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Successful application of machine learning models to real-world prediction problems, e.g. financial forecasting and personalized medicine, has proved to be challenging, because such settings require limiting and quantifying the uncertainty…

Machine Learning · Computer Science 2020-09-15 Yao Zhang , William Zame , Mihaela van der Schaar

Machine learning models can effectively forecast dynamical systems from time-series data, but they typically require large amounts of past data, making forecasting particularly challenging for systems with limited history. To overcome this,…

Machine Learning · Computer Science 2025-08-01 Declan A. Norton , Edward Ott , Andrew Pomerance , Brian Hunt , Michelle Girvan

Improvement of time series forecasting accuracy through combining multiple models is an important as well as a dynamic area of research. As a result, various forecasts combination methods have been developed in literature. However, most of…

Artificial Intelligence · Computer Science 2013-02-28 Ratnadip Adhikari , R. K. Agrawal

Spatio-temporal forecasting is a critical component of various smart city applications, such as transportation optimization, energy management, and socio-economic analysis. Recently, several automated spatio-temporal forecasting methods…

Machine Learning · Computer Science 2025-01-09 Tengfei Lyu , Weijia Zhang , Jinliang Deng , Hao Liu

Real time large scale streaming data pose major challenges to forecasting, in particular defying the presence of human experts to perform the corresponding analysis. We present here a class of models and methods used to develop an…

Applications · Statistics 2018-03-14 Roi Naveiro , Simón Rodríguez , David Ríos Insua

Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Machine Learning · Computer Science 2026-05-12 Sheng Pan , Ming Jin , Bo Du , Shirui Pan

Self-awareness is the key capability of autonomous systems, e.g., autonomous driving network, which relies on highly efficient time series forecasting algorithm to enable the system to reason about the future state of the environment, as…

Machine Learning · Computer Science 2023-05-18 Minh-Thanh Bui , Duc-Thinh Ngo , Demin Lu , Zonghua Zhang

Automated Planning is one of the main research field of Artificial Intelligence since its beginnings. Research in Automated Planning aims at developing general reasoners (i.e., planners) capable of automatically solve complex problems.…

Artificial Intelligence · Computer Science 2019-05-15 Alessandro Umbrico

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

Analyzing better time series with limited human effort is of interest to academia and industry. Driven by business scenarios, we organized the first Automated Time Series Regression challenge (AutoSeries) for the WSDM Cup 2020. We present…

Machine Learning · Computer Science 2021-12-28 Zhen Xu , Wei-Wei Tu , Isabelle Guyon

In demographic literature, forecast uncertainty is often quantified with a statistical model. This model-based approach may potentially suffer from drawbacks, namely model misspecification, selection effect, and lack of finite-sample…

Applications · Statistics 2026-05-29 Han Lin Shang

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…

Machine Learning · Computer Science 2026-01-06 Erfan Hajihashemi , Yanning Shen

Automatic Time Series Forecasting (TSF) model design which aims to help users to efficiently design suitable forecasting model for the given time series data scenarios, is a novel research topic to be urgently solved. In this paper, we…

Machine Learning · Computer Science 2022-03-29 Chunnan Wang , Xingyu Chen , Chengyue Wu , Hongzhi Wang

In real case applications within the virtual prototyping process, it is not always possible to reduce the complexity of the physical models and to obtain numerical models which can be solved quickly. Usually, every single numerical…

Machine Learning · Computer Science 2024-08-29 Thomas Most , Johannes Will

Automated machine learning (AutoML) has democratized the design of machine learning based systems, by automating model selection, hyperparameter tuning and feature engineering. However, the high computational cost associated with…

Machine Learning · Computer Science 2025-08-20 Edesio Alcobaça , André C. P. L. F. de Carvalho

Many businesses and industries nowadays rely on large quantities of time series data making time series forecasting an important research area. Global forecasting models that are trained across sets of time series have shown a huge…

Machine Learning · Computer Science 2021-10-25 Rakshitha Godahewa , Christoph Bergmeir , Geoffrey I. Webb , Rob J. Hyndman , Pablo Montero-Manso

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

This paper discusses the prediction of hierarchical time series, where each upper-level time series is calculated by summing appropriate lower-level time series. Forecasts for such hierarchical time series should be coherent, meaning that…

Machine Learning · Computer Science 2021-01-27 Tomokaze Shiratori , Ken Kobayashi , Yuichi Takano

This paper introduces a novel meta-learning algorithm for time series forecast model performance prediction. We model the forecast error as a function of time series features calculated from the historical time series with an efficient…

Applications · Statistics 2022-07-11 Thiyanga S. Talagala , Feng Li , Yanfei Kang

Energy system optimization models are becoming increasingly popular for analyzing energy markets, such as the impact of new policies or interactions between energy carriers. One key challenge of these models is the trade-off between…

Optimization and Control · Mathematics 2025-08-26 Beltrán Castro Gómez , Yannick Werner , Sonja Wogrin