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An important task for any large-scale organization is to prepare forecasts of key performance metrics. Often these organizations are structured in a hierarchical manner and for operational reasons, projections of these metrics may have been…

Applications · Statistics 2017-11-15 Julie Novak , Scott McGarvie , Beatriz Etchegaray Garcia

Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…

Machine Learning · Statistics 2019-07-04 Shunya Okuno , Kazuyuki Aihara , Yoshito Hirata

Real time large scale streaming data pose major challenges to forecasting, in particular defying the presence of human experts to perform the corresponding analysis. We present here a class of models and methods used to develop an…

Applications · Statistics 2018-03-14 Roi Naveiro , Simón Rodríguez , David Ríos Insua

Time series classification problems exist in many fields and have been explored for a couple of decades. However, they still remain challenging, and their solutions need to be further improved for real-world applications in terms of both…

Machine Learning · Computer Science 2020-12-22 Zhenyu Liu , Jian Cheng

Probabilistic time series forecasting is crucial in many application domains such as retail, ecommerce, finance, or biology. With the increasing availability of large volumes of data, a number of neural architectures have been proposed for…

Machine Learning · Computer Science 2021-12-15 Olivier Sprangers , Sebastian Schelter , Maarten de Rijke

Time series forecasting is an extensively studied subject in statistics, economics, and computer science. Exploration of the correlation and causation among the variables in a multivariate time series shows promise in enhancing the…

Machine Learning · Computer Science 2021-04-22 Chao Shang , Jie Chen , Jinbo Bi

Self-Organising Maps (SOM) are Artificial Neural Networks used in Pattern Recognition tasks. Their major advantage over other architectures is human readability of a model. However, they often gain poorer accuracy. Mostly used metric in SOM…

Machine Learning · Computer Science 2014-07-07 Piotr Płoński , Krzysztof Zaremba

This paper investigates the problem of informative path planning for a mobile robotic sensor network in spatially temporally distributed mapping. The robots are able to gather noisy measurements from an area of interest during their…

Multimodal demand forecasting aims at predicting product demand utilizing visual, textual, and contextual information. This paper proposes a method for multimodal product demand forecasting using convolutional, graph-based, and…

Machine Learning · Computer Science 2023-07-07 Maarten Sukel , Stevan Rudinac , Marcel Worring

With the expansion of renewables in the electricity mix, power grid variability will increase, hence a need to robustify the system to guarantee its security. Therefore, Transport System Operators (TSOs) must conduct analyses to simulate…

Machine Learning · Computer Science 2023-09-28 Nathan Weill , Jonathan Dumas

Large tensor (multi-dimensional array) data are now routinely collected in a wide range of applications, due to modern data collection capabilities. Often such observations are taken over time, forming tensor time series. In this paper we…

Methodology · Statistics 2020-05-20 Rong Chen , Dan Yang , Cun-hui Zhang

We study the spatio-temporal prediction problem, which has attracted the attention of many researchers due to its critical real-life applications. In particular, we introduce a novel approach to this problem. Our approach is based on the…

Machine Learning · Statistics 2020-07-07 Oguzhan Karaahmetoglu , Suleyman Serdar Kozat

Forecasting groups of time series is of increasing practical importance, e.g. forecasting the demand for multiple products offered by a retailer or server loads within a data center. The local approach to this problem considers each time…

Machine Learning · Computer Science 2021-03-30 Pablo Montero-Manso , Rob J Hyndman

Time Series Classification (TSC) has drawn a lot of attention in literature because of its broad range of applications for different domains, such as medical data mining, weather forecasting. Although TSC algorithms are designed for…

Machine Learning · Computer Science 2021-10-12 Syed Rawshon Jamil

Time series forecasting has always been a thought-provoking topic in the field of machine learning. Machine learning scientists define a time series as a set of observations recorded over consistent time steps. And, time series forecasting…

Quantum Physics · Physics 2022-07-19 Payal Kaushik , Sayantan Pramanik , M Girish Chandra , C V Sridhar

Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed stochastic process. In this paper, we show that every…

Statistics Theory · Mathematics 2020-01-01 Xiucai Ding , Zhou Zhou

Accurate and robust weather forecasting remains a fundamental challenge due to the inherent spatio-temporal complexity of atmospheric systems. In this paper, we propose a novel self-supervised learning framework that leverages…

Machine Learning · Computer Science 2025-11-04 Yao Liu

We propose a novel approach to the problem of clustering hierarchically aggregated time-series data, which has remained an understudied problem though it has several commercial applications. We first group time series at each aggregated…

Machine Learning · Computer Science 2022-05-30 Xing Han , Tongzheng Ren , Jing Hu , Joydeep Ghosh , Nhat Ho

Time series prediction (TSP) has been widely used in various fields, such as life sciences and finance, to forecast future trends based on historical data. However, to date, there has been relatively little research conducted on the TSP for…

Quantum Physics · Physics 2024-01-15 Zhao-Wei Wang , Zhao-Ming Wang

This research paper introduces innovative approaches for multivariate time series forecasting based on different variations of the combined regression strategy. We use specific data preprocessing techniques which makes a radical change in…

Machine Learning · Statistics 2024-05-09 Aryan Bhambu , Arabin Kumar Dey