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Related papers: A Predictive Approach To Enhance Time-Series Forec…

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One of the challenging questions in time series forecasting is how to find the best algorithm. In recent years, a recommender system scheme has been developed for time series analysis using a meta-learning approach. This system selects the…

Machine Learning · Statistics 2019-08-23 Sasan Barak , Mahdi Nasiri , Mehrdad Rostamzadeh

Recurrent neural network based solutions are increasingly being used in the analysis of longitudinal Electronic Health Record data. However, most works focus on prediction accuracy and neglect prediction uncertainty. We propose Deep Kernel…

Machine Learning · Computer Science 2021-07-27 Zhiliang Wu , Yinchong Yang , Peter A. Fasching , Volker Tresp

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among…

Machine Learning · Computer Science 2021-05-28 Gabriel Spadon , Shenda Hong , Bruno Brandoli , Stan Matwin , Jose F. Rodrigues-Jr , Jimeng Sun

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

Methodology · Statistics 2022-06-07 Isaac Lavine , Michael Lindon , Mike West

We introduce a novel deep learning approach that harnesses the power of generative artificial intelligence to enhance the accuracy of contextual forecasting in sewerage systems. By developing a diffusion-based model that processes…

Machine Learning · Computer Science 2025-06-11 Nicholas A. Pearson , Francesca Cairoli , Luca Bortolussi , Davide Russo , Francesca Zanello

Many methods for time-series forecasting are known in classical statistics, such as autoregression, moving averages, and exponential smoothing. The DeepAR framework is a novel, recent approach for time-series forecasting based on deep…

Machine Learning · Computer Science 2023-02-23 Ayla Jungbluth , Johannes Lederer

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski

Time series forecasting underpins vital decision-making across various sectors, yet raw predictions from sophisticated models often harbor systematic errors and biases. We examine the Forecast-Then-Optimize (FTO) framework, pioneering its…

Machine Learning · Computer Science 2025-06-17 Jinhang Jiang , Nan Wu , Ben Liu , Mei Feng , Xin Ji , Karthik Srinivasan

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

Time series models aim for accurate predictions of the future given the past, where the forecasts are used for important downstream tasks like business decision making. In practice, deep learning based time series models come in many forms,…

Machine Learning · Computer Science 2022-06-01 Kashif Rasul , Young-Jin Park , Max Nihlén Ramström , Kyung-Min Kim

Deep probabilistic time series forecasting has gained attention for its ability to provide nonlinear approximation and valuable uncertainty quantification for decision-making. However, existing models often oversimplify the problem by…

Machine Learning · Statistics 2024-10-22 Vincent Zhihao Zheng , Seongjin Choi , Lijun Sun

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

Machine Learning · Computer Science 2022-04-26 Jimeng Shi , Mahek Jain , Giri Narasimhan

Time-series forecasting is important for many applications. Forecasting models are usually trained using time-series data in a specific target task. However, sufficient data in the target task might be unavailable, which leads to…

Machine Learning · Statistics 2020-10-01 Tomoharu Iwata , Atsutoshi Kumagai

Benefiting from high capacity for capturing complex temporal patterns, deep learning (DL) has significantly advanced time series forecasting (TSF). However, deep models tend to suffer from severe overfitting due to the inherent…

Machine Learning · Computer Science 2025-10-30 Yisong Fu , Zezhi Shao , Chengqing Yu , Yujie Li , Zhulin An , Qi Wang , Yongjun Xu , Fei Wang

We introduce a method for learning the dynamics of complex nonlinear systems based on deep generative models over temporal segments of states and actions. Unlike dynamics models that operate over individual discrete timesteps, we learn the…

Machine Learning · Computer Science 2017-07-14 Nikhil Mishra , Pieter Abbeel , Igor Mordatch

The forecast of tropical cyclone trajectories is crucial for the protection of people and property. Although forecast dynamical models can provide high-precision short-term forecasts, they are computationally demanding, and current…

Atmospheric and Oceanic Physics · Physics 2020-01-13 Sophie Giffard-Roisin , Mo Yang , Guillaume Charpiat , Christina Kumler-Bonfanti , Balázs Kégl , Claire Monteleoni

Session-based recommender systems have attracted much attention recently. To capture the sequential dependencies, existing methods resort either to data augmentation techniques or left-to-right style autoregressive training.Since these…

Information Retrieval · Computer Science 2020-01-28 Fajie Yuan , Xiangnan He , Haochuan Jiang , Guibing Guo , Jian Xiong , Zhezhao Xu , Yilin Xiong

A robust model for time series forecasting is highly important in many domains, including but not limited to financial forecast, air temperature and electricity consumption. To improve forecasting performance, traditional approaches usually…

Machine Learning · Computer Science 2019-09-19 Long H. Nguyen , Zhenhe Pan , Opeyemi Openiyi , Hashim Abu-gellban , Mahdi Moghadasi , Fang Jin

Forecasting a typical object's future motion is a critical task for interpreting and interacting with dynamic environments in computer vision. Event-based sensors, which could capture changes in the scene with exceptional temporal…

Computer Vision and Pattern Recognition · Computer Science 2024-10-14 Song Wu , Zhiyu Zhu , Junhui Hou , Guangming Shi , Jinjian Wu

Transformer-based methods have shown great potential in long-term time series forecasting. However, most of these methods adopt the standard point-wise self-attention mechanism, which not only becomes intractable for long-term forecasting…

Machine Learning · Computer Science 2022-02-24 Dazhao Du , Bing Su , Zhewei Wei