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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

Forecast combinations have flourished remarkably in the forecasting community and, in recent years, have become part of the mainstream of forecasting research and activities. Combining multiple forecasts produced from single (target) series…

Methodology · Statistics 2022-09-26 Xiaoqian Wang , Rob J Hyndman , Feng Li , Yanfei Kang

The vast majority of time-series forecasting approaches require a substantial training dataset. However, many real-life forecasting applications have very little initial observations, sometimes just 40 or fewer. Thus, the applicability of…

Machine Learning · Computer Science 2023-11-06 Samuel Dooley , Gurnoor Singh Khurana , Chirag Mohapatra , Siddartha Naidu , Colin White

Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…

Machine Learning · Computer Science 2024-11-07 Erfan Hajihashemi , Yanning Shen

Time series forecasting has important applications across diverse domains. EasyTime, the system we demonstrate, facilitates easy use of time-series forecasting methods by researchers and practitioners alike. First, EasyTime enables…

Learning processes by exploiting restricted domain knowledge is an important task across a plethora of scientific areas, with more and more hybrid training methods additively combining data-driven and model-based approaches. Although the…

Machine Learning · Computer Science 2025-01-17 Yann Claes , Vân Anh Huynh-Thu , Pierre Geurts

Time series forecasts are widely used to inform decisions. Human decision-makers interpret these forecasts, incorporate prior experience and uncertainty about future outcomes, and then make a decision. In this paper, we propose a new…

Machine Learning · Statistics 2026-05-01 Daniel Andrew Coulson , Martin T. Wells

A theoretical framework that supports automated construction of dynamic prime models purely from experimental time series data has been invented and developed, which can automatically generate (construct) data-driven models of any time…

Quantitative Methods · Quantitative Biology 2015-11-12 Michael A. Idowu

Deep learning models are widely used across computer vision and other domains. When working on the model induction, selecting the right architecture for a given dataset often relies on repetitive trial-and-error procedures. This procedure…

Machine Learning · Computer Science 2026-01-06 Yen-Chia Chen , Hsing-Kuo Pao , Hanjuan Huang

This paper is concerned with the problem of how to speed up computation for Gaussian process models trained on autocorrelated data. The Gaussian process model is a powerful tool commonly used in nonlinear regression applications. Standard…

Machine Learning · Computer Science 2025-12-03 Ahmadreza Chokhachian , Matthias Katzfuss , Yu Ding

Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Juntong Ni , Shangqing Xu , Haoxin Liu , Wei Jin , B. Aditya Prakash

We develop a computational approach to Metric Answer Set Programming (ASP) to allow for expressing quantitative temporal constraints, like durations and deadlines. A central challenge is to maintain scalability when dealing with…

Artificial Intelligence · Computer Science 2026-01-29 Arvid Becker , Pedro Cabalar , Martin Diéguez , Susana Hahn , Javier Romero , Torsten Schaub

Automated machine learning has gained a lot of attention recently. Building and selecting the right machine learning models is often a multi-objective optimization problem. General purpose machine learning software that simultaneously…

Machine Learning · Computer Science 2019-08-15 Steven Gardner , Oleg Golovidov , Joshua Griffin , Patrick Koch , Wayne Thompson , Brett Wujek , Yan Xu

Time Series Forecasting is at the core of many practical applications such as sales forecasting for business, rainfall forecasting for agriculture and many others. Though this problem has been extensively studied for years, it is still…

Machine Learning · Computer Science 2020-03-23 Anirban Chatterjee , Subhadip Paul , Uddipto Dutta , Smaranya Dey

This work studies the problem of time series analysis with generalist (or foundation) models, which are models trained across many data domains. Drawing inspiration from the widespread success of large language models, we consider the…

Machine Learning · Computer Science 2025-01-03 Sabera Talukder , Yisong Yue , Georgia Gkioxari

We develop a computational approach to Metric Answer Set Programming (ASP) to allow for expressing quantitative temporal constrains, like durations and deadlines. A central challenge is to maintain scalability when dealing with fine-grained…

Artificial Intelligence · Computer Science 2025-06-11 Arvid Becker , Pedro Cabalar , Martin Diéguez , Javier Romero , Susana Hahn , Torsten Schaub

Most automation in machine learning focuses on model selection and hyper parameter tuning, and many overlook the challenge of automatically defining predictive tasks. We still heavily rely on human experts to define prediction tasks, and…

Machine Learning · Computer Science 2019-07-01 Lei Xu , Shubhra Kanti Karmaker Santu , Kalyan Veeramachaneni

Forecasting is an indispensable element of operational research (OR) and an important aid to planning. The accurate estimation of the forecast uncertainty facilitates several operations management activities, predominantly in supporting…

Methodology · Statistics 2020-11-18 Xiaoqian Wang , Yanfei Kang , Fotios Petropoulos , Feng Li

Checking software application suitability using automated software tools has become a vital element for most organisations irrespective of whether they produce in-house software or simply customise off-the-shelf software applications for…

Software Engineering · Computer Science 2015-08-05 Rajesh Mathur , Scott Miles , Miao Du