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We propose spectral methods for long-term forecasting of temporal signals stemming from linear and nonlinear quasi-periodic dynamical systems. For linear signals, we introduce an algorithm with similarities to the Fourier transform but…

Machine Learning · Computer Science 2020-04-02 Henning Lange , Steven L. Brunton , Nathan Kutz

This paper explores the prediction of subsequent steps in H\'enon Map using various machine learning techniques. The H\'enon map, well known for its chaotic behaviour, finds applications in various fields including cryptography, image…

Machine Learning · Computer Science 2024-05-24 Vismaya V S , Alok Hareendran , Bharath V Nair , Sishu Shankar Muni , Martin Lellep

In economics and many other forecasting domains, the real world problems are too complex for a single model that assumes a specific data generation process. The forecasting performance of different methods changes depending on the nature of…

Machine Learning · Computer Science 2023-09-26 Li Li , Feng Li , Yanfei Kang

Long-term time series forecasting plays an important role in various real-world scenarios. Recent deep learning methods for long-term series forecasting tend to capture the intricate patterns of time series by decomposition-based or…

Machine Learning · Computer Science 2023-06-13 Xing Wang , Zhendong Wang , Kexin Yang , Junlan Feng , Zhiyan Song , Chao Deng , Lin zhu

This paper presents a novel method for introducing time into discrete and continuous spatial representations used in mobile robotics, by modelling long-term, pseudo-periodic variations caused by human activities. Unlike previous approaches,…

Robotics · Computer Science 2026-03-16 Tomas Krajnik , Tomas Vintr , Sergi Molina , Jaime P. Fentanes , Grzegorz Cielniak , Tom Duckett

Forecasts of various processes have always been a sophisticated problem for statistics and data science. Over the past decades the solution procedures were updated by deep learning and kernel methods. According to many specialists, these…

Computers and Society · Computer Science 2024-06-11 Igor Mackarov

In the inverse problem in particle physics, given an unexpected observation, one aims to identify a unique choice from amongst several competing hypotheses. We explore a novel approach of applying self-organizing maps to the inverse problem…

High Energy Physics - Phenomenology · Physics 2026-04-06 Vaidehi Tikhe , N. Kirutheeka , Sourabh Dube

A common forecasting setting in real world applications considers a set of possibly heterogeneous time series of the same domain. Due to different properties of each time series such as length, obtaining forecasts for each individual time…

Methodology · Statistics 2024-01-31 Lukas Neubauer , Peter Filzmoser

Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…

Machine Learning · Statistics 2018-10-26 Bernardo Pérez Orozco , Gabriele Abbati , Stephen Roberts

In this paper we address an important economic question. Is there, as mainstream economic theory asserts it, an homogeneous labor market with mechanisms which govern supply and demand for work, producing an equilibrium with its remarkable…

Economics · Quantitative Finance 2015-07-03 Etienne Côme , Marie Cottrell , Patrice Gaubert

Numerous deep learning architectures have been developed to accommodate the diversity of time series datasets across different domains. In this article, we survey common encoder and decoder designs used in both one-step-ahead and…

Machine Learning · Statistics 2021-04-28 Bryan Lim , Stefan Zohren

This paper is the second in a series of two, and describes the current state of the art in modelling and prediction of chaotic time series. Sampled data from deterministic non-linear systems may look stochastic when analysed with linear…

chao-dyn · Physics 2008-02-03 Bjoern Lillekjendlie , Dimitris Kugiumtzis , Nils Christophersen

In the context of time series forecasting, it is a common practice to evaluate multiple methods and choose one of these methods or an ensemble for producing the best forecasts. However, choosing among different ensembles over multiple…

Machine Learning · Computer Science 2021-12-16 Himanshi Charotia , Abhishek Garg , Gaurav Dhama , Naman Maheshwari

It is well known that the SOM algorithm achieves a clustering of data which can be interpreted as an extension of Principal Component Analysis, because of its topology-preserving property. But the SOM algorithm can only process real-valued…

Statistics Theory · Mathematics 2016-08-16 Marie Cottrell , Smail Ibbou , Patrick Letrémy

A model-based approach to forecasting chaotic dynamical systems utilizes knowledge of the physical processes governing the dynamics to build an approximate mathematical model of the system. In contrast, machine learning techniques have…

Machine Learning · Computer Science 2018-05-09 Jaideep Pathak , Alexander Wikner , Rebeckah Fussell , Sarthak Chandra , Brian Hunt , Michelle Girvan , Edward Ott

Self-awareness is the key capability of autonomous systems, e.g., autonomous driving network, which relies on highly efficient time series forecasting algorithm to enable the system to reason about the future state of the environment, as…

Machine Learning · Computer Science 2023-05-18 Minh-Thanh Bui , Duc-Thinh Ngo , Demin Lu , Zonghua Zhang

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

Polynomial regression is widely used and can help to express nonlinear patterns. However, considering very high polynomial orders may lead to overfitting and poor extrapolation ability for unseen data. The paper presents a method for…

Machine Learning · Computer Science 2023-08-01 Andrei Ivanov , Stefan Maria Ailuro

Time evolving surfaces can be modeled as two-dimensional Functional time series, exploiting the tools of Functional data analysis. Leveraging this approach, a forecasting framework for such complex data is developed. The main focus revolves…

Methodology · Statistics 2023-07-19 Niccolò Ajroldi , Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

While multimodal data sources are increasingly available from real-world forecasting, most existing research remains on unimodal time series. In this work, we present MoTime, a suite of multimodal time series forecasting datasets that pair…

Machine Learning · Computer Science 2025-06-02 Xin Zhou , Weiqing Wang , Francisco J. Baldán , Wray Buntine , Christoph Bergmeir