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Time series forecasting is a crucial task in machine learning, as it has a wide range of applications including but not limited to forecasting electricity consumption, traffic, and air quality. Traditional forecasting models rely on rolling…

Machine Learning · Computer Science 2021-10-22 Shereen Elsayed , Daniela Thyssens , Ahmed Rashed , Hadi Samer Jomaa , Lars Schmidt-Thieme

With the expansion of renewables in the electricity mix, power grid variability will increase, hence a need to robustify the system to guarantee its security. Therefore, Transport System Operators (TSOs) must conduct analyses to simulate…

Machine Learning · Computer Science 2023-09-28 Nathan Weill , Jonathan Dumas

Real-world deep learning models developed for Time Series Forecasting are used in several critical applications ranging from medical devices to the security domain. Many previous works have shown how deep learning models are prone to…

Machine Learning · Computer Science 2023-01-30 Yuvaraj Govindarajulu , Avinash Amballa , Pavan Kulkarni , Manojkumar Parmar

Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…

Machine Learning · Computer Science 2021-10-13 Biswajit Paria , Rajat Sen , Amr Ahmed , Abhimanyu Das

Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…

Machine Learning · Computer Science 2024-08-08 Rares Cristian , Pavithra Harsha , Clemente Ocejo , Georgia Perakis , Brian Quanz , Ioannis Spantidakis , Hamza Zerhouni

Multivariate Time Series Forecasting (MTSF) has long been a key research focus. Traditionally, these studies assume a fixed number of variables, but in real-world applications, Cyber-Physical Systems often expand as new sensors are…

Machine Learning · Computer Science 2025-06-03 Minbo Ma , Kai Tang , Huan Li , Fei Teng , Dalin Zhang , Tianrui Li

Traffic flow prediction is an important research issue to avoid traffic congestion in transportation systems. Traffic congestion avoiding can be achieved by knowing traffic flow and then conducting transportation planning. Achieving traffic…

Machine Learning · Computer Science 2017-10-05 Yuanfang Chen , Falin Chen , Yizhi Ren , Ting Wu , Ye Yao

We discuss the development of novel deep learning algorithms to enable real-time regression analysis for time series data. We showcase the application of this new method with a timely case study, and then discuss the applicability of this…

Machine Learning · Computer Science 2018-05-09 E. A. Huerta , Daniel George , Zhizhen Zhao , Gabrielle Allen

Time series forecasting (TSF) is a central problem in time series analysis. However, as the number of channels in time series datasets scales to the thousands or more, a scenario we define as High-Dimensional Time Series Forecasting…

Machine Learning · Computer Science 2025-09-30 Juntong Ni , Shiyu Wang , Zewen Liu , Xiaoming Shi , Xinyue Zhong , Zhou Ye , Wei Jin

Time series forecasting is essential for operational intelligence in the hospitality industry, and particularly challenging in large-scale, distributed systems. This study evaluates the performance of statistical, machine learning (ML),…

Machine Learning · Computer Science 2025-02-06 Issar Arab , Rodrigo Benitez

An all-clear flare prediction is a type of solar flare forecasting that puts more emphasis on predicting non-flaring instances (often relatively small flares and flare quiet regions) with high precision while still maintaining valuable…

Machine Learning · Computer Science 2021-05-05 Anli Ji , Berkay Aydin , Manolis K. Georgoulis , Rafal Angryk

Precise financial series predicting has long been a difficult problem because of unstableness and many noises within the series. Although Traditional time series models like ARIMA and GARCH have been researched and proved to be effective in…

Machine Learning · Computer Science 2018-12-11 Xin-Yao Qian

This survey delves into the application of diffusion models in time-series forecasting. Diffusion models are demonstrating state-of-the-art results in various fields of generative AI. The paper includes comprehensive background information…

Machine Learning · Computer Science 2024-01-18 Caspar Meijer , Lydia Y. Chen

Deciding the best future execution time is a critical task in many business activities while evolving time series forecasting, and optimal timing strategy provides such a solution, which is driven by observed data. This solution has plenty…

Artificial Intelligence · Computer Science 2023-10-10 Chen Pan , Fan Zhou , Xuanwei Hu , Xinxin Zhu , Wenxin Ning , Zi Zhuang , Siqiao Xue , James Zhang , Yunhua Hu

Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…

Machine Learning · Computer Science 2023-02-22 Julong Young , Junhui Chen , Feihu Huang , Jian Peng

Research on long-term time series prediction has primarily relied on Transformer and MLP models, while the potential of convolutional networks in this domain remains underexplored. To address this, we propose a novel multi-scale time series…

Machine Learning · Computer Science 2025-10-03 Chenghan Li , Mingchen Li , Yipu Liao , Ruisheng Diao

Time series data is a key element of big data analytics, commonly found in domains such as finance, healthcare, climate forecasting, and transportation. In large scale real world settings, such data is often high dimensional and…

Machine Learning · Computer Science 2025-08-14 Younghwi Kim , Dohee Kim , Joongrock Kim , Sunghyun Sim

Multivariate long-term time series forecasting has been suffering from the challenge of capturing both temporal dependencies within variables and spatial correlations across variables simultaneously. Current approaches predominantly…

Machine Learning · Computer Science 2025-09-15 Chenheng Xu , Dan Wu , Yixin Zhu , Ying Nian Wu

Feature extraction methods help in dimensionality reduction and capture relevant information. In time series forecasting (TSF), features can be used as auxiliary information to achieve better accuracy. Traditionally, features used in TSF…

Machine Learning · Computer Science 2022-09-16 Alexey Chernikov , Chang Wei Tan , Pablo Montero-Manso , Christoph Bergmeir

Data is essential to performing time series analysis utilizing machine learning approaches, whether for classic models or today's large language models. A good time-series dataset is advantageous for the model's accuracy, robustness, and…

Machine Learning · Computer Science 2024-04-29 Chenxi Sun , Hongyan Li , Yaliang Li , Shenda Hong
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