English
Related papers

Related papers: Tackling Time-Series Forecasting Generalization vi…

200 papers

Concept drift detectors allow learning systems to maintain good accuracy on non-stationary data streams. Financial time series are an instance of non-stationary data streams whose concept drifts (market phases) are so important to affect…

Statistical Finance · Quantitative Finance 2021-09-02 Filippo Neri

Machine learning models are omnipresent for predictions on big data. One challenge of deployed models is the change of the data over time, a phenomenon called concept drift. If not handled correctly, a concept drift can lead to significant…

Machine Learning · Computer Science 2020-04-02 Lucas Baier , Marcel Hofmann , Niklas Kühl , Marisa Mohr , Gerhard Satzger

Time Series Forecasting plays a crucial role in various fields such as industrial equipment maintenance, meteorology, energy consumption, traffic flow and financial investment. However, despite their considerable advantages over traditional…

Machine Learning · Computer Science 2024-07-02 Ruiqi Li , Maowei Jiang , Kai Wang , Kaiduo Feng , Quangao Liu , Yue Sun , Xiufang Zhou

Online updating of time series forecasting models aims to tackle the challenge of concept drifting by adjusting forecasting models based on streaming data. While numerous algorithms have been developed, most of them focus on model design…

Machine Learning · Computer Science 2024-03-25 YiFan Zhang , Weiqi Chen , Zhaoyang Zhu , Dalin Qin , Liang Sun , Xue Wang , Qingsong Wen , Zhang Zhang , Liang Wang , Rong Jin

Concept drift describes unforeseeable changes in the underlying distribution of streaming data over time. Concept drift research involves the development of methodologies and techniques for drift detection, understanding and adaptation.…

Machine Learning · Computer Science 2020-04-14 Jie Lu , Anjin Liu , Fan Dong , Feng Gu , Joao Gama , Guangquan Zhang

Time-series data is widely studied in various scenarios, like weather forecast, stock market, customer behavior analysis. To comprehensively learn about the dynamic environments, it is necessary to comprehend features from multiple data…

Human-Computer Interaction · Computer Science 2020-08-19 Xumeng Wang , Wei Chen , Jiazhi Xia , Zexian Chen , Dongshi Xu , Xiangyang Wu , Mingliang Xu , Tobias Schreck

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

Machine Learning · Computer Science 2024-05-10 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

The notion of concept drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time; as a consequence machine learning models may become inaccurate and need adjustment. Many unsupervised…

Machine Learning · Computer Science 2022-02-22 Fabian Hinder , Valerie Vaquet , Barbara Hammer

While most time series are non-stationary, it is inevitable for models to face the distribution shift issue in time series forecasting. Existing solutions manipulate statistical measures (usually mean and std.) to adjust time series…

Machine Learning · Computer Science 2024-07-02 Wei Fan , Kun Yi , Hangting Ye , Zhiyuan Ning , Qi Zhang , Ning An

Traffic time series forecasting is challenging due to complex spatio-temporal dynamics time series from different locations often have distinct patterns; and for the same time series, patterns may vary across time, where, for example, there…

Machine Learning · Computer Science 2022-04-06 Razvan-Gabriel Cirstea , Bin Yang , Chenjuan Guo , Tung Kieu , Shirui Pan

The notion of drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time. Albeit many attempts were made to deal with drift, formal notions of drift are application-dependent and…

Machine Learning · Computer Science 2019-12-05 Fabian Hinder , André Artelt , Barbara Hammer

Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

Machine Learning · Computer Science 2025-01-10 HyunGi Kim , Siwon Kim , Jisoo Mok , Sungroh Yoon

The non-stationary nature of real-world Multivariate Time Series (MTS) data presents forecasting models with a formidable challenge of the time-variant distribution of time series, referred to as distribution shift. Existing studies on the…

Machine Learning · Computer Science 2024-07-19 Hui He , Qi Zhang , Kun Yi , Xiaojun Xue , Shoujin Wang , Liang Hu , Longbing Cao

Learning from data streams is an increasingly important topic in data mining, machine learning, and artificial intelligence in general. A major focus in the data stream literature is on designing methods that can deal with concept drift, a…

Machine Learning · Computer Science 2018-10-05 Jesse Read

In many real-world scenarios, we often deal with streaming data that is sequentially collected over time. Due to the non-stationary nature of the environment, the streaming data distribution may change in unpredictable ways, which is known…

Machine Learning · Computer Science 2022-06-07 Wendi Li , Xiao Yang , Weiqing Liu , Yingce Xia , Jiang Bian

Time series prediction is often complicated by distribution shift which demands adaptive models to accommodate time-varying distributions. We frame time series prediction under distribution shift as a weighted empirical risk minimisation…

Machine Learning · Computer Science 2022-07-26 Stefanos Bennett , Jase Clarkson

Time series forecasting, which aims to predict future values based on historical data, has garnered significant attention due to its broad range of applications. However, real-world time series often exhibit complex non-uniform distribution…

Machine Learning · Computer Science 2025-10-02 Yanru Sun , Zongxia Xie , Emadeldeen Eldele , Dongyue Chen , Qinghua Hu , Min Wu

When deploying time series forecasting models based on machine learning to real world settings, one often encounter situations where the data distribution drifts. Such drifts expose the forecasting models to out-of-distribution (OOD) data,…

The ability to predict traffic flow over time for crowded areas during rush hours is increasingly important as it can help authorities make informed decisions for congestion mitigation or scheduling of infrastructure development in an area.…

Machine Learning · Computer Science 2023-04-03 Zann Koh , Yan Qin , Yong Liang Guan , Chau Yuen

Financial markets are complex, non-stationary systems where the underlying data distributions can shift over time, a phenomenon known as regime changes, as well as concept drift in the machine learning literature. These shifts, often…

Statistical Finance · Quantitative Finance 2025-09-16 Andrés L. Suárez-Cetrulo , Alejandro Cervantes , David Quintana