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Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Machine Learning · Computer Science 2025-12-09 Andrey Savchenko , Oleg Kachan

Time series forecasting is a critical task across domains such as energy, finance, and meteorology, where accurate predictions enable informed decision-making. While transformer-based and large-parameter models have recently achieved…

Machine Learning · Computer Science 2026-02-11 Julien Guité-Vinet , Alexandre Blondin Massé , Éric Beaudry

Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of linear networks due to their low computational cost and…

Machine Learning · Computer Science 2025-05-02 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jianxin Liao

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

Time series models often deal with extreme events and anomalies, both prevalent in real-world datasets. Such models often need to provide careful probabilistic forecasting, which is vital in risk management for extreme events such as…

Machine Learning · Statistics 2022-08-23 Ashkan Farhangi , Jiang Bian , Arthur Huang , Haoyi Xiong , Jun Wang , Zhishan Guo

Forecast combinations have been widely applied in the last few decades to improve forecasting. Estimating optimal weights that can outperform simple averages is not always an easy task. In recent years, the idea of using time series…

Methodology · Statistics 2021-10-22 Yanfei Kang , Wei Cao , Fotios Petropoulos , Feng Li

Precipitation prediction has undergone a profound transformation. A notable limitation of traditional NWP is the need for extensive statistical post-processing. To address this challenge, neural network-based approaches were developed.…

Machine Learning · Computer Science 2026-04-03 Yugong Zeng , Jiayuan Wang , Jonathan Wu

Evaluating models and datasets in computer vision remains a challenging task, with most leaderboards relying solely on accuracy. While accuracy is a popular metric for model evaluation, it provides only a coarse assessment by considering a…

Computer Vision and Pattern Recognition · Computer Science 2024-09-09 Rahul Ramachandran , Tejal Kulkarni , Charchit Sharma , Deepak Vijaykeerthy , Vineeth N Balasubramanian

Time Series Forecasting is at the core of many practical applications such as sales forecasting for business, rainfall forecasting for agriculture and many others. Though this problem has been extensively studied for years, it is still…

Machine Learning · Computer Science 2020-03-23 Anirban Chatterjee , Subhadip Paul , Uddipto Dutta , Smaranya Dey

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

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

Different disciplines pursue the aim to develop models which characterize certain phenomena as accurately as possible. Climatology is a prime example, where the temporal evolution of the climate is modeled. In order to compare and improve…

Methodology · Statistics 2017-02-03 T. M. Erhardt , C. Czado , T. L. Thorarinsdottir

It is challenging to scale time series forecasting models such that they forecast accurately for multiple distinct domains and datasets, all with potentially different underlying collection procedures (e.g., sample resolution), patterns…

Machine Learning · Computer Science 2024-07-26 Luke Darlow , Qiwen Deng , Ahmed Hassan , Martin Asenov , Rajkarn Singh , Artjom Joosen , Adam Barker , Amos Storkey

Forecasting future events is a fundamental capability for general-purpose systems that plan or act across different levels of abstraction. Yet, evaluating whether a forecast is "correct" remains challenging due to the inherent uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2026-04-16 Jacob C Walker , Pedro Vélez , Luisa Polania Cabrera , Guangyao Zhou , Sayna Ebrahimi , Rishabh Kabra , Carl Doersch , Maks Ovsjanikov , João Carreira , Shiry Ginosar

Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…

Machine Learning · Statistics 2018-10-26 Bernardo Pérez Orozco , Gabriele Abbati , Stephen Roberts

The predictive advantage of combining several different predictive models is widely accepted. Particularly in time series forecasting problems, this combination is often dynamic to cope with potential non-stationary sources of variation…

Machine Learning · Statistics 2021-04-06 Vitor Cerqueira , Luis Torgo , Carlos Soares , Albert Bifet

In this work, we propose an ensemble forecasting approach based on randomized neural networks. Improved randomized learning streamlines the fitting abilities of individual learners by generating network parameters in accordance with the…

Machine Learning · Computer Science 2021-07-12 Grzegorz Dudek , Paweł Pełka

Accuracy in fertility forecasting has proved challenging and warrants renewed attention. One way to improve accuracy is to combine the strengths of a set of existing models through model averaging. The model-averaged forecast is derived…

Applications · Statistics 2020-09-21 Han Lin Shang , Heather Booth

Forecast combination involves using multiple forecasts to create a single, more accurate prediction. Recently, feature-based forecasting has been employed to either select the most appropriate forecasting models or to optimize the weights…

Machine Learning · Computer Science 2023-12-14 Giovanni Felici , Antonio M. Sudoso

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