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Related papers: Optimal starting point for time series forecasting

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A new optimized extreme learning machine- (ELM-) based method for power system transient stability prediction (TSP) using synchrophasors is presented in this paper. First, the input features symbolizing the transient stability of power…

Neural and Evolutionary Computing · Computer Science 2018-10-23 Yanjun Zhang , Tie Li , Guangyu Na , Guoqing Li , Yang Li

We propose an approach to construct text-based time-series indices in an optimal way--typically, indices that maximize the contemporaneous relation or the predictive performance with respect to a target variable, such as inflation. We…

Econometrics · Economics 2024-05-20 David Ardia , Keven Bluteau

The electricity sector is undergoing substantial transformations due to the rising electrification of demand, enhanced integration of renewable energy resources, and the emergence of new technologies. These changes are rendering the…

Machine Learning · Computer Science 2025-12-23 Ali Menati , Fatemeh Doudi , Dileep Kalathil , Le Xie

New micro-grid design with renewable energy sources and battery storage systems can help improve greenhouse gas emissions and reduce the operational cost. To provide an effective short-/long-term forecasting of both energy generation and…

Machine Learning · Computer Science 2022-03-08 Jiangjiao Xu , Ke Li

Spiking neural networks (SNNs), inspired by the spiking behavior of biological neurons, provide a unique pathway for capturing the intricacies of temporal data. However, applying SNNs to time-series forecasting is challenging due to…

Neural and Evolutionary Computing · Computer Science 2024-05-30 Changze Lv , Yansen Wang , Dongqi Han , Xiaoqing Zheng , Xuanjing Huang , Dongsheng Li

Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed stochastic process. In this paper, we show that every…

Statistics Theory · Mathematics 2020-01-01 Xiucai Ding , Zhou Zhou

This paper addresses the challenge of planning a sequence of tasks to be performed by multiple robots while minimizing the overall completion time subject to timing and precedence constraints. Our approach uses the Timed Partial Orders…

The Oven Scheduling Problem (OSP) is an NP-hard real-world parallel batch scheduling problem arising in the semiconductor industry. The objective of the problem is to schedule a set of jobs on ovens while minimizing several factors, namely…

Artificial Intelligence · Computer Science 2024-10-03 Francesca Da Ros , Marie-Louise Lackner , Nysret Musliu

The paper investigates data-driven output-feedback predictive control of linear systems subject to stochastic disturbances. The scheme relies on the recursive solution of a suitable data-driven reformulation of a stochastic Optimal Control…

Systems and Control · Electrical Eng. & Systems 2022-12-16 Guanru Pan , Ruchuan Ou , Timm Faulwasser

Comparing time series in a principled manner requires capturing both temporal alignment and distributional similarity of features. Optimal transport (OT) has recently emerged as a powerful tool for this task, but existing OT-based…

Optimization and Control · Mathematics 2025-12-29 Thai P. D. Nguyen , Hong T. M. Chu , Kim-Chuan Toh

Time Series Forecasting has made significant progress with the help of Patching technique, which partitions time series into multiple patches to effectively retain contextual semantic information into a representation space beneficial for…

Machine Learning · Computer Science 2025-12-17 Xingjian Wu , Xiangfei Qiu , Hanyin Cheng , Zhengyu Li , Jilin Hu , Chenjuan Guo , Bin Yang

Real-world time-series datasets often violate the assumptions of standard supervised learning for forecasting -- their distributions evolve over time, rendering the conventional training and model selection procedures suboptimal. In this…

Machine Learning · Computer Science 2022-09-27 Sercan O. Arik , Nathanael C. Yoder , Tomas Pfister

Time series (TS) modeling has come a long way from early statistical, mainly linear, approaches to the current trend in TS foundation models. With a lot of hype and industrial demand in this field, it is not always clear how much progress…

Machine Learning · Computer Science 2026-02-20 Daniel Durstewitz , Christoph Jürgen Hemmer , Florian Hess , Charlotte Ricarda Doll , Lukas Eisenmann

Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular…

Machine Learning · Computer Science 2026-02-06 Shunya Nagashima , Shuntaro Suzuki , Shuitsu Koyama , Shinnosuke Hirano

In this study we show that standard well-known file compression programs (zlib, bzip2, etc.) are able to forecast real-world time series data well. The strength of our approach is its ability to use a set of data compression algorithms and…

Information Theory · Computer Science 2019-04-09 K. S. Chirikhin , B. Ya. Ryabko

Forecasting multiple future events within a given time horizon is essential for applications in finance, retail, social networks, and healthcare. Marked Temporal Point Processes (MTPP) provide a principled framework to model both the timing…

Machine Learning · Computer Science 2025-08-05 Ivan Karpukhin , Foma Shipilov , Andrey Savchenko

Time series forecasting (TSF) remains a challenging problem due to the intricate entanglement of intraperiod-fluctuations and interperiod-trends. While recent advances have attempted to reshape 1D sequences into 2D period-phase…

Machine Learning · Computer Science 2026-03-04 Yixin Wang , Yifan Hu , Peiyuan Liu , Naiqi Li , Dai Tao , Shu-Tao Xia

Despite the growing attention to time series forecasting in recent years, many studies have proposed various solutions to address the challenges encountered in time series prediction, aiming to improve forecasting performance. However,…

Machine Learning · Computer Science 2025-06-12 Yanlong Wang , Jian Xu , Tiantian Gao , Hongkang Zhang , Shao-Lun Huang , Danny Dongning Sun , Xiao-Ping Zhang

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

Time series forecasting is a critical task in various domains, where accurate predictions can drive informed decision-making. Traditional forecasting methods often rely on current observations of variables to predict future outcomes,…

Machine Learning · Computer Science 2026-03-17 Wentao Gao , Xiaojing Du , Wenjun Yu , Xiongren Chen , Yifan Guo , Feiyu Yang