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Time series forecasting is crucial in several sectors, such as meteorology, retail, healthcare, and finance. Accurately forecasting future trends and patterns is crucial for strategic planning and making well-informed decisions. In this…

Machine Learning · Computer Science 2024-11-19 Nitin Sagar Boyeena , Begari Susheel Kumar

This research examines the use of Large Language Models (LLMs) in predicting time series, with a specific focus on the LLMTIME model. Despite the established effectiveness of LLMs in tasks such as text generation, language translation, and…

Machine Learning · Computer Science 2024-08-12 Rui Cao , Qiao Wang

Time series forecasting using historical data has been an interesting and challenging topic, especially when the data is corrupted by missing values. In many industrial problem, it is important to learn the inference function between the…

Machine Learning · Computer Science 2023-06-02 Trang H. Tran , Lam M. Nguyen , Kyongmin Yeo , Nam Nguyen , Dzung Phan , Roman Vaculin , Jayant Kalagnanam

Extreme events frequently occur in real-world time series and often carry significant practical implications. In domains such as climate and healthcare, these events, such as floods, heatwaves, or acute medical episodes, can lead to serious…

Machine Learning · Computer Science 2025-10-24 Quan Li , Wenchao Yu , Suhang Wang , Minhua Lin , Lingwei Chen , Wei Cheng , Haifeng Chen

The availability of large amounts of time series data, paired with the performance of deep-learning algorithms on a broad class of problems, has recently led to significant interest in the use of sequence-to-sequence models for time series…

Machine Learning · Computer Science 2019-02-27 Vitaly Kuznetsov , Zelda Mariet

Time series analysis is used to understand and predict dynamic processes, including evolving demands in business, weather, markets, and biological rhythms. Exponential smoothing is used in all these domains to obtain simple interpretable…

Machine Learning · Statistics 2017-10-02 Avner Abrami , Aleksandr Y. Aravkin , Younghun Kim

Unlike natural language processing and computer vision, the development of Foundation Models (FMs) for time series forecasting is blocked due to data scarcity. While recent efforts are focused on building such FMs by unlocking the potential…

Machine Learning · Computer Science 2024-10-10 Qingxiang Liu , Xu Liu , Chenghao Liu , Qingsong Wen , Yuxuan Liang

Temporally indexed data are essential in a wide range of fields and of interest to machine learning researchers. Time series data, however, are often scarce or highly sensitive, which precludes the sharing of data between researchers and…

Machine Learning · Computer Science 2024-07-10 Alexander Nikitin , Letizia Iannucci , Samuel Kaski

Time series prediction (TSP) has been widely used in various fields, such as life sciences and finance, to forecast future trends based on historical data. However, to date, there has been relatively little research conducted on the TSP for…

Quantum Physics · Physics 2024-01-15 Zhao-Wei Wang , Zhao-Ming Wang

A common forecasting setting in real world applications considers a set of possibly heterogeneous time series of the same domain. Due to different properties of each time series such as length, obtaining forecasts for each individual time…

Methodology · Statistics 2024-01-31 Lukas Neubauer , Peter Filzmoser

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

Time series modeling and forecasting has fundamental importance to various practical domains. Thus a lot of active research works is going on in this subject during several years. Many important models have been proposed in literature for…

Machine Learning · Computer Science 2013-02-28 Ratnadip Adhikari , R. K. Agrawal

In many areas of decision-making, forecasting is an essential pillar. Consequently, many different forecasting methods have been proposed. From our experience, recently presented forecasting methods are computationally intensive, poorly…

Machine Learning · Computer Science 2023-09-29 André Bauer , Mark Leznik , Michael Stenger , Robert Leppich , Nikolas Herbst , Samuel Kounev , Ian Foster

Time-series forecasting has been an important research domain for so many years. Its applications include ECG predictions, sales forecasting, weather conditions, even COVID-19 spread predictions. These applications have motivated many…

Machine Learning · Computer Science 2021-02-15 Shruti Jadon , Jan Kanty Milczek , Ajit Patankar

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

Early Time-Series Classification (ETSC) is the task of predicting the class of incoming time-series by observing as few measurements as possible. Such methods can be employed to obtain classification forecasts in many time-critical…

Machine Learning · Computer Science 2022-03-04 Charilaos Akasiadis , Evgenios Kladis , Evangelos Michelioudakis , Elias Alevizos , Alexander Artikis

Temporal non-stationarity, the phenomenon that time series distributions change over time, poses fundamental challenges to reliable time series forecasting. Intuitively, the complex time series can be decomposed into two factors, \ie…

Machine Learning · Computer Science 2025-10-21 Mingyuan Xia , Chunxu Zhang , Zijian Zhang , Hao Miao , Qidong Liu , Yuanshao Zhu , Bo Yang

Time Series Forecasting (TSF) is key functionality in numerous fields, such as financial investment, weather services, and energy management. Although increasingly capable TSF methods occur, many of them require domain-specific data…

Machine Learning · Computer Science 2025-06-13 Zhe Li , Xiangfei Qiu , Peng Chen , Yihang Wang , Hanyin Cheng , Yang Shu , Jilin Hu , Chenjuan Guo , Aoying Zhou , Christian S. Jensen , Bin Yang

sktime is an open source, Python based, sklearn compatible toolkit for time series analysis developed by researchers at the University of East Anglia (UEA), University College London and the Alan Turing Institute. A key initial goal for…

Machine Learning · Computer Science 2019-10-08 Anthony Bagnall , Franz Király , Markus Löning , Matthew Middlehurst , George Oastler

Many applications require the ability to judge uncertainty of time-series forecasts. Uncertainty is often specified as point-wise error bars around a mean or median forecast. Due to temporal dependencies, such a method obscures some…

Machine Learning · Statistics 2012-11-14 Sriharsha Veeramachaneni