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Time series forecasting has played a pivotal role across various industries, including finance, transportation, energy, healthcare, and climate. Due to the abundant seasonal information they contain, timestamps possess the potential to…

Machine Learning · Computer Science 2024-11-21 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jinming Wu , Jianxin Liao

Time-series anomaly detection, which detects errors and failures in a workflow, is one of the most important topics in real-world applications. The purpose of time-series anomaly detection is to reduce potential damages or losses. However,…

Machine Learning · Computer Science 2025-04-17 Jinsung Jeon , Jaehyeon Park , Sewon Park , Jeongwhan Choi , Minjung Kim , Noseong Park

Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…

Machine Learning · Computer Science 2024-04-30 Vitor Cerqueira , Nuno Moniz , Ricardo Inácio , Carlos Soares

In recent years, specific evaluation metrics for time series anomaly detection algorithms have been developed to handle the limitations of the classical precision and recall. However, such metrics are heuristically built as an aggregate of…

Machine Learning · Computer Science 2022-10-13 Alexis Huet , Jose Manuel Navarro , Dario Rossi

Prediction for high dimensional time series is a challenging task due to the curse of dimensionality problem. Classical parametric models like ARIMA or VAR require strong modeling assumptions and time stationarity and are often…

Statistics Theory · Mathematics 2020-12-16 Nikita Puchkin , Aleksandr Timofeev , Vladimir Spokoiny

Classical anomaly detection is principally concerned with point-based anomalies, those anomalies that occur at a single point in time. Yet, many real-world anomalies are range-based, meaning they occur over a period of time. Motivated by…

Machine Learning · Computer Science 2019-01-04 Nesime Tatbul , Tae Jun Lee , Stan Zdonik , Mejbah Alam , Justin Gottschlich

Time series analysis finds wide applications in fields such as weather forecasting, anomaly detection, and behavior recognition. Previous methods attempted to model temporal variations directly using 1D time series. However, this has been…

Machine Learning · Computer Science 2024-11-08 Qiang Wu , Gechang Yao , Zhixi Feng , Shuyuan Yang

While current time series research focuses on developing new models, crucial questions of selecting an optimal approach for training such models are underexplored. Tsururu, a Python library introduced in this paper, bridges SoTA research…

Machine Learning · Computer Science 2025-09-22 Alina Kostromina , Kseniia Kuvshinova , Aleksandr Yugay , Andrey Savchenko , Dmitry Simakov

Predicting web service traffic has significant social value, as it can be applied to various practical scenarios, including but not limited to dynamic resource scaling, load balancing, system anomaly detection, service-level agreement…

Machine Learning · Computer Science 2025-09-08 Chang Tian , Mingzhe Xing , Zenglin Shi , Matthew B. Blaschko , Yinliang Yue , Marie-Francine Moens

Time series anomaly detection is usually formulated as finding outlier data points relative to some usual data, which is also an important problem in industry and academia. To ensure systems working stably, internet companies, banks and…

Machine Learning · Computer Science 2018-12-24 Zhang Rong , Dong Shandong , Nie Xin , Xiao Shiguang

With the rapid development of multi-cloud environments, it is increasingly important to ensure the security and reliability of intelligent monitoring systems. In this paper, we propose an anomaly detection and early warning mechanism for…

Machine Learning · Computer Science 2025-06-10 Yihong Jin , Ze Yang , Juntian Liu , Xinhe Xu

Anomaly detection of time series plays an important role in reliability systems engineering. However, in practical application, there is no precisely defined boundary between normal and anomalous behaviors in different application…

Machine Learning · Computer Science 2020-10-16 Ziling Wu , Ping Liu , Zheng Hu , Bocheng Li , Jun Wang

Accurate short-term power load forecasting is important to effectively manage, optimize, and ensure the robustness of modern power systems. This paper performs an empirical evaluation of a traditional statistical model and deep learning…

Machine Learning · Computer Science 2026-03-10 Suhasnadh Reddy Veluru , Sai Teja Erukude , Viswa Chaitanya Marella

Hierarchical time-series forecasting is essential for demand prediction across various industries. While machine learning models have obtained significant accuracy and scalability on such forecasting tasks, the interpretability of their…

Machine Learning · Computer Science 2026-03-09 Harshavardhan Kamarthi , Shangqing Xu , Xinjie Tong , Xingyu Zhou , James Peters , Joseph Czyzyk , B. Aditya Prakash

Traffic flow forecasting is hot spot research of intelligent traffic system construction. The existing traffic flow prediction methods have problems such as poor stability, high data requirements, or poor adaptability. In this paper, we…

Machine Learning · Computer Science 2019-06-26 Boyi Liu , Xiangyan Tang , Jieren Cheng , Pengchao Shi

Time series reasoning demands both the perception of complex dynamics and logical depth. However, existing LLM-based approaches exhibit two limitations: they often treat time series merely as text or images, failing to capture the patterns…

Artificial Intelligence · Computer Science 2026-05-14 Junkai Lu , Peng Chen , Xingjian Wu , Yang Shu , Chenjuan Guo , Christian S. Jensen , Bin Yang

As Large-Scale Cloud Systems (LCS) become increasingly complex, effective anomaly detection is critical for ensuring system reliability and performance. However, there is a shortage of large-scale, real-world datasets available for…

Time series forecasting enables early warning and has driven asset performance management from traditional planned maintenance to predictive maintenance. However, the lack of interpretability in forecasting methods undermines users' trust…

Machine Learning · Computer Science 2026-03-04 Bo Liu , Shao-Bo Lin , Changmiao Wang , Xiaotong Liu

Data scarcity and discontinuity are common occurrences in the healthcare and epidemiological dataset and often need help in forming an educative decision and forecasting the upcoming scenario. Often, these data are stored as monthly/yearly…

Other Statistics · Statistics 2023-04-25 Mahadee Al Mobin , Md. Kamrujjaman

We enhance the accuracy and generalization of univariate time series point prediction by an explainable ensemble on the fly. We propose an Interpretable Dynamic Ensemble Architecture (IDEA), in which interpretable base learners give…

Machine Learning · Computer Science 2022-01-17 Mengyue Zha , Kani Chen , Tong Zhang
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