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Related papers: Can time series forecasting be automated? A benchm…

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In order to support the advancement of machine learning methods for predicting time-series data, we present a comprehensive dataset designed explicitly for long-term time-series forecasting. We incorporate a collection of datasets obtained…

Machine Learning · Computer Science 2023-09-29 Jacek Cyranka , Szymon Haponiuk

This paper describes a methodology for automated univariate time series forecasting using regression trees and their ensembles: bagging and random forests. The key aspects that are addressed are: the use of an autoregressive approach and…

Machine Learning · Computer Science 2026-02-03 Francisco Martínez , María P. Frías

Time series data is used in a wide range of real world applications. In a variety of domains , detailed analysis of time series data (via Forecasting and Anomaly Detection) leads to a better understanding of how events associated with a…

Machine Learning · Computer Science 2022-03-11 Yunus Parvej Faniband , Iskandar Ishak , Sadiq M. Sait

Delivering precise point and distributional forecasts across a spectrum of prediction horizons represents a significant and enduring challenge in the application of time-series forecasting within various industries. Prior research on…

Machine Learning · Computer Science 2024-10-22 Jiawen Zhang , Xumeng Wen , Zhenwei Zhang , Shun Zheng , Jia Li , Jiang Bian

Company fundamentals are key to assessing companies' financial and overall success and stability. Forecasting them is important in multiple fields, including investing and econometrics. While statistical and contemporary machine learning…

Statistical Finance · Quantitative Finance 2025-06-04 Felix Divo , Eric Endress , Kevin Endler , Kristian Kersting , Devendra Singh Dhami

This paper presents a method for time series forecasting with deep learning and its assessment on two datasets. The method starts with data preparation, followed by model training and evaluation. The final step is a visual inspection.…

Machine Learning · Computer Science 2023-02-24 Gissel Velarde

Time Series Forecasting (TSF) is key functionality in numerous fields, such as financial investment, weather services, and energy management. Although increasingly capable TSF methods occur, many of them require domain-specific data…

Machine Learning · Computer Science 2025-06-13 Zhe Li , Xiangfei Qiu , Peng Chen , Yihang Wang , Hanyin Cheng , Yang Shu , Jilin Hu , Chenjuan Guo , Aoying Zhou , Christian S. Jensen , Bin Yang

Temporal relational data, perhaps the most commonly used data type in industrial machine learning applications, needs labor-intensive feature engineering and data analyzing for giving precise model predictions. An automatic machine learning…

Machine Learning · Computer Science 2021-09-10 Zhipeng Luo , Zhixing He , Jin Wang , Manqing Dong , Jianqiang Huang , Mingjian Chen , Bohang Zheng

With the advancement of GPS and remote sensing technologies, large amounts of geospatial and spatiotemporal data are being collected from various domains, driving the need for effective and efficient prediction methods. Given spatial data…

Machine Learning · Computer Science 2020-12-25 Zhe Jiang

Real-world deep learning models developed for Time Series Forecasting are used in several critical applications ranging from medical devices to the security domain. Many previous works have shown how deep learning models are prone to…

Machine Learning · Computer Science 2023-01-30 Yuvaraj Govindarajulu , Avinash Amballa , Pavan Kulkarni , Manojkumar Parmar

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…

Machine Learning · Computer Science 2024-01-18 Caspar Meijer , Lydia Y. Chen

We propose a three-stage framework for forecasting high-dimensional time-series data. Our method first estimates parameters for each univariate time series. Next, we use these parameters to cluster the time series. These clusters can be…

Machine Learning · Computer Science 2021-10-28 Reese Pathak , Rajat Sen , Nikhil Rao , N. Benjamin Erichson , Michael I. Jordan , Inderjit S. Dhillon

Process analytics is an umbrella of data-driven techniques which includes making predictions for individual process instances or overall process models. At the instance level, various novel techniques have been recently devised, tackling…

Machine Learning · Computer Science 2021-07-29 Johannes De Smedt , Anton Yeshchenko , Artem Polyvyanyy , Jochen De Weerdt , Jan Mendling

Automated machine learning (AutoML) streamlines the creation of ML models. While most methods select the "best" model based on predictive quality, it's crucial to acknowledge other aspects, such as interpretability and resource consumption.…

Machine Learning · Computer Science 2023-12-21 Raphael Fischer , Amal Saadallah

Given the rapid rise in energy demand by data centers and computing systems in general, it is fundamental to incorporate energy considerations when designing (scheduling) algorithms. Machine learning can be a useful approach in practice by…

Data Structures and Algorithms · Computer Science 2021-12-07 Antonios Antoniadis , Peyman Jabbarzade Ganje , Golnoosh Shahkarami

Over the last years, machine learning techniques have been applied to more and more application domains, including software engineering and, especially, software quality assurance. Important application domains have been, e.g., software…

Software Engineering · Computer Science 2021-04-30 Safa Omri , Carsten Sinz

Providing long-range forecasts is a fundamental challenge in time series modeling, which is only compounded by the challenge of having to form such forecasts when a time series has never previously been observed. The latter challenge is the…

Machine Learning · Statistics 2018-08-28 Christopher Xie , Alex Tank , Alec Greaves-Tunnell , Emily Fox

Time series analysis is essential for comprehending the complexities inherent in various realworld systems and applications. Although large language models (LLMs) have recently made significant strides, the development of artificial general…

Machine Learning · Computer Science 2024-06-04 Ming Jin , Yifan Zhang , Wei Chen , Kexin Zhang , Yuxuan Liang , Bin Yang , Jindong Wang , Shirui Pan , Qingsong Wen

Time series analysis has become crucial in various fields, from engineering and finance to healthcare and social sciences. Due to their multidimensional nature, time series often need to be embedded into a fixed-dimensional feature space to…

Machine Learning · Computer Science 2025-05-27 Habib Irani , Yasamin Ghahremani , Arshia Kermani , Vangelis Metsis

Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting…

Machine Learning · Computer Science 2019-01-23 Tao Ma