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Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

Most forecasting methods use recent past observations (lags) to model the future values of univariate time series. Selecting an adequate number of lags is important for training accurate forecasting models. Several approaches and heuristics…

Machine Learning · Statistics 2024-05-21 José Leites , Vitor Cerqueira , Carlos Soares

Data is essential to performing time series analysis utilizing machine learning approaches, whether for classic models or today's large language models. A good time-series dataset is advantageous for the model's accuracy, robustness, and…

Machine Learning · Computer Science 2024-04-29 Chenxi Sun , Hongyan Li , Yaliang Li , Shenda Hong

The importance of time series forecasting drives continuous research and the development of new approaches to tackle this problem. Typically, these methods are introduced through empirical studies that frequently claim superior accuracy for…

Machine Learning · Computer Science 2024-12-20 Luis Roque , Carlos Soares , Vitor Cerqueira , Luis Torgo

Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters…

Machine Learning · Computer Science 2020-11-30 Joel Janek Dabrowski , YiFan Zhang , Ashfaqur Rahman

With the research directions described in this thesis, we seek to address the critical challenges in designing recommender systems that can understand the dynamics of continuous-time event sequences. We follow a ground-up approach, i.e.,…

Information Retrieval · Computer Science 2022-12-29 Vinayak Gupta

Time series classification is a task which deals with temporal sequences, a prevalent data type common in domains such as human activity recognition, sports analytics and general sensing. In this area, interest in explainability has been…

Machine Learning · Computer Science 2024-06-27 Thu Trang Nguyen , Thach Le Nguyen , Georgiana Ifrim

Time series data, defined by equally spaced points over time, is essential in fields like medicine, telecommunications, and energy. Analyzing it involves tasks such as classification, clustering, prototyping, and regression. Classification…

Machine Learning · Computer Science 2025-02-27 Ali Ismail-Fawaz

Machine learning has been widely used in healthcare applications to approximate complex models, for clinical diagnosis, prognosis, and treatment. As deep learning has the outstanding ability to extract information from time series, its true…

Machine Learning · Computer Science 2022-11-14 Ke Liao , Wei Wang , Armagan Elibol , Lingzhong Meng , Xu Zhao , Nak Young Chong

Conventional machine learning and deep learning models typically rely on correlation-based learning, which often fails to distinguish genuine causal relationships from spurious associations, limiting their robustness, interpretability, and…

Machine Learning · Computer Science 2025-09-12 Emam Hossain , Md Osman Gani

Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…

Machine Learning · Computer Science 2025-09-30 Skye Gunasekaran , Assel Kembay , Hugo Ladret , Rui-Jie Zhu , Laurent Perrinet , Omid Kavehei , Jason Eshraghian

Forecasting future outcomes from recent time series data is not easy, especially when the future data are different from the past (i.e. time series are under temporal drifts). Existing approaches show limited performances under data drifts,…

Machine Learning · Computer Science 2022-11-23 Jaehoon Lee , Chan Kim , Gyumin Lee , Haksoo Lim , Jeongwhan Choi , Kookjin Lee , Dongeun Lee , Sanghyun Hong , Noseong Park

This paper introduces a new addition to the SPINEX (Similarity-based Predictions with Explainable Neighbors Exploration) family, tailored specifically for time series and forecasting analysis. This new algorithm leverages the concept of…

Methodology · Statistics 2024-12-30 Ahmed Z Naser , MZ Naser

Time-series forecasting remains difficult in real-world settings because temporal patterns operate at multiple scales, from broad contextual trends to fast, fine-grained fluctuations that drive critical decisions. Existing neural models…

Machine Learning · Computer Science 2025-11-26 Sepideh Koohfar

In the World Wide Web, reliable time series forecasts provide the forward-looking signals that drive resource planning, cache placement, and anomaly response, enabling platforms to operate efficiently as user behavior and content…

Machine Learning · Computer Science 2025-10-06 Kuiye Ding , Fanda Fan , Zheya Wang , Hongxiao Li , Yifan Wang , Lei Wang , Chunjie Luo , Jianfeng Zhan

Among recent developments in time series forecasting methods, deep forecasting models have gained popularity as they can utilize hidden feature patterns in time series to improve forecasting performance. Nevertheless, the majority of…

Machine Learning · Computer Science 2023-10-13 Zhendong Wang , Ioanna Miliou , Isak Samsten , Panagiotis Papapetrou

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski

We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes and minimization of prediction errors. To the best of our…

Computational Finance · Quantitative Finance 2024-08-20 Daniel Cunha Oliveira , Yutong Lu , Xi Lin , Mihai Cucuringu , Andre Fujita

Time series forecasting attempts to predict future events by analyzing past trends and patterns. Although well researched, certain critical aspects pertaining to the use of deep learning in time series forecasting remain ambiguous. Our…

Machine Learning · Computer Science 2024-03-08 Kiran Madhusudhanan , Shayan Jawed , Lars Schmidt-Thieme

Time series forecasting is widely used in business intelligence, e.g., forecast stock market price, sales, and help the analysis of data trend. Most time series of interest are macroscopic time series that are aggregated from microscopic…

Machine Learning · Computer Science 2021-10-28 Zhibo Zhu , Ziqi Liu , Ge Jin , Zhiqiang Zhang , Lei Chen , Jun Zhou , Jianyong Zhou