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Time series forecasting faces two important but often overlooked challenges. Firstly, the inherent random noise in the time series labels sets a theoretical lower bound for the forecasting error, which is positively correlated with the…
Time-series forecasting in real-world applications such as finance and energy often faces challenges due to limited training data and complex, noisy temporal dynamics. Existing deep forecasting models typically supervise predictions using…
Precise load forecasting in buildings could increase the bill savings potential and facilitate optimized strategies for power generation planning. With the rapid evolution of computer science, data-driven techniques, in particular the Deep…
Electricity market prices exhibit extreme volatility, nonlinearity, and non-stationarity, making accurate forecasting a significant challenge. While cutting-edge time series foundation models (TSFMs) effectively capture temporal…
In order to enhance the performance of Transformer models for long-term multivariate forecasting while minimizing computational demands, this paper introduces the Joint Time-Frequency Domain Transformer (JTFT). JTFT combines time and…
Precise short-term price prediction in the highly volatile cryptocurrency market is critical for informed trading strategies. Although Temporal Fusion Transformers (TFTs) have shown potential, their direct use often struggles in the face of…
Forecasting electricity demand plays a critical role in ensuring reliable and cost-efficient operation of the electricity supply. With the global transition to distributed renewable energy sources and the electrification of heating and…
Time series forecasting under distribution shift remains challenging, as existing deep learning models often rely on local statistical normalization (e.g., mean and variance) that fails to capture global distribution shift. Methods like…
Forecasting load in power transmission networks is essential across various hierarchical levels, from the system level down to individual points of delivery (PoD). While intuitive and locally accurate, traditional local forecasting models…
Time series foundation models (TSFMs) have recently achieved strong zero-shot forecasting performance through large-scale pretraining and retrieval-augmented prediction. However, our empirical analysis reveals a non-trivial limitation of…
Effective resource allocation in higher education depends on reliable enrolment forecasts, yet institutional planners frequently face data series disrupted by structural shifts. This paper investigates whether zero-shot Time Series…
We introduce a new approach to prediction in graphical models with latent-shift adaptation, i.e., where source and target environments differ in the distribution of an unobserved confounding latent variable. Previous work has shown that as…
Short-term wind speed prediction is essential for economical wind power utilization. The real-world wind speed data is typically intermittent and fluctuating, presenting great challenges to existing shallow models. In this paper, we present…
Health prediction is crucial for ensuring reliability, minimizing downtime, and optimizing maintenance in industrial systems. Remaining Useful Life (RUL) prediction is a key component of this process; however, many existing models struggle…
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…
Wind power forecasting (WPF), as a significant research topic within renewable energy, plays a crucial role in enhancing the security, stability, and economic operation of power grids. However, due to the high stochasticity of…
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…
Airport performance prediction with a reasonable look-ahead time is a challenging task and has been attempted by various prior research. Traffic, demand, weather, and traffic management actions are all critical inputs to any prediction…
The sea surface temperature (SST), a key environmental parameter, is crucial to optimizing production planning, making its accurate prediction a vital research topic. However, the inherent nonlinearity of the marine dynamic system presents…
Accurate forecasting of financial markets remains a long-standing challenge due to complex temporal and often latent dependencies, non-linear dynamics, and high volatility. Building on our earlier recurrent neural network framework, we…