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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

This paper addresses source component shift adaptation, aiming to update predictions adapting to source component shifts for incoming data streams based on past training data. Existing online learning methods often fail to utilize recurring…

Machine Learning · Computer Science 2025-08-15 Ryuta Matsuno

The class-wise training losses often diverge as a result of the various levels of intra-class and inter-class appearance variation, and we find that the diverging class-wise training losses cause the uncalibrated prediction with its…

Machine Learning · Computer Science 2023-06-21 Seungjin Jung , Seungmo Seo , Yonghyun Jeong , Jongwon Choi

With the growing availability of multi-domain time series data, there is an increasing demand for general forecasting models pre-trained on multi-source datasets to support diverse downstream prediction scenarios. Existing time series…

Machine Learning · Computer Science 2025-09-09 Yihang Wang , Yuying Qiu , Peng Chen , Kai Zhao , Yang Shu , Zhongwen Rao , Lujia Pan , Bin Yang , Chenjuan Guo

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Applications · Statistics 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

Combining forecast from different models has shown to perform better than single forecast in most time series. To improve the quality of forecast we can go for combining forecast. We study the effect of decomposing a series into multiple…

Applications · Statistics 2013-03-04 Manisha Gahirwal

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

Hybrid approaches that combine data-driven learning with physics-based insight have shown promise for improving the reliability of industrial condition monitoring. This work develops a hybrid condition monitoring framework that integrates…

Machine Learning · Computer Science 2026-04-14 Maryam Ahang , Todd Charter , Masoud Jalayer , Homayoun Najjaran

Accurate forecasting in the e-commerce finance domain is particularly challenging due to irregular invoice schedules, payment deferrals, and user-specific behavioral variability. These factors, combined with sparse datasets and short…

Machine Learning · Computer Science 2025-09-25 Abhishek Sharma , Anat Parush , Sumit Wadhwa , Amihai Savir , Anne Guinard , Prateek Srivastava

Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…

Machine Learning · Computer Science 2021-10-13 Biswajit Paria , Rajat Sen , Amr Ahmed , Abhimanyu Das

This paper addresses a common problem with hierarchical time series. Time series analysis demands the series for a model to be the sum of multiple series at corresponding sub-levels. Hierarchical Time Series presents a two-fold problem.…

Applications · Statistics 2022-12-27 Seema Sangari , Xinyan Zhang

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

Many applications in different domains produce large amount of time series data. Making accurate forecasting is critical for many decision makers. Various time series forecasting methods exist which use linear and nonlinear models…

Machine Learning · Computer Science 2019-07-19 Ümit Çavuş Büyükşahin , Şeyda Ertekin

Accurate traffic forecasting plays a vital role in intelligent transportation systems, enabling applications such as congestion control, route planning, and urban mobility optimization. However, traffic forecasting remains challenging due…

Artificial Intelligence · Computer Science 2025-11-18 Minlan Shao , Zijian Zhang , Yili Wang , Yiwei Dai , Xu Shen , Xin Wang

Mid-term electricity load forecasting (LF) plays a critical role in power system planning and operation. To address the issue of error accumulation and transfer during the operation of existing LF models, a novel model called error…

Machine Learning · Computer Science 2023-06-21 Liping Zhang , Di Wu , Xin Luo

Deep learning has significantly advanced time series forecasting through its powerful capacity to capture sequence relationships. However, training these models with the Mean Square Error (MSE) loss often results in over-smooth predictions,…

Machine Learning · Computer Science 2024-12-25 Yanru Sun , Zongxia Xie , Dongyue Chen , Emadeldeen Eldele , Qinghua Hu

Forecasting groups of time series is of increasing practical importance, e.g. forecasting the demand for multiple products offered by a retailer or server loads within a data center. The local approach to this problem considers each time…

Machine Learning · Computer Science 2021-03-30 Pablo Montero-Manso , Rob J Hyndman

Complex systems such as aircraft engines, turbines, and industrial machinery often operate under dynamically changing conditions. These varying operating conditions can substantially influence degradation behavior and make prognostic…

Machine Learning · Computer Science 2026-04-14 Yuqi Su , Xiaolei Fang

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

Multivariate time series forecasting is essential in domains such as finance, transportation, climate, and energy. However, existing patch-based methods typically adopt fixed-length segmentation, overlooking the heterogeneity of local…

Machine Learning · Computer Science 2026-01-06 Kuiye Ding , Fanda Fan , Chunyi Hou , Zheya Wang , Lei Wang , Zhengxin Yang , Jianfeng Zhan