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We propose a novel approach to the problem of clustering hierarchically aggregated time-series data, which has remained an understudied problem though it has several commercial applications. We first group time series at each aggregated…

Machine Learning · Computer Science 2022-05-30 Xing Han , Tongzheng Ren , Jing Hu , Joydeep Ghosh , Nhat Ho

Societal and industrial infrastructures and systems increasingly leverage sensors that emit correlated time series. Forecasting of future values of such time series based on recorded historical values has important benefits. Automatically…

Machine Learning · Computer Science 2024-11-12 Xinle Wu , Xingjian Wu , Dalin Zhang , Miao Zhang , Chenjuan Guo , Bin Yang , Christian S. Jensen

Global Forecasting Models (GFM) that are trained across a set of multiple time series have shown superior results in many forecasting competitions and real-world applications compared with univariate forecasting approaches. One aspect of…

Machine Learning · Computer Science 2021-11-16 Dilini Rajapaksha , Christoph Bergmeir , Rob J Hyndman

Time series forecasting (TSF) is an essential branch of machine learning with various applications. Most methods for TSF focus on constructing different networks to extract better information and improve performance. However, practical…

Machine Learning · Computer Science 2025-02-19 Yanru Sun , Zongxia Xie , Haoyu Xing , Hualong Yu , Qinghua Hu

Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…

Machine Learning · Computer Science 2023-11-30 Jingyi Hou , Zhen Dong , Jiayu Zhou , Zhijie Liu

Counterfactual explanations emerge as a powerful approach in explainable AI, providing what-if scenarios that reveal how minimal changes to an input time series can alter the model's prediction. This work presents a survey of recent…

Machine Learning · Computer Science 2026-03-31 Udo Schlegel , Thomas Seidl

The integration of Fourier transform and deep learning opens new avenues for time series forecasting. We reconsider the Fourier transform from a basis functions perspective. Specifically, the real and imaginary parts of the frequency…

Machine Learning · Computer Science 2025-08-05 Runze Yang , Longbing Cao , Xin You , Kun Fang , Jianxun Li , Jie Yang

As multimodal data proliferates across diverse real-world applications, leveraging heterogeneous information such as texts and timestamps for accurate time series forecasting (TSF) has become a critical challenge. While diffusion models…

Machine Learning · Computer Science 2025-12-09 Da Zhang , Bingyu Li , Zhuyuan Zhao , Junyu Gao , Feiping Nie , Xuelong Li

Accurate energy time-series forecasting is crucial for ensuring grid stability and promoting the integration of renewable energy, yet it faces significant challenges from complex temporal dependencies and the heterogeneity of multi-source…

Machine Learning · Computer Science 2026-01-13 Mingnan Zhu , Qixuan Zhang , Yixuan Cheng , Fangzhou Gu , Shiming Lin

Amounts of historical data collected increase and business intelligence applicability with automatic forecasting of time series are in high demand. While no single time series modeling method is universal to all types of dynamics,…

Machine Learning · Statistics 2022-04-18 Evaldas Vaiciukynas , Paulius Danenas , Vilius Kontrimas , Rimantas Butleris

Financial time-series forecasting is critical for maintaining economic stability, guiding informed policymaking, and promoting sustainable investment practices. However, it remains challenging due to various underlying pattern shifts. These…

Machine Learning · Computer Science 2025-08-28 Zhuohang Zhu , Haodong Chen , Qiang Qu , Vera Chung

This paper introduces a novel two-dimensional (2D) time series forecasting model that integrates cohort behavior over time, addressing challenges in small data environments. We demonstrate its efficacy using multiple real-world datasets,…

Machine Learning · Computer Science 2025-08-22 Yonathan Guttel , Orit Moradov , Nachi Lieder , Asnat Greenstein-Messica

Time series forecasting at scale presents significant challenges for modern prediction systems, particularly when dealing with large sets of synchronized series, such as in a global payment network. In such systems, three key challenges…

Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…

Machine Learning · Computer Science 2024-04-30 Vitor Cerqueira , Nuno Moniz , Ricardo Inácio , Carlos Soares

Time-series forecasting in real-world applications such as finance and energy often faces challenges due to limited training data and complex, noisy temporal dynamics. Existing deep forecasting models typically supervise predictions using…

Machine Learning · Computer Science 2026-01-14 Jiacheng You , Jingcheng Yang , Yuhang Xie , Zhongxuan Wu , Xiucheng Li , Feng Li , Pengjie Wang , Jian Xu , Bo Zheng , Xinyang Chen

Time series forecasting is an important application in various domains such as energy management, traffic planning, financial markets, meteorology, and medicine. However, real-time series data often present intricate temporal variability…

Machine Learning · Computer Science 2025-04-02 Reza Nematirad , Anil Pahwa , Balasubramaniam Natarajan

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

In this work, we propose an ensemble forecasting approach based on randomized neural networks. Improved randomized learning streamlines the fitting abilities of individual learners by generating network parameters in accordance with the…

Machine Learning · Computer Science 2021-07-12 Grzegorz Dudek , Paweł Pełka

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

In time series editing, we aim to modify some properties of a given time series without altering others. For example, when analyzing a hospital patient's blood pressure, we may add a sudden early drop and observe how it impacts their future…

Machine Learning · Computer Science 2026-02-16 Jiaxing Qiu , Dongliang Guo , Brynne Sullivan , Teague R. Henry , Thomas Hartvigsen
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