Related papers: Two-stage hybrid models for enhancing forecasting …
Recent studies on long-term time series forecasting have shown that simple linear models and MLP-based predictors can achieve strong performance without increasingly complex architectures. However, many competitive baselines still rely on…
Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…
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…
This work studies the problem of time series analysis with generalist (or foundation) models, which are models trained across many data domains. Drawing inspiration from the widespread success of large language models, we consider the…
In this paper, we propose to study four meteorological and seasonal time series coupled with a multi-layer perceptron (MLP) modeling. We chose to combine two transfer functions for the nodes of the hidden layer, and to use a temporal…
In the smart grid of the future, accurate load forecasts on the level of individual clients can help to balance supply and demand locally and to prevent grid outages. While the number of monitored clients will increase with the ongoing…
Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such…
Air quality forecasting has been regarded as the key problem of air pollution early warning and control management. In this paper, we propose a novel deep learning model for air quality (mainly PM2.5) forecasting, which learns the…
Over the past years, the industrial sector has seen many innovations brought about by automation. Inherent in this automation is the installation of sensor networks for status monitoring and data collection. One of the major challenges in…
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…
This paper discusses the prediction of hierarchical time series, where each upper-level time series is calculated by summing appropriate lower-level time series. Forecasts for such hierarchical time series should be coherent, meaning that…
Accurate electrical load forecasting is of great importance for the efficient operation and control of modern power systems. In this work, a hybrid long short-term memory (LSTM)-based model with online correction is developed for day-ahead…
Deep learning models, particularly Transformers, have achieved impressive results in various domains, including time series forecasting. While existing time series literature primarily focuses on model architecture modifications and data…
In this paper, a novel method to perform model-based clustering of time series is proposed. The procedure relies on two iterative steps: (i) K global forecasting models are fitted via pooling by considering the series pertaining to each…
Deep learning models have grown increasingly popular in time series applications. However, the large quantity of newly proposed architectures, together with often contradictory empirical results, makes it difficult to assess which…
Autoregressive Recurrent Neural Networks are widely employed in time-series forecasting tasks, demonstrating effectiveness in univariate and certain multivariate scenarios. However, their inherent structure does not readily accommodate the…
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…
We present the Temporal Graph Benchmark (TGB), a collection of challenging and diverse benchmark datasets for realistic, reproducible, and robust evaluation of machine learning models on temporal graphs. TGB datasets are of large scale,…
Multivariate time series are ubiquitous objects in signal processing. Measuring a distance or similarity between two such objects is of prime interest in a variety of applications, including machine learning, but can be very difficult as…
Traffic flow prediction plays a critical role in the intelligent transportation system, and it is also a challenging task because of the underlying complex Spatio-temporal patterns and heterogeneities evolving across time. However, most…