin Winistörfer , Ivan Zhdankin

The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…

Machine Learning · Computer Science 2022-12-06 Michael Dinitz , Sungjin Im , Thomas Lavastida , Benjamin Moseley , Sergei Vassilvitskii

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…

Machine Learning · Computer Science 2017-01-10 John Cristian Borges Gamboa

Automatic forecasting is the task of receiving a time series and returning a forecast for the next time steps without any human intervention. Gaussian Processes (GPs) are a powerful tool for modeling time series, but so far there are no…

Machine Learning · Statistics 2023-04-27 Giorgio Corani , Alessio Benavoli , Marco Zaffalon

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…

Machine Learning · Computer Science 2025-03-12 Christof Schötz , Alistair White , Maximilian Gelbrecht , Niklas Boers

Large Language Models (LLMs) have shown promising performance in time series modeling tasks, but do they truly understand time series data? While multiple benchmarks have been proposed to answer this fundamental question, most are manually…

Artificial Intelligence · Computer Science 2026-04-15 Malgorzata Gwiazda , Yifu Cai , Mononito Goswami , Arjun Choudhry , Artur Dubrawski

Time series has attracted a lot of attention in many fields today. Time series forecasting algorithm based on complex network analysis is a research hotspot. How to use time series information to achieve more accurate forecasting is a…

Social and Information Networks · Computer Science 2022-08-23 Tianxiang Zhan , Fuyuan Xiao

Prediction of dynamic environmental variables in unmonitored sites remains a long-standing challenge for water resources science. The majority of the world's freshwater resources have inadequate monitoring of critical environmental…

Machine Learning · Computer Science 2025-01-29 Jared D. Willard , Charuleka Varadharajan , Xiaowei Jia , Vipin Kumar

Artificial Intelligence (AI) has recently shown its capabilities for almost every field of life. Machine Learning, which is a subset of AI, is a `HOT' topic for researchers. Machine Learning outperforms other classical forecasting…

Machine Learning · Computer Science 2021-12-07 Gang He , Khwaja Mutahir Ahmad , Wenxin Yu , Xiaochuan Xu , Jay Kumar

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

Econometrics · Economics 2025-02-21 Chen Liu , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Robert Kohn

This research examines the use of Large Language Models (LLMs) in predicting time series, with a specific focus on the LLMTIME model. Despite the established effectiveness of LLMs in tasks such as text generation, language translation, and…

Machine Learning · Computer Science 2024-08-12 Rui Cao , Qiao Wang

The selection of algorithms is a crucial step in designing AI services for real-world time series classification use cases. Traditional methods such as neural architecture search, automated machine learning, combined algorithm selection,…

Machine Learning · Computer Science 2024-10-02 Lars Böcking , Leopold Müller , Niklas Kühl

This paper discusses several modern approaches to regression analysis involving time series data where some of the predictor variables are also indexed by time. We discuss classical statistical approaches as well as methods that have been…

Methodology · Statistics 2020-11-02 Stephanie Clark , Rob J Hyndman , Dan Pagendam , Louise M Ryan

We study online interval scheduling in the irrevocable setting, where each interval must be immediately accepted or rejected upon arrival. The objective is to maximize the total length of accepted intervals while ensuring that no two…

Machine Learning · Computer Science 2025-11-21 Antonios Antoniadis , Ali Shahheidar , Golnoosh Shahkarami , Abolfazl Soltani

A common forecasting setting in real world applications considers a set of possibly heterogeneous time series of the same domain. Due to different properties of each time series such as length, obtaining forecasts for each individual time…

Methodology · Statistics 2024-01-31 Lukas Neubauer , Peter Filzmoser

Forecasting is an indispensable element of operational research (OR) and an important aid to planning. The accurate estimation of the forecast uncertainty facilitates several operations management activities, predominantly in supporting…

Methodology · Statistics 2020-11-18 Xiaoqian Wang , Yanfei Kang , Fotios Petropoulos , Feng Li
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