Related papers: Time Series Forecasting: Obtaining Long Term Trend…
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…
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…
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…
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…
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,…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…