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Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Machine Learning · Statistics 2022-03-10 Oshri Barazani , David Tolpin

Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal…

Machine Learning · Computer Science 2024-10-31 Zhiding Liu , Jiqian Yang , Qingyang Mao , Yuze Zhao , Mingyue Cheng , Zhi Li , Qi Liu , Enhong Chen

The evaluation of time series forecasting models is hindered by a lack of high-quality benchmarks, leading to overestimated assessments of progress. Existing datasets suffer from issues ranging from small-scale, low-frequency, pre-training…

Machine Learning · Computer Science 2026-05-11 Zhijian Xu , Wanxu Cai , Xilin Dai , Zhaorong Deng , Qiang Xu

To understand and predict the performance of scientific applications, several analytical and machine learning approaches have been proposed, each having its advantages and disadvantages. In this paper, we propose and validate a hybrid…

Performance · Computer Science 2019-02-27 Huda Ibeid , Siping Meng , Oliver Dobon , Luke Olson , William Gropp

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

Modern web applications--from real-time content recommendation and dynamic pricing to CDN optimization--increasingly rely on time-series forecasting to deliver personalized experiences to billions of users. Large-scale Transformer-based…

Machine Learning · Computer Science 2025-11-25 Pranav Subbaraman , Fang Sun , Yue Yao , Huacong Tang , Xiao Luo , Yizhou Sun

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

Forecasting the weather is an increasingly data intensive exercise. Numerical Weather Prediction (NWP) models are becoming more complex, with higher resolutions, and there are increasing numbers of different models in operation. While the…

Applications · Statistics 2021-03-17 Charlie Kirkwood , Theo Economou , Henry Odbert , Nicolas Pugeault

The availability of temporal geospatial data in multiple modalities has been extensively leveraged to enhance the performance of machine learning models. While efforts on the design of adequate model architectures are approaching a level of…

Machine Learning · Computer Science 2024-08-22 Hiba Najjar , Marlon Nuske , Andreas Dengel

Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

Machine Learning · Computer Science 2022-11-29 Rameshwar Garg , Shriya Barpanda , Girish Rao Salanke N S , Ramya S

Machine learning is about forecasting. When the forecasts come with an evaluation metric the forecasts become useful. What are reasonable evaluation metrics? How do existing evaluation metrics relate? In this work, we provide a general…

Machine Learning · Computer Science 2025-07-08 Rabanus Derr , Robert C. Williamson

Climate extremes present escalating risks to agriculture intensifying the need for reliable multi-hazard early warning systems (EWS). The situation is evolving due to climate change and hence such systems should have the intelligent to…

Machine Learning · Computer Science 2025-08-01 Boyuan Zheng , Victor W. Chu

Forecasting irregularly sampled multivariate time series with missing values (IMTS) is a fundamental challenge in domains such as healthcare, climate science, and biology. While recent advances in vision and time series forecasting have…

Machine Learning · Computer Science 2026-02-27 Christian Klötergens , Tim Dernedde , Lars Schmidt-Thieme , Vijaya Krishna Yalavarthi

The increasing volume of online reviews has made possible the development of sentiment analysis models for determining the opinion of customers regarding different products and services. Until now, sentiment analysis has proven to be an…

Computation and Language · Computer Science 2023-08-01 Elena-Simona Apostol , Alin-Georgian Pisică , Ciprian-Octavian Truică

This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structure is influenced by the underlying network. They are modeled…

Methodology · Statistics 2019-11-11 Jonas Krampe

Operational weather forecasting models have advanced for decades on both the explicit numerical solvers and the empirical physical parameterization schemes. However, the involved high computational costs and uncertainties in these existing…

Atmospheric and Oceanic Physics · Physics 2024-05-13 Mengxuan Chen , Ziqi Yuan , Jinxiao Zhang , Runmin Dong , Haohuan Fu

Multivariate time series forecasting is of great importance to many scientific disciplines and industrial sectors. The evolution of a multivariate time series depends on the dynamics of its variables and the connectivity network of causal…

Machine Learning · Computer Science 2020-09-03 Christos Koutlis , Symeon Papadopoulos , Manos Schinas , Ioannis Kompatsiaris

Ensemble forecasts of weather and climate are subject to systematic biases in the ensemble mean and variance, leading to inaccurate estimates of the forecast mean and variance. To address these biases, ensemble forecasts are post-processed…

Applications · Statistics 2016-05-25 Stefan Siegert , Philip G. Sansom , Robin Williams

In recent years, there has been significant progress in the development of fully data-driven global numerical weather prediction models. These machine learning weather prediction models have their strength, notably accuracy and low…

Machine Learning · Statistics 2025-06-05 Alban Farchi , Marcin Chrust , Marc Bocquet , Massimo Bonavita

Recent advances in time-series forecasting increasingly rely on pre-trained foundation-style models. While these models often claim broad generalization, existing evaluation protocols provide limited evidence. Indeed, most current…