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Neural networks (NNs) lack measures of "reliability" estimation that would enable reasoning over their predictions. Despite the vital importance, especially in areas of human well-being and health, state-of-the-art uncertainty estimation…

Machine Learning · Computer Science 2021-02-12 Lorena Qendro , Jagmohan Chauhan , Alberto Gil C. P. Ramos , Cecilia Mascolo

As global energy systems transit to clean energy, accurate renewable generation and renewable demand forecasting is imperative for effective grid management. Foundation Models (FMs) can help improve forecasting of renewable generation and…

Systems and Control · Electrical Eng. & Systems 2025-08-01 Md Meftahul Ferdaus , Tanmoy Dam , Md Rasel Sarkar , Moslem Uddin , Sreenatha G. Anavatti

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

Quantifying uncertainty in weather forecasts is critical, especially for predicting extreme weather events. This is typically accomplished with ensemble prediction systems, which consist of many perturbed numerical weather simulations, or…

Machine Learning · Computer Science 2021-03-17 Peter Grönquist , Chengyuan Yao , Tal Ben-Nun , Nikoli Dryden , Peter Dueben , Shigang Li , Torsten Hoefler

Designing early warning systems for harsh weather and its effects, such as urban flooding or landslides, requires accurate short-term forecasts (nowcasts) of precipitation. Nowcasting is a significant task with several environmental…

Machine Learning · Computer Science 2023-02-10 Christos Kaparakis , Siamak Mehrkanoon

Current time-series forecasting problems use short-term weather attributes as exogenous inputs. However, in specific time-series forecasting solutions (e.g., demand prediction in the supply chain), seasonal climate predictions are crucial…

Machine Learning · Computer Science 2023-09-06 Smit Marvaniya , Jitendra Singh , Nicolas Galichet , Fred Ochieng Otieno , Geeth De Mel , Kommy Weldemariam

Sequence-to-sequence models based on LSTM and GRU are a most popular choice for forecasting time series data reaching state-of-the-art performance. Training such models can be delicate though. The two most common training strategies within…

Machine Learning · Computer Science 2022-10-18 Philipp Teutsch , Patrick Mäder

Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid when integrating renewable energy sources such as wind. Whereas point forecasting provides a single…

Signal Processing · Electrical Eng. & Systems 2019-09-27 Kostas Hatalis , Alberto J. Lamadrid , Katya Scheinberg , Shalinee Kishore

In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…

Econometrics · Economics 2021-04-12 Ricardo P. Masini , Marcelo C. Medeiros , Eduardo F. Mendes

Time series forecasting has always been a thought-provoking topic in the field of machine learning. Machine learning scientists define a time series as a set of observations recorded over consistent time steps. And, time series forecasting…

Quantum Physics · Physics 2022-07-19 Payal Kaushik , Sayantan Pramanik , M Girish Chandra , C V Sridhar

Forecasters often use common information and hence make common mistakes. We propose a new approach, Factor Graphical Model (FGM), to forecast combinations that separates idiosyncratic forecast errors from the common errors. FGM exploits the…

Econometrics · Economics 2021-05-19 Tae-Hwy Lee , Ekaterina Seregina

Ensembling is among the most popular tools in machine learning (ML) due to its effectiveness in minimizing variance and thus improving generalization. Most ensembling methods for black-box base learners fall under the umbrella of "stacked…

Machine Learning · Computer Science 2025-12-17 Hilaf Hasson , Danielle C. Maddix , Yuyang Wang , Gaurav Gupta , Youngsuk Park

In recent years, advances in Artificial Intelligence have significantly impacted computer science, particularly in the field of computer vision, enabling solutions to complex problems such as video frame prediction. Video frame prediction…

Computer Vision and Pattern Recognition · Computer Science 2025-08-05 Jose M. Sánchez Velázquez , Mingbo Cai , Andrew Coney , Álvaro J. García- Tejedor , Alberto Nogales

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

The recent decade has seen an enormous rise in the popularity of deep learning and neural networks. These algorithms have broken many previous records and achieved remarkable results. Their outstanding performance has significantly sped up…

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

Time series forecasting drives operational decisions in areas like finance, transportation, and energy. While supervised learning approaches achieve strong performance, they require domain-specific training, feature engineering, and ongoing…

Machine Learning · Computer Science 2026-05-26 Kavin Soni , Debanshu Das , Vamshi Guduguntla

Accurate subseasonal weather forecasting remains a major challenge due to the inherently chaotic nature of the atmosphere, which limits the predictive skill of conventional models beyond the mid-range horizon (approximately 15 days). In…

Machine Learning · Computer Science 2026-03-26 Arsen Kuzhamuratov , Mikhail Zhirnov , Andrey Kuznetsov , Ivan Oseledets , Konstantin Sobolev

Time series forecasting is a critical task in various domains, where accurate predictions can drive informed decision-making. Traditional forecasting methods often rely on current observations of variables to predict future outcomes,…

Machine Learning · Computer Science 2026-03-17 Wentao Gao , Xiaojing Du , Wenjun Yu , Xiongren Chen , Yifan Guo , Feiyu Yang

Time series forecasting presents significant challenges in real-world applications across various domains. Building upon the decomposition of the time series, we enhance the architecture of machine learning models for better multivariate…

Machine Learning · Computer Science 2026-02-24 Sanjeev Panta , Xu Yuan , Li Chen , Nian-Feng Tzeng
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