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Multistage stochastic programming provides a modeling framework for sequential decision-making problems that involve uncertainty. One typically overlooked aspect of this methodology is how uncertainty is incorporated into modeling.…

Optimization and Control · Mathematics 2021-09-24 Juyoung Wang , Mucahit Cevik , Merve Bodur

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

Time series anomaly detection (TSAD) has gained significant attention due to its real-world applications to improve the stability of modern software systems. However, there is no effective way to verify whether they can meet the…

Foundation models have transformed natural language processing and computer vision, and a rapidly growing literature on time-series foundation models (TSFMs) seeks to replicate this success in forecasting. While recent open-source models…

As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…

Machine Learning · Statistics 2020-12-23 Federico Amato , Fabian Guignard , Sylvain Robert , Mikhail Kanevski

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

Diffusion models are the mainstream approach for time series generation tasks. However, existing diffusion models for time series generation require retraining the entire framework to introduce specific conditional guidance. There also…

Machine Learning · Computer Science 2025-09-25 Mingchun Sun , Rongqiang Zhao , Hengrui Hu , Songyu Ding , Jie Liu

Time series foundational models (TSFM) have gained prominence in time series forecasting, promising state-of-the-art performance across various applications. However, their application in anomaly detection and prediction remains…

Machine Learning · Computer Science 2024-12-30 Chathurangi Shyalika , Harleen Kaur Bagga , Ahan Bhatt , Renjith Prasad , Alaa Al Ghazo , Amit Sheth

Deep clustering uncovers hidden patterns and groups in complex time series data, yet its opaque decision-making limits use in safety-critical settings. This survey offers a structured overview of explainable deep clustering for time series,…

Machine Learning · Computer Science 2025-10-21 Udo Schlegel , Gabriel Marques Tavares , Thomas Seidl

Representation learning plays a critical role in the analysis of time series data and has high practical value across a wide range of applications. including trend analysis, time series data retrieval and forecasting. In practice, data…

Machine Learning · Computer Science 2023-12-13 Chengyang Ye , Qiang Ma

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity in spectral density matrices (SDMs) or their inverses, which…

Machine Learning · Statistics 2024-08-19 Sarbojit Roy , Malik Shahid Sultan , Hernando Ombao

The successful application of modern machine learning for time series classification is often hampered by limitations in quality and quantity of available training data. To overcome these limitations, available domain expert knowledge in…

Machine Learning · Computer Science 2025-02-07 Janis Norden , Elisa Oostwal , Michael Chappell , Peter Tino , Kerstin Bunte

Event detection in time series is a challenging task due to the prevalence of imbalanced datasets, rare events, and time interval-defined events. Traditional supervised deep learning methods primarily employ binary classification, where…

Machine Learning · Statistics 2024-09-16 Menouar Azib , Benjamin Renard , Philippe Garnier , Vincent Génot , Nicolas André

Knowledge extraction from database is the fundamental task in database and data mining community, which has been applied to a wide range of real-world applications and situations. Different from the support-based mining models, the…

This paper presents an evaluation framework that attempts to quantify the "degree of realism" of simulated financial time series, whatever the simulation method could be, with the aim of discover unknown characteristics that are not being…

Computational Finance · Quantitative Finance 2018-11-20 Javier Franco-Pedroso , Joaquin Gonzalez-Rodriguez , Maria Planas , Jorge Cubero , Rafael Cobo , Fernando Pablos

The financial domain has proven to be a fertile source of challenging machine learning problems across a variety of tasks including prediction, clustering, and classification. Researchers can access an abundance of time-series data and even…

Machine Learning · Computer Science 2023-05-02 Rian Dolphin , Barry Smyth , Ruihai Dong

Deep learning-based support systems have demonstrated encouraging results in numerous clinical applications involving the processing of time series data. While such systems often are very accurate, they have no inherent mechanism for…

Machine Learning · Computer Science 2020-12-16 Kristoffer Wickstrøm , Karl Øyvind Mikalsen , Michael Kampffmeyer , Arthur Revhaug , Robert Jenssen

Data science models, although successful in a number of commercial domains, have had limited applicability in scientific problems involving complex physical phenomena. Theory-guided data science (TGDS) is an emerging paradigm that aims to…

The electricity sector is undergoing substantial transformations due to the rising electrification of demand, enhanced integration of renewable energy resources, and the emergence of new technologies. These changes are rendering the…

Machine Learning · Computer Science 2025-12-23 Ali Menati , Fatemeh Doudi , Dileep Kalathil , Le Xie