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Nowadays, time series forecasting is predominantly approached through the end-to-end training of deep learning architectures using error-based objectives. While this is effective at minimizing average loss, it encourages the encoder to…

Machine Learning · Computer Science 2026-03-26 Jiacheng Wang , Liang Fan , Baihua Li , Luyan Zhang

RECIPE (REliable power and time-ConstraInts-aware Predictive management of heterogeneous Exascale systems) is a recently started project funded within the H2020 FETHPC programme, which is expressly targeted at exploring new High-Performance…

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

Time-series forecasting has seen significant advancements with the introduction of token prediction mechanisms such as multi-head attention. However, these methods often struggle to achieve the same performance as in language modeling,…

Machine Learning · Computer Science 2024-12-03 Panayiotis Christou , Shichu Chen , Xupeng Chen , Parijat Dube

In order to support the advancement of machine learning methods for predicting time-series data, we present a comprehensive dataset designed explicitly for long-term time-series forecasting. We incorporate a collection of datasets obtained…

Machine Learning · Computer Science 2023-09-29 Jacek Cyranka , Szymon Haponiuk

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

Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…

Machine Learning · Computer Science 2021-10-13 Biswajit Paria , Rajat Sen , Amr Ahmed , Abhimanyu Das

In the era of increasingly complex AI models for time series forecasting, progress is often measured by marginal improvements on benchmark leaderboards. However, this approach suffers from a fundamental flaw: standard evaluation metrics…

Machine Learning · Computer Science 2026-05-28 Wanjin Feng , Yuan Yuan , Jingtao Ding , Yong Li

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

Ensembling is a powerful technique for improving the accuracy of machine learning models, with methods like stacking achieving strong results in tabular tasks. In time series forecasting, however, ensemble methods remain underutilized, with…

Machine Learning · Computer Science 2025-11-20 Nathanael Bosch , Oleksandr Shchur , Nick Erickson , Michael Bohlke-Schneider , Caner Türkmen

Efficient management of spare parts inventory is crucial in the automotive aftermarket, where demand is highly intermittent and uncertainty drives substantial cost and service risks. Forecasting is therefore central, but the quality of…

Artificial Intelligence · Computer Science 2026-02-03 So Fukuhara , Abdallah Alabdallah , Nuwan Gunasekara , Slawomir Nowaczyk

Deep learning models are widely used across computer vision and other domains. When working on the model induction, selecting the right architecture for a given dataset often relies on repetitive trial-and-error procedures. This procedure…

Machine Learning · Computer Science 2026-01-06 Yen-Chia Chen , Hsing-Kuo Pao , Hanjuan Huang

We introduce a framework to dynamically combine heterogeneous models called \texttt{DYCHEM}, which forecasts a set of time series that are related through an aggregation hierarchy. Different types of forecasting models can be employed as…

Machine Learning · Computer Science 2023-01-18 Xing Han , Jing Hu , Joydeep Ghosh

In many real-world application, e.g., speech recognition or sleep stage classification, data are captured over the course of time, constituting a Time-Series. Time-Series often contain temporal dependencies that cause two otherwise…

Machine Learning · Computer Science 2017-01-10 John Cristian Borges Gamboa

Probabilistic time-series models become popular in the forecasting field as they help to make optimal decisions under uncertainty. Despite the growing interest, a lack of thorough analysis hinders choosing what is worth applying for the…

Machine Learning · Computer Science 2020-11-24 Seungjae Jung , Kyung-Min Kim , Hanock Kwak , Young-Jin Park

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…

Foundation models pre-trained on large-scale source datasets are reshaping the traditional training paradigm for time series classification. However, existing time series foundation models primarily focus on forecasting tasks and often…

Machine Learning · Computer Science 2026-01-13 Zhen Liu , Yucheng Wang , Boyuan Li , Junhao Zheng , Emadeldeen Eldele , Min Wu , Qianli Ma

Real-world time-series datasets are often multivariate with complex dynamics. To capture this complexity, high capacity architectures like recurrent- or attention-based sequential deep learning models have become popular. However, recent…

Machine Learning · Computer Science 2023-09-12 Si-An Chen , Chun-Liang Li , Nate Yoder , Sercan O. Arik , Tomas Pfister

Robust causal discovery in time series datasets depends on reliable benchmark datasets with known ground-truth causal relationships. However, such datasets remain scarce, and existing synthetic alternatives often overlook critical temporal…

Machine Learning · Computer Science 2025-06-03 Muhammad Hasan Ferdous , Emam Hossain , Md Osman Gani

It is unclear whether strong forecasting performance reflects genuine temporal understanding or the ability to reason under contextual and event-driven conditions. We introduce TemporalBench, a multi-domain benchmark designed to evaluate…

Artificial Intelligence · Computer Science 2026-02-17 Muyan Weng , Defu Cao , Wei Yang , Yashaswi Sharma , Yan Liu