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Related papers: Predicting the Future by Retrieving the Past

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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

The ability to predict future states of the environment is a central pillar of intelligence. At its core, effective prediction requires an internal model of the world and an understanding of the rules by which the world changes. Here, we…

Machine Learning · Computer Science 2016-01-21 William Lotter , Gabriel Kreiman , David Cox

We propose to represent a return model and risk model in a unified manner with deep learning, which is a representative model that can express a nonlinear relationship. Although deep learning performs quite well, it has significant…

Statistical Finance · Quantitative Finance 2022-01-17 Kei Nakagawa , Takumi Uchida , Tomohisa Aoshima

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Recurrent Neural Networks were, until recently, one of the best ways to capture the timely dependencies in sequences. However, with the introduction of the Transformer, it has been proven that an architecture with only attention-mechanisms…

Machine Learning · Computer Science 2021-08-19 Radostin Cholakov , Todor Kolev

After showing the efficiency of feedforward networks to estimate control in high dimension in the global optimization of some storages problems, we develop a modification of an algorithm based on some dynamic programming principle. We show…

Optimization and Control · Mathematics 2023-05-31 Xavier Warin

Deep learning methods have gained popularity in recent years through the media and the relative ease of implementation through open source packages such as Keras. We investigate the applicability of popular recurrent neural networks in…

Applications · Statistics 2023-01-05 Andrew T. Karl , James Wisnowski , Lambros Petropoulos

Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

Machine Learning · Computer Science 2022-11-29 Rameshwar Garg , Shriya Barpanda , Girish Rao Salanke N S , Ramya S

We present the Parallel, Forward-Backward with Pruning (PFBP) algorithm for feature selection (FS) in Big Data settings (high dimensionality and/or sample size). To tackle the challenges of Big Data FS PFBP partitions the data matrix both…

Multimodal Large Language Models (MLLMs), particularly smaller, deployable variants, exhibit a critical deficiency in understanding temporal and procedural visual data, a bottleneck hindering their application in real-world embodied AI.…

Artificial Intelligence · Computer Science 2026-02-24 Zhenkun Gao , Xuhong Wang , Xin Tan , Yuan Xie

Next-token prediction (NTP) has driven the success of large language models (LLMs), but it struggles with long-horizon reasoning, planning, and creative writing, with these limitations largely attributed to teacher-forced training.…

Constructing 3D representations of object geometry is critical for many robotics tasks, particularly manipulation problems. These representations must be built from potentially noisy partial observations. In this work, we focus on the…

Computer Vision and Pattern Recognition · Computer Science 2025-11-13 Herbert Wright , Weiming Zhi , Martin Matak , Matthew Johnson-Roberson , Tucker Hermans

Long time series forecasting aims to utilize historical information to forecast future states over extended horizons. Traditional RNN-based series forecasting methods struggle to effectively address long-term dependencies and gradient…

Machine Learning · Computer Science 2024-08-06 GaoXiang Zhao , Li Zhou , XiaoQiang Wang

Existing neural ranking models follow the text matching paradigm, where document-to-query relevance is estimated through predicting the matching score. Drawing from the rich literature of classical generative retrieval models, we introduce…

Information Retrieval · Computer Science 2021-06-28 Oleg Lesota , Navid Rekabsaz , Daniel Cohen , Klaus Antonius Grasserbauer , Carsten Eickhoff , Markus Schedl

Time series forecasting aims to model temporal dependencies among variables for future state inference, holding significant importance and widespread applications in real-world scenarios. Although deep learning-based methods have achieved…

Machine Learning · Computer Science 2026-05-21 Zesen Wang , Lijuan Lan , Yonggang Li

Model discovery based on existing data has been one of the major focuses of mathematical modelers for decades. Despite tremendous achievements of model identification from adequate data, how to unravel the models from limited data is less…

Numerical Analysis · Mathematics 2020-09-25 Jia Zhao , Jarrod Mau

Anticipating the future actions of a human is a widely studied problem in robotics that requires spatio-temporal reasoning. In this work we propose a deep learning approach for anticipation in sensory-rich robotics applications. We…

Computer Vision and Pattern Recognition · Computer Science 2015-09-17 Ashesh Jain , Avi Singh , Hema S Koppula , Shane Soh , Ashutosh Saxena

The quest for accurate economic forecasting has traditionally been dominated by econometric models, which most of the times rely on the assumptions of linear relationships and stationarity in of the data. However, the complex and often…

Machine Learning · Computer Science 2025-02-28 Bogdan Oancea

Transformers have reached remarkable success in sequence modeling. However, these models have efficiency issues as they need to store all the history token-level representations as memory. We present Memformer, an efficient neural network…

Computation and Language · Computer Science 2022-04-14 Qingyang Wu , Zhenzhong Lan , Kun Qian , Jing Gu , Alborz Geramifard , Zhou Yu

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Machine Learning · Computer Science 2018-04-20 Guokun Lai , Wei-Cheng Chang , Yiming Yang , Hanxiao Liu