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Time-series forecasting has gained significant attention in machine learning due to its crucial role in various domains. However, most existing forecasting models rely heavily on point-wise loss functions like Mean Square Error, which treat…

Machine Learning · Computer Science 2025-07-16 Dilfira Kudrat , Zongxia Xie , Yanru Sun , Tianyu Jia , Qinghua Hu

The challenge of electronic component obsolescence is particularly critical in systems with long life cycles. Various obsolescence management methods are employed to mitigate its impact, with obsolescence forecasting being a highly…

Machine Learning · Computer Science 2025-05-05 Elie Saad , Mariem Besbes , Marc Zolghadri , Victor Czmil , Claude Baron , Vincent Bourgeois

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Delay-coordinate embedding is a powerful, time-tested mathematical framework for reconstructing the dynamics of a system from a series of scalar observations. Most of the associated theory and heuristics are overly stringent for real-world…

Dynamical Systems · Mathematics 2018-05-22 Joshua Garland

Time series anomaly detection is crucial for maintaining stable systems. Existing methods face two main challenges. First, it is difficult to directly model the dependencies of diverse and complex patterns within the sequences. Second, many…

Machine Learning · Computer Science 2025-04-22 Wenxin Zhang , Cuicui Luo

Current approaches for time series forecasting, whether in the time or frequency domain, predominantly use deep learning models based on linear layers or transformers. They often encode time series data in a black-box manner and rely on…

Machine Learning · Computer Science 2025-10-14 Cheng He , Xijie Liang , Zengrong Zheng , Patrick P. C. Lee , Xu Huang , Zhaoyi Li , Hong Xie , Defu Lian , Enhong Chen

Many dimension reduction techniques have been developed for independent data, and most have also been extended to time series. However, these methods often fail to account for the dynamic dependencies both within and across series. In this…

Methodology · Statistics 2025-09-25 Daniel Peña , Victor J. Yohai

The predictive advantage of combining several different predictive models is widely accepted. Particularly in time series forecasting problems, this combination is often dynamic to cope with potential non-stationary sources of variation…

Machine Learning · Statistics 2021-04-06 Vitor Cerqueira , Luis Torgo , Carlos Soares , Albert Bifet

Many methods aim to enhance time series forecasting by decomposing the series through intricate model structures and prior knowledge, yet they are inevitably limited by computational complexity and the robustness of the assumptions. Our…

Machine Learning · Computer Science 2025-10-07 Hanzhong Cao , Wenbo Yan , Ying Tan

With large quantities of data typically available nowadays, forecasting models that are trained across sets of time series, known as Global Forecasting Models (GFM), are regularly outperforming traditional univariate forecasting models that…

Machine Learning · Computer Science 2021-09-22 Rakshitha Godahewa , Kasun Bandara , Geoffrey I. Webb , Slawek Smyl , Christoph Bergmeir

Cross-domain time series forecasting is a valuable task in various web applications. Despite its rapid advancement, achieving effective generalization across heterogeneous time series data remains a significant challenge. Existing methods…

Artificial Intelligence · Computer Science 2025-11-04 Tingyue Pan , Mingyue Cheng , Shilong Zhang , Zhiding Liu , Xiaoyu Tao , Yucong Luo , Jintao Zhang , Qi Liu

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Machine Learning · Statistics 2022-03-10 Oshri Barazani , David Tolpin

Time series forecasting presents unique challenges that limit the effectiveness of traditional machine learning algorithms. To address these limitations, various approaches have incorporated linear constraints into learning algorithms, such…

Machine Learning · Statistics 2025-02-18 Nathan Doumèche , Francis Bach , Éloi Bedek , Gérard Biau , Claire Boyer , Yannig Goude

In recent years, there has been significant progress in the development of fully data-driven global numerical weather prediction models. These machine learning weather prediction models have their strength, notably accuracy and low…

Machine Learning · Statistics 2025-06-05 Alban Farchi , Marcin Chrust , Marc Bocquet , Massimo Bonavita

We introduce a novel bias-variance decomposition for a range of strictly convex margin losses, including the logistic loss (minimized by the classic LogitBoost algorithm), as well as the squared margin loss and canonical boosting loss.…

Machine Learning · Statistics 2022-04-27 Danny Wood , Tingting Mu , Gavin Brown

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 forecasting presents significant challenges due to the complex temporal dependencies at multiple time scales. This paper introduces ScatterFusion, a novel framework that synergistically integrates scattering transforms with…

Machine Learning · Computer Science 2026-01-29 Wei Li

We propose a novel hybrid loss for multiclass and structured prediction problems that is a convex combination of a log loss for Conditional Random Fields (CRFs) and a multiclass hinge loss for Support Vector Machines (SVMs). We provide a…

Machine Learning · Computer Science 2014-02-11 Qinfeng Shi , Mark Reid , Tiberio Caetano , Anton van den Hengel , Zhenhua Wang

Deep learning has proven to be a highly effective tool for a wide range of applications, significantly when leveraging the power of multi-loss functions to optimize performance on multiple criteria simultaneously. However, optimal selection…

Computer Vision and Pattern Recognition · Computer Science 2025-07-29 Amin Golnari , Mostafa Diba

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