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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 data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been…

Machine Learning · Computer Science 2021-02-12 Raha Moraffah , Paras Sheth , Mansooreh Karami , Anchit Bhattacharya , Qianru Wang , Anique Tahir , Adrienne Raglin , Huan Liu

Generative modeling of time series is a central challenge in time series analysis, particularly under data-scarce conditions. Despite recent advances in generative modeling, a comprehensive understanding of how state-of-the-art generative…

Machine Learning · Computer Science 2025-05-28 Tal Gonen , Itai Pemper , Ilan Naiman , Nimrod Berman , Omri Azencot

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since…

Machine Learning · Computer Science 2024-02-06 Hao Cheng , Qingsong Wen , Yang Liu , Liang Sun

The optimization-based design of renewable energy systems is a computationally demanding task because of the high temporal fluctuation of supply and demand time series. In order to reduce these time series, the aggregation of typical…

Optimization and Control · Mathematics 2018-02-01 Leander Kotzur , Peter Markewitz , Martin Robinius , Detlef Stolten

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

Irregularly sampled time series data arise naturally in many application domains including biology, ecology, climate science, astronomy, and health. Such data represent fundamental challenges to many classical models from machine learning…

Machine Learning · Computer Science 2021-01-07 Satya Narayan Shukla , Benjamin M. Marlin

Power system expansion models are a widely used tool for planning powersystems, especially considering the integration of large shares of renewableresources. The backbone of these models is an optimization problem, whichdepends on a number…

Physics and Society · Physics 2021-08-26 Bruno U. Schyska , Alexander Kies , Markus Schlott , Lueder von Bremen , Wided Medjroubi

Modelling renewable energy systems is a computationally-demanding task due to the high fluctuation of supply and demand time series. To reduce the scale of these, this paper discusses different methods for their aggregation into typical…

Optimization and Control · Mathematics 2017-12-04 Leander Kotzur , Peter Markewitz , Martin Robinius , Detlef Stolten

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

This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structure is influenced by the underlying network. They are modeled…

Methodology · Statistics 2019-11-11 Jonas Krampe

This paper develops computationally feasible methods for estimating random effects models in the context of regression modelling of multiple independent time series of discrete valued counts in which there is serial dependence. Given…

Methodology · Statistics 2016-06-10 W. T. M. Dunsmuir , C. McKendry , R. T. Dean

High-dimensional time series datasets are becoming increasingly common in many areas of biological and social sciences. Some important applications include gene regulatory network reconstruction using time course gene expression data, brain…

Methodology · Statistics 2021-08-02 Sumanta Basu , David S. Matteson

In the last years there has been a considerable increase in the availability of continuous sensor measurements in a wide range of application domains, such as Location-Based Services (LBS), medical monitoring systems, manufacturing plants…

Databases · Computer Science 2015-03-20 Michele Dallachiesa , Besmira Nushi , Katsiaryna Mirylenka , Themis Palpanas

A new method is proposed which allows a reconstruction of time series based on higher order multiscale statistics given by a hierarchical process. This method is able to model the time series not only on a specific scale but for a range of…

Data Analysis, Statistics and Probability · Physics 2009-11-13 A. P. Nawroth , J. Peinke

Generating representative scenarios for power system planning in which the stochasticity of renewable generation and cross-correlations between renewables and load are fully captured, is a challenging problem. Traditional methods for…

Systems and Control · Electrical Eng. & Systems 2022-02-09 Dhaval Dalal , Anamitra Pal , Philip Augustin

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…

Machine Learning · Computer Science 2020-08-07 Kasun Bandara , Hansika Hewamalage , Yuan-Hao Liu , Yanfei Kang , Christoph Bergmeir

Ensemble weather forecasts based on multiple runs of numerical weather prediction models typically show systematic errors and require post-processing to obtain reliable forecasts. Accurately modeling multivariate dependencies is crucial in…

Atmospheric and Oceanic Physics · Physics 2024-02-02 Jieyu Chen , Tim Janke , Florian Steinke , Sebastian Lerch

Synthetic datasets are widely used in many applications, such as missing data imputation, examining non-stationary scenarios, in simulations, training data-driven models, and analyzing system robustness. Typically, synthetic data are based…

Methodology · Statistics 2025-02-05 Ofek Aloni , Gal Perelman , Barak Fishbain

Forecasting attracts a lot of research attention in the electricity value chain. However, most studies concentrate on short-term forecasting of generation or consumption with a focus on systems and less on individual consumers. Even more…