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Time series data is prevalent across numerous fields, necessitating the development of robust and accurate forecasting models. Capturing patterns both within and between temporal and multivariate components is crucial for reliable…

Machine Learning · Computer Science 2025-11-21 Maurice Kraus , Felix Divo , Devendra Singh Dhami , Kristian Kersting

While current time series research focuses on developing new models, crucial questions of selecting an optimal approach for training such models are underexplored. Tsururu, a Python library introduced in this paper, bridges SoTA research…

Machine Learning · Computer Science 2025-09-22 Alina Kostromina , Kseniia Kuvshinova , Aleksandr Yugay , Andrey Savchenko , Dmitry Simakov

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 forecasting and anomaly detection are common tasks for practitioners in industries such as retail, manufacturing, advertising and energy. Two unique challenges stand out: (1) efficiently and accurately forecasting time series or…

There has been considerable growth and interest in industrial applications of machine learning (ML) in recent years. ML engineers, as a consequence, are in high demand across the industry, yet improving the efficiency of ML engineers…

Machine Learning · Computer Science 2020-05-05 Anh Truong , Austin Walters , Jeremy Goodsitt , Keegan Hines , C. Bayan Bruss , Reza Farivar

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…

Machine Learning · Computer Science 2022-09-21 Hugo Inzirillo , Ludovic De Villelongue

Time series forecasting is a valuable tool for many applications, such as stock price predictions, demand forecasting or logistical optimization. There are many well-established statistical and machine learning models that are used for this…

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

Machine learning (ML) is playing an increasingly important role in scientific research. In conjunction with classical statistical approaches, ML-assisted analytical strategies have shown great promise in accelerating research findings. This…

Machine Learning · Statistics 2024-11-01 Jiacheng Miao , Qiongshi Lu

Accurate forecasting of project performance metrics is crucial for successfully managing and delivering urban road reconstruction projects. Traditional methods often rely on static baseline plans and fail to consider the dynamic nature of…

Machine Learning · Computer Science 2024-12-02 Soheila Sadeghi

Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…

Machine Learning · Computer Science 2024-04-30 Vitor Cerqueira , Nuno Moniz , Ricardo Inácio , Carlos Soares

The adaptation of large language models (LLMs) to time series forecasting poses unique challenges, as time series data is continuous in nature, while LLMs operate on discrete tokens. Despite the success of LLMs in natural language…

Computation and Language · Computer Science 2025-08-05 Taibiao Zhao , Xiaobing Chen , Mingxuan Sun

Considering the difficulty of financial time series forecasting in financial aid, much of the current research focuses on leveraging big data analytics in financial services. One modern approach is to utilize "predictive analysis",…

Machine Learning · Computer Science 2024-10-28 Md Khairul Islam , Ayush Karmacharya , Timothy Sue , Judy Fox

Time series data widely exist in real-world cyber-physical systems. Though analyzing and interpreting them contributes to significant values, e.g, disaster prediction and financial risk control, current workflows mainly rely on human data…

Machine Learning · Computer Science 2026-01-21 Xingjian Wu , Junkai Lu , Zhengyu Li , Xiangfei Qiu , Jilin Hu , Chenjuan Guo , Christian S. Jensen , Bin Yang

Time series analysis is pivotal in domains like financial forecasting and biomedical monitoring, yet traditional methods are constrained by limited nonlinear feature representation and long-term dependency capture. The emergence of Large…

Machine Learning · Computer Science 2025-06-16 Feifei Shi , Xueyan Yin , Kang Wang , Wanyu Tu , Qifu Sun , Huansheng Ning

Time Series Forecasting (TSF) is critical in many real-world domains like financial planning and health monitoring. Recent studies have revealed that Large Language Models (LLMs), with their powerful in-contextual modeling capabilities,…

Machine Learning · Computer Science 2025-03-14 Jialiang Tang , Shuo Chen , Chen Gong , Jing Zhang , Dacheng Tao

Tensor time series (TTS) data, a generalization of one-dimensional time series on a high-dimensional space, is ubiquitous in real-world scenarios, especially in monitoring systems involving multi-source spatio-temporal data (e.g.,…

Machine Learning · Computer Science 2023-06-08 Jiewen Deng , Jinliang Deng , Renhe Jiang , Xuan Song

Most forecasting methods use recent past observations (lags) to model the future values of univariate time series. Selecting an adequate number of lags is important for training accurate forecasting models. Several approaches and heuristics…

Machine Learning · Statistics 2024-05-21 José Leites , Vitor Cerqueira , Carlos Soares

Multivariate time-series forecasting is vital in various domains, e.g., economic planning and weather prediction. Deep train-from-scratch models have exhibited effective performance yet require large amounts of data, which limits real-world…

Machine Learning · Computer Science 2025-02-21 Ching Chang , Wei-Yao Wang , Wen-Chih Peng , Tien-Fu Chen

A large number of time series forecasting models including traditional statistical models, machine learning models and more recently deep learning have been proposed in the literature. However, choosing the right model along with good…