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The rapid development of time series forecasting research has brought many deep learning-based modules in this field. However, despite the increasing amount of new forecasting architectures, it is still unclear if we have leveraged the full…

Machine Learning · Computer Science 2025-10-24 Difan Deng , Marius Lindauer

Graph deep learning methods have become popular tools to process collections of correlated time series. Unlike traditional multivariate forecasting methods, graph-based predictors leverage pairwise relationships by conditioning forecasts on…

Machine Learning · Computer Science 2025-06-09 Andrea Cini , Ivan Marisca , Daniele Zambon , Cesare Alippi

Time series forecasting models often exhibit inconsistent performance across datasets with varying statistical and structural properties. Despite the wide range of available forecasting techniques, it remains unclear whether model selection…

Signal Processing · Electrical Eng. & Systems 2026-05-05 Tahir Cetin Akinci , Alfredo A. Martinez-Morales

Accurate time series forecasting is a highly valuable endeavour with applications across many industries. Despite recent deep learning advancements, increased model complexity, and larger model sizes, many state-of-the-art models often…

We examine the problem of making reconciled forecasts of large collections of related time series through a behavioural/Bayesian lens. Our approach explicitly acknowledges and exploits the 'connectedness' of the series in terms of…

Methodology · Statistics 2022-10-03 Ross Hollyman , Fotios Petropoulos , Michael E. Tipping

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

A large number of time series forecasting models including traditional statistical models, machine learning models and more recently deep learning have been proposed in the literature. However, choosing the right model along with good…

Time series forecasting is a critical task for artificial intelligence with numerous real-world applications. Traditional approaches primarily rely on historical time series data to predict the future values. However, in practical…

Forecasting can estimate the statement of events according to the historical data and it is considerably important in many disciplines. At present, time series models have been utilized to solve forecasting problems in various domains. In…

Data Analysis, Statistics and Probability · Physics 2014-03-10 S. Chen , X. Lan , Y. Hu , Q. Liu , Y. Deng

Recent years have witnessed exponential growth in developing deep learning (DL) models for time-series electricity forecasting in power systems. However, most of the proposed models are designed based on the designers' inherent knowledge…

Machine Learning · Computer Science 2024-06-04 Jin Yang , Guangxin Jiang , Yinan Wang , Ying Chen

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

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Time series modeling and forecasting has fundamental importance to various practical domains. Thus a lot of active research works is going on in this subject during several years. Many important models have been proposed in literature for…

Machine Learning · Computer Science 2013-02-28 Ratnadip Adhikari , R. K. Agrawal

Deep time series forecasting has emerged as a rapidly growing field in recent years. Despite the exponential growth of community interests, progress on standard benchmarks is often limited to marginal improvements. A common consensus of the…

Machine Learning · Computer Science 2026-05-05 Yuxuan Wang , Haixu Wu , Yuezhou Ma , Yuchen Fang , Ziyi Zhang , Yong Liu , Shiyu Wang , Zhou Ye , Yang Xiang , Jianmin Wang , Mingsheng Long

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

Time-series data is being increasingly collected and stud- ied in several areas such as neuroscience, climate science, transportation, and social media. Discovery of complex patterns of relationships between individual time-series, using…

Autocorrelation is a defining characteristic of time-series data, where each observation is statistically dependent on its predecessors. In the context of deep time-series forecasting, autocorrelation arises in both the input history and…

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

In recent years, AI-based weather forecasting models have matched or even outperformed numerical weather prediction systems. However, most of these models have been trained and evaluated on reanalysis datasets like ERA5. These datasets,…

Atmospheric and Oceanic Physics · Physics 2024-09-17 Weixin Jin , Jonathan Weyn , Pengcheng Zhao , Siqi Xiang , Jiang Bian , Zuliang Fang , Haiyu Dong , Hongyu Sun , Kit Thambiratnam , Qi Zhang

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

Machine Learning · Computer Science 2021-04-09 Pedro Lara-Benítez , Manuel Carranza-García , José C. Riquelme