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Time series models often deal with extreme events and anomalies, both prevalent in real-world datasets. Such models often need to provide careful probabilistic forecasting, which is vital in risk management for extreme events such as…

Machine Learning · Statistics 2022-08-23 Ashkan Farhangi , Jiang Bian , Arthur Huang , Haoyi Xiong , Jun Wang , Zhishan Guo

Time-series forecasting underpins critical decisions across aviation, energy, retail and health. Classical autoregressive integrated moving average (ARIMA) models offer interpretability via coefficients but struggle with nonlinearities,…

Machine Learning · Computer Science 2025-08-25 Manish Shukla

Time series forecasting is crucial in several sectors, such as meteorology, retail, healthcare, and finance. Accurately forecasting future trends and patterns is crucial for strategic planning and making well-informed decisions. In this…

Machine Learning · Computer Science 2024-11-19 Nitin Sagar Boyeena , Begari Susheel Kumar

Observability in cloud infrastructure is critical for service providers, driving the widespread adoption of anomaly detection systems for monitoring metrics. However, existing systems often struggle to simultaneously achieve explainability,…

Machine Learning · Computer Science 2025-01-27 Yile Gu , Yifan Xiong , Jonathan Mace , Yuting Jiang , Yigong Hu , Baris Kasikci , Peng Cheng

The explosion of Time Series (TS) data, driven by advancements in technology, necessitates sophisticated analytical methods. Modern management systems increasingly rely on analyzing this data, highlighting the importance of effcient…

Machine Learning · Computer Science 2025-03-27 Seyedeh Azadeh Fallah Mortezanejad , Ruochen Wang

This paper introduces a scalable Anomaly Detection Service with a generalizable API tailored for industrial time-series data, designed to assist Site Reliability Engineers (SREs) in managing cloud infrastructure. The service enables…

Machine Learning · Computer Science 2025-01-29 Nimesh Jha , Shuxin Lin , Srideepika Jayaraman , Kyle Frohling , Christodoulos Constantinides , Dhaval Patel

The forecasting of irregular multivariate time series (IMTS) is crucial in key areas such as healthcare, biomechanics, climate science, and astronomy. However, achieving accurate and practical predictions is challenging due to two main…

Machine Learning · Computer Science 2025-11-18 Xvyuan Liu , Xiangfei Qiu , Xingjian Wu , Zhengyu Li , Chenjuan Guo , Jilin Hu , Bin Yang

Many applications in different domains produce large amount of time series data. Making accurate forecasting is critical for many decision makers. Various time series forecasting methods exist which use linear and nonlinear models…

Machine Learning · Computer Science 2019-07-19 Ümit Çavuş Büyükşahin , Şeyda Ertekin

The increasing complexity of supply chains and the rising costs associated with defective or substandard goods (bad goods) highlight the urgent need for advanced predictive methodologies to mitigate risks and enhance operational efficiency.…

Machine Learning · Computer Science 2025-06-10 Bishwajit Prasad Gond

Time series anomaly detection has garnered considerable attention across diverse domains. While existing methods often fail to capture the underlying mechanisms behind anomaly generation in time series data. In addition, time series anomaly…

Machine Learning · Computer Science 2025-08-07 Yutong Xia , Yingying Zhang , Yuxuan Liang , Lunting Fan , Qingsong Wen , Roger Zimmermann

Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR),…

Machine Learning · Computer Science 2019-03-05 Sima Siami-Namini , Akbar Siami Namin

Observations in data which are significantly different from its neighbouring points but cannot be classified as noise are known as anomalies or outliers. These anomalies are a cause of concern and a timely warning about their presence could…

Applications · Statistics 2020-06-09 Krishnam Kapoor

Time series anomaly detection is critical for modern digital infrastructures, yet existing methods lack systematic cross-domain evaluation. We present a comprehensive forecasting-based framework unifying classical methods (Holt-Winters,…

Machine Learning · Computer Science 2025-10-14 Mohammad Karami , Mostafa Jalali , Fatemeh Ghassemi

Recent works for time-series forecasting more and more leverage the high predictive power of Deep Learning models. With this increase in model complexity, however, comes a lack in understanding of the underlying model decision process,…

Machine Learning · Computer Science 2025-01-17 Matthias Jakobs , Thomas Liebig

On-line detection of anomalies in time series is a key technique used in various event-sensitive scenarios such as robotic system monitoring, smart sensor networks and data center security. However, the increasing diversity of data sources…

Machine Learning · Computer Science 2021-04-26 Wentai Wu , Ligang He , Weiwei Lin , Yi Su , Yuhua Cui , Carsten Maple , Stephen Jarvis

Tree-based models have been successfully applied to a wide variety of tasks, including time series forecasting. They are increasingly in demand and widely accepted because of their comparatively high level of interpretability. However, many…

Machine Learning · Computer Science 2024-01-03 Matthias Jakobs , Amal Saadallah

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

Organizations rely heavily on time series metrics to measure and model key aspects of operational and business performance. The ability to reliably detect issues with these metrics is imperative to identifying early indicators of major…

Machine Learning · Computer Science 2020-11-11 Sayan Chakraborty , Smit Shah , Kiumars Soltani , Anna Swigart , Luyao Yang , Kyle Buckingham

Machine learning-based systems are rapidly gaining popularity and in-line with that there has been a huge research surge in the field of explainability to ensure that machine learning models are reliable, fair, and can be held liable for…

Machine Learning · Computer Science 2021-04-12 Rohit Saluja , Avleen Malhi , Samanta Knapič , Kary Främling , Cicek Cavdar

Time series forecasting has attracted significant attention, leading to the de-velopment of a wide range of approaches, from traditional statistical meth-ods to advanced deep learning models. Among them, the Auto-Regressive Integrated…

Machine Learning · Computer Science 2025-05-28 Thanh Son Nguyen , Van Thanh Nguyen , Dang Minh Duc Nguyen
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