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We introduce a novel deep learning approach that harnesses the power of generative artificial intelligence to enhance the accuracy of contextual forecasting in sewerage systems. By developing a diffusion-based model that processes…

Machine Learning · Computer Science 2025-06-11 Nicholas A. Pearson , Francesca Cairoli , Luca Bortolussi , Davide Russo , Francesca Zanello

In recent years, both online and offline deep learning models have been developed for time series forecasting. However, offline deep forecasting models fail to adapt effectively to changes in time-series data, while online deep forecasting…

Machine Learning · Computer Science 2024-02-06 Mohamed Mejri , Chandramouli Amarnath , Abhijit Chatterjee

Time series forecasting models often produce systematic, predictable errors even in critical domains such as energy, finance, and healthcare. We introduce a novel post training adaptive optimization framework that improves forecast accuracy…

Machine Learning · Computer Science 2025-05-22 Malik Tiomoko , Hamza Cherkaoui , Giuseppe Paolo , Zhang Yili , Yu Meng , Zhang Keli , Hafiz Tiomoko Ali

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

The recent revolution in data-driven methods for weather forecasting has lead to a fragmented landscape of complex, bespoke architectures and training strategies, obscuring the fundamental drivers of forecast accuracy. Here, we demonstrate…

In an era of increasing computational capabilities and growing environmental consciousness, organizations face a critical challenge in balancing the accuracy of forecasting models with computational efficiency and sustainability. Global…

Applications · Statistics 2026-01-15 Marco Zanotti

Time series forecasting is a challenging task due to the existence of complex and dynamic temporal dependencies. This can lead to incorrect predictions by even the best forecasting models. Using more training data is one way to improve the…

Machine Learning · Computer Science 2023-12-25 Sepideh Koohfar , Laura Dietz

Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed stochastic process. In this paper, we show that every…

Statistics Theory · Mathematics 2020-01-01 Xiucai Ding , Zhou Zhou

Delivering precise point and distributional forecasts across a spectrum of prediction horizons represents a significant and enduring challenge in the application of time-series forecasting within various industries. Prior research on…

Machine Learning · Computer Science 2024-10-22 Jiawen Zhang , Xumeng Wen , Zhenwei Zhang , Shun Zheng , Jia Li , Jiang Bian

Forecasting based on financial time-series is a challenging task since most real-world data exhibits nonstationary property and nonlinear dependencies. In addition, different data modalities often embed different nonlinear relationships…

Machine Learning · Computer Science 2019-03-19 Dat Thanh Tran , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Clinical time-series learning is routinely constrained by small, heterogeneous cohorts and protocol drift, while its downstream use spans both classification (e.g., pathology diagnosis) and regression (e.g., temporal forecasting). These…

Machine Learning · Computer Science 2026-05-29 Sharmita Dey , Diego Paez-Granados

Climate change is intensifying rainfall extremes, making high-resolution precipitation projections crucial for society to better prepare for impacts such as flooding. However, current Global Climate Models (GCMs) operate at spatial…

Machine Learning · Computer Science 2024-12-20 Ran Lyu , Linhan Wang , Yanshen Sun , Hedanqiu Bai , Chang-Tien Lu

Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…

Machine Learning · Computer Science 2024-08-08 Rares Cristian , Pavithra Harsha , Clemente Ocejo , Georgia Perakis , Brian Quanz , Ioannis Spantidakis , Hamza Zerhouni

Often, constraints arise in deployment settings where even lightweight parameter updates e.g. parameter-efficient fine-tuning could induce model shift or tuning instability. We study test-time adaptation of foundation models for few-shot…

Machine Learning · Statistics 2026-02-04 Tahir Qasim Syed , Behraj Khan

Time series forecasting plays a critical role in various real-world applications, including energy consumption prediction, disease transmission monitoring, and weather forecasting. Although substantial progress has been made in time series…

Machine Learning · Computer Science 2024-11-26 Wei Yuan , Guanhua Ye , Xiangyu Zhao , Quoc Viet Hung Nguyen , Yang Cao , Hongzhi Yin

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…

Computational Finance · Quantitative Finance 2025-11-25 Eghbal Rahimikia , Hao Ni , Weiguan Wang

Time series forecasting is an important yet challenging task. Though deep learning methods have recently been developed to give superior forecasting results, it is crucial to improve the interpretability of time series models. Previous…

Machine Learning · Computer Science 2020-12-18 Qingyi Pan , Wenbo Hu , Jun Zhu

Multivariate time series forecasting is essential in domains such as finance, transportation, climate, and energy. However, existing patch-based methods typically adopt fixed-length segmentation, overlooking the heterogeneity of local…

Machine Learning · Computer Science 2026-01-06 Kuiye Ding , Fanda Fan , Chunyi Hou , Zheya Wang , Lei Wang , Zhengxin Yang , Jianfeng Zhan

We present data-dependent learning bounds for the general scenario of non-stationary non-mixing stochastic processes. Our learning guarantees are expressed in terms of a data-dependent measure of sequential complexity and a discrepancy…

Machine Learning · Computer Science 2018-03-16 Vitaly Kuznetsov , Mehryar Mohri

We propose an efficient fine-tuning method for time series foundation models, termed TRACE: Time Series Parameter Efficient Fine-tuning. While pretrained time series foundation models are gaining popularity, they face the following…

Machine Learning · Computer Science 2025-11-24 Yuze Li , Wei Zhu