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Related papers: Optimal starting point for time series forecasting

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Earth observation satellites (EOSs) play a pivotal role in capturing and analyzing planetary phenomena, ranging from natural disasters to societal development. The EOS scheduling problem (EOSSP), which optimizes the schedule of EOSs, is…

Optimization and Control · Mathematics 2026-03-30 Brycen D. Pearl , Joseph M. Miller , Hang Woon Lee

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

In many real-world problems of real-time monitoring high-dimensional streaming data, one wants to detect an undesired event or change quickly once it occurs, but under the sampling control constraint in the sense that one might be able to…

Methodology · Statistics 2022-04-12 Wanrong Zhang , Yajun Mei

Interactive response time is important in analytical pipelines for users to explore a sufficient number of possibilities and make informed business decisions. We consider a forecasting pipeline with large volumes of high-dimensional time…

Databases · Computer Science 2021-01-19 Shuyuan Yan , Bolin Ding , Wei Guo , Jingren Zhou , Zhewei Wei , Xiaowei Jiang , Sheng Xu

Accurate forecasts are vital for supporting the decisions of modern companies. Forecasters typically select the most appropriate statistical model for each time series. However, statistical models usually presume some data generation…

To maintain the accuracy of supervised learning models in the presence of evolving data streams, we provide temporally-biased sampling schemes that weight recent data most heavily, with inclusion probabilities for a given data item decaying…

Databases · Computer Science 2018-01-31 Brian Hentschel , Peter J. Haas , Yuanyuan Tian

Traditional recurrent neural network architectures, such as long short-term memory neural networks (LSTM), have historically held a prominent role in time series forecasting (TSF) tasks. While the recently introduced sLSTM for Natural…

Machine Learning · Computer Science 2025-02-25 Yaxuan Kong , Zepu Wang , Yuqi Nie , Tian Zhou , Stefan Zohren , Yuxuan Liang , Peng Sun , Qingsong Wen

Time series data compression is emerging as an important problem with the growth in IoT devices and sensors. Due to the presence of noise in these datasets, lossy compression can often provide significant compression gains without impacting…

Signal Processing · Electrical Eng. & Systems 2020-01-14 Shubham Chandak , Kedar Tatwawadi , Chengtao Wen , Lingyun Wang , Juan Aparicio , Tsachy Weissman

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

Catering to the incentives of people with limited rationality is a challenging research direction that requires novel paradigms to design mechanisms and approximation algorithms. Obviously strategyproof (OSP) mechanisms have recently…

Computer Science and Game Theory · Computer Science 2018-10-10 Diodato Ferraioli , Adrian Meier , Paolo Penna , Carmine Ventre

This paper introduces SparseTSF, a novel, extremely lightweight model for Long-term Time Series Forecasting (LTSF), designed to address the challenges of modeling complex temporal dependencies over extended horizons with minimal…

Machine Learning · Computer Science 2024-06-04 Shengsheng Lin , Weiwei Lin , Wentai Wu , Haojun Chen , Junjie Yang

With the development of mobile communication and industrial internet technologies, the demand for robust absolute time synchronization based on network for diverse scenarios is significantly growing. TAP is a novel network timing method…

Networking and Internet Architecture · Computer Science 2024-02-08 Chenyu Zhang , Xiangming Wen , Wei Zheng , Longdan Yu , Zhaoming Lu , Zhengying Wang

This paper presents a time series forecasting framework which combines standard forecasting methods and a machine learning model. The inputs to the machine learning model are not lagged values or regular time series features, but instead…

Machine Learning · Statistics 2020-01-15 Shi Zhao , Ying Feng

We present data-dependent learning bounds for the general scenario of non-stationary non-mixing stochastic processes. Our learning guarantees are expressed in terms of a data-dependent measure of sequential complexity and a discrepancy…

Machine Learning · Computer Science 2018-03-16 Vitaly Kuznetsov , Mehryar Mohri

In this paper, we consider sequential online prediction (SOP) for streaming data in the presence of outliers and change points. We propose an INstant TEmporal structure Learning (INTEL) algorithm to address this problem. Our INTEL algorithm…

Machine Learning · Computer Science 2020-02-12 Bin Liu , Yu Qi , Ke-Jia Chen

Recently, tensor time-series forecasting has gained increasing attention, whose core requirement is how to perform dimensionality reduction. In this paper, we establish a least square optimization model by combining tensor singular value…

Optimization and Control · Mathematics 2025-11-07 Haoning Wang , Liping Zhang

Long-term time series forecasting (LTSF) is widely recognized as a central challenge in data mining and machine learning. LTSF has increasingly evolved into a benchmark-driven ''GAME,'' where models are ranked, compared, and declared…

Machine Learning · Computer Science 2026-03-10 Thanapol Phungtua-eng , Yoshitaka Yamamoto

Economic forecasting is concerned with the estimation of some variable like gross domestic product (GDP) in the next period given a set of variables that describes the current situation or state of the economy, including industrial…

Econometrics · Economics 2024-04-08 Pedro Afonso Fernandes

Time-series forecasting finds broad applications in real-world scenarios. Due to the dynamic nature of time series data, it is important for time-series forecasting models to handle potential distribution shifts over time. In this paper, we…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Haoxin Liu , B. Aditya Prakash

This study addresses a critical challenge in AI-based weather forecasting by developing an AI-driven optimized ensemble forecast system using Orthogonal Conditional Nonlinear Optimal Perturbations (O-CNOPs). The system bridges the gap…

Atmospheric and Oceanic Physics · Physics 2026-02-27 Yonghui Li , Wansuo Duan , Hao Li , Wei Han , Han Zhang , Yinuo Li
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