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Time series analysis has become crucial in various fields, from engineering and finance to healthcare and social sciences. Due to their multidimensional nature, time series often need to be embedded into a fixed-dimensional feature space to…

Machine Learning · Computer Science 2025-05-27 Habib Irani , Yasamin Ghahremani , Arshia Kermani , Vangelis Metsis

Manufacturing is gathering extensive amounts of diverse data, thanks to the growing number of sensors and rapid advances in sensing technologies. Among the various data types available in SMS settings, time-series data plays a pivotal role.…

Machine Learning · Computer Science 2024-08-06 Mojtaba A. Farahani , M. R. McCormick , Ramy Harik , Thorsten Wuest

Many businesses and industries nowadays rely on large quantities of time series data making time series forecasting an important research area. Global forecasting models that are trained across sets of time series have shown a huge…

Machine Learning · Computer Science 2021-10-25 Rakshitha Godahewa , Christoph Bergmeir , Geoffrey I. Webb , Rob J. Hyndman , Pablo Montero-Manso

One of the challenging questions in time series forecasting is how to find the best algorithm. In recent years, a recommender system scheme has been developed for time series analysis using a meta-learning approach. This system selects the…

Machine Learning · Statistics 2019-08-23 Sasan Barak , Mahdi Nasiri , Mehrdad Rostamzadeh

Time series forecasting is essential for agents to make decisions. Traditional approaches rely on statistical methods to forecast given past numeric values. In practice, end-users often rely on visualizations such as charts and plots to…

Computer Vision and Pattern Recognition · Computer Science 2021-11-23 Srijan Sood , Zhen Zeng , Naftali Cohen , Tucker Balch , Manuela Veloso

Recommendation Systems (RSs) are ubiquitous in modern society and are one of the largest points of interaction between humans and AI. Modern RSs are often implemented using deep learning models, which are infamously difficult to interpret.…

Artificial Intelligence · Computer Science 2023-09-12 Karl Audun Borgersen , Morten Goodwin , Jivitesh Sharma

Modern radar systems have high requirements in terms of accuracy, robustness and real-time capability when operating on increasingly complex electromagnetic environments. Traditional radar signal processing (RSP) methods have shown some…

Signal Processing · Electrical Eng. & Systems 2020-09-30 Ping Lang , Xiongjun Fu , Marco Martorella , Jian Dong , Rui Qin , Xianpeng Meng , Min Xie

Time Series Foundation Models (TSFMs) represent a new paradigm for time-series forecasting, promising zero-shot predictions without the need for task-specific training or fine-tuning. However, similar to Large Language Models (LLMs), the…

Machine Learning · Computer Science 2026-02-26 Marcel Meyer , Sascha Kaltenpoth , Kevin Zalipski , Oliver Müller

In this paper, a method of prediction on continuous time series variables from the production or flow -- an LSTM algorithm based on multivariate tuning -- is proposed. The algorithm improves the traditional LSTM algorithm and converts the…

Machine Learning · Computer Science 2024-03-19 Hongzhi Wang , Yang Song , Shihan Tang

A time series forecasting model--which is typically built on a single time series--is known as a local time series model (tsLM). In contrast, a forecasting model trained on multiple time series is referred to as a global time series model…

Machine Learning · Computer Science 2025-11-10 Junru Ren , Shaomin Wu

Time series has wide applications in the real world and is known to be difficult to forecast. Since its statistical properties change over time, its distribution also changes temporally, which will cause severe distribution shift problem to…

Machine Learning · Computer Science 2021-08-12 Yuntao Du , Jindong Wang , Wenjie Feng , Sinno Pan , Tao Qin , Renjun Xu , Chongjun Wang

Time series analysis has witnessed the inspiring development from traditional autoregressive models, deep learning models, to recent Transformers and Large Language Models (LLMs). Efforts in leveraging vision models for time series analysis…

Machine Learning · Computer Science 2025-09-03 Jingchao Ni , Ziming Zhao , ChengAo Shen , Hanghang Tong , Dongjin Song , Wei Cheng , Dongsheng Luo , Haifeng Chen

The forecasting of irregular multivariate time series (IMTS) is crucial in key areas such as healthcare, biomechanics, climate science, and astronomy. However, achieving accurate and practical predictions is challenging due to two main…

Machine Learning · Computer Science 2025-11-18 Xvyuan Liu , Xiangfei Qiu , Xingjian Wu , Zhengyu Li , Chenjuan Guo , Jilin Hu , Bin Yang

This paper describes a methodology for automated univariate time series forecasting using regression trees and their ensembles: bagging and random forests. The key aspects that are addressed are: the use of an autoregressive approach and…

Machine Learning · Computer Science 2026-02-03 Francisco Martínez , María P. Frías

Time series forecasting holds significant importance in many real-world dynamic systems and has been extensively studied. Unlike natural language process (NLP) and computer vision (CV), where a single large model can tackle multiple tasks,…

Time series forecasting is a critical task that provides key information for decision-making. After traditional statistical and machine learning approaches, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs…

Machine Learning · Computer Science 2025-05-02 Jongseon Kim , Hyungjoon Kim , HyunGi Kim , Dongjun Lee , Sungroh Yoon

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…

Computational Finance · Quantitative Finance 2019-07-09 Lukas Ryll , Sebastian Seidens

Accurate evaluation of forecasting models is essential for ensuring reliable predictions. Current practices for evaluating and comparing forecasting models focus on summarising performance into a single score, using metrics such as SMAPE.…

Machine Learning · Statistics 2024-06-25 Vitor Cerqueira , Luis Roque , Carlos Soares

Recently, Large Language Models (LLMs) have introduced a novel paradigm in Time Series Analysis (TSA), leveraging strong language capabilities to support tasks such as forecasting and anomaly detection. However, these analysis tasks cannot…

Machine Learning · Computer Science 2026-05-11 Wei Li , Zhe Xie , Yuxuan Liang , Xinli Hao , Yunyao Cheng , Dan Pei , Xiaofeng Meng

In this study, we focus on the development and implementation of a comprehensive ensemble of numerical time series forecasting models, collectively referred to as the Group of Numerical Time Series Prediction Model (G-NM). This inclusive…

Machine Learning · Computer Science 2023-12-04 Juyoung Yun