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We present a novel method of stacking decision trees by projection into an ordered time split out-of-fold (OOF) one nearest neighbor (1NN) space. The predictions of these one nearest neighbors are combined through a linear model. This…

机器学习 · 计算机科学 2021-03-31 Michael Kim

In this paper, we introduce Masked Multi-Step Multivariate Forecasting (MMMF), a novel and general self-supervised learning framework for time series forecasting with known future information. In many real-world forecasting scenarios, some…

机器学习 · 计算机科学 2022-09-30 Yiwei Fu , Honggang Wang , Nurali Virani

Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent neural networks (RNNs) have been introduced for TS…

机器学习 · 计算机科学 2020-11-17 Philippe Chatigny , Jean-Marc Patenaude , Shengrui Wang

Deep learning has achieved impressive prediction performance in the field of sequence learning recently. Dissolved oxygen prediction, as a kind of time-series forecasting, is suitable for this technique. Although many researchers have…

信号处理 · 电气工程与系统科学 2019-11-22 Hongqian Qin

The optimal power flow (OPF) problem can be rapidly and reliably solved by employing responsive online solvers based on neural networks. The dynamic nature of renewable energy generation and the variability of power grid conditions…

系统与控制 · 电气工程与系统科学 2025-02-25 Kejun Chen , Shourya Bose , Yu Zhang

Time series forecasting is a challenging problem particularly when a time series expresses multiple seasonality, nonlinear trend and varying variance. In this work, to forecast complex time series, we propose ensemble learning which is…

机器学习 · 计算机科学 2022-03-03 Grzegorz Dudek

Feedback-driven recurrent spiking neural networks (RSNNs) are powerful computational models that can mimic dynamical systems. However, the presence of a feedback loop from the readout to the recurrent layer de-stabilizes the learning…

人工智能 · 计算机科学 2022-05-30 Ankita Paul , Stefan Wagner , Anup Das

Recurrent Neural Networks (RNNs) are a class of machine learning algorithms used for applications with time-series and sequential data. Recently, there has been a strong interest in executing RNNs on embedded devices. However, difficulties…

神经与进化计算 · 计算机科学 2020-03-23 Nesma M. Rezk , Madhura Purnaprajna , Tomas Nordström , Zain Ul-Abdin

In this paper, we propose a new short-term load forecasting (STLF) model based on contextually enhanced hybrid and hierarchical architecture combining exponential smoothing (ES) and a recurrent neural network (RNN). The model is composed of…

机器学习 · 计算机科学 2022-12-20 Slawek Smyl , Grzegorz Dudek , Paweł Pełka

Multivariate time-series modeling and forecasting is an important problem with numerous applications. Traditional approaches such as VAR (vector auto-regressive) models and more recent approaches such as RNNs (recurrent neural networks) are…

机器学习 · 计算机科学 2017-09-12 Hardik Goel , Igor Melnyk , Arindam Banerjee

Optical neural network (ONN) has been attracting intense attention owing to their low latency and low-power consumption. Among the ONNs, optical recurrent neural network (RNN) enables low-power and high-speed time-series data processing…

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among…

机器学习 · 计算机科学 2021-05-28 Gabriel Spadon , Shenda Hong , Bruno Brandoli , Stan Matwin , Jose F. Rodrigues-Jr , Jimeng Sun

Recurrent neural networks (RNNs) are types of artificial neural networks (ANNs) that are well suited to forecasting and sequence classification. They have been applied extensively to forecasting univariate financial time series, however…

交易与市场微观结构 · 定量金融 2017-07-19 Matthew F Dixon

Optimal power flow (OPF) has been used for real-time grid operations. Prior efforts demonstrated that utilizing flexibility from dynamic topologies will improve grid efficiency. However, this will convert the linear OPF into a mixed-integer…

系统与控制 · 电气工程与系统科学 2024-10-24 Thuan Pham , Xingpeng Li

Accurate short-term energy consumption forecasting is essential for efficient power grid management, resource allocation, and market stability. Traditional time-series models often fail to capture the complex, non-linear dependencies and…

计算机与社会 · 计算机科学 2026-01-27 Abhishek Maity , Viraj Tukarul

How to handle time features shall be the core question of any time series forecasting model. Ironically, it is often ignored or misunderstood by deep-learning based models, even those baselines which are state-of-the-art. This behavior…

机器学习 · 计算机科学 2022-07-25 Li Shen , Yuning Wei , Yangzhu Wang

The neural Ordinary Differential Equation (ODE) model has shown success in learning complex continuous-time processes from observations on discrete time stamps. In this work, we consider the modeling and forecasting of time series data that…

机器学习 · 统计学 2023-06-05 Yixuan Tan , Liyan Xie , Xiuyuan Cheng

Accurate time series forecasting is a fundamental challenge in data science. It is often affected by external covariates such as weather or human intervention, which in many applications, may be predicted with reasonable accuracy. We refer…

机器学习 · 计算机科学 2023-08-01 Jimeng Shi , Rukmangadh Myana , Vitalii Stebliankin , Azam Shirali , Giri Narasimhan

The well-known generalization problem hinders the application of artificial neural networks in continuous-time prediction tasks with varying latent dynamics. In sharp contrast, biological systems can neatly adapt to evolving environments…

机器学习 · 计算机科学 2025-03-10 Jindou Jia , Zihan Yang , Meng Wang , Kexin Guo , Jianfei Yang , Xiang Yu , Lei Guo

Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs). We generalize RNNs to have continuous-time hidden dynamics defined by ordinary differential…

机器学习 · 计算机科学 2019-07-10 Yulia Rubanova , Ricky T. Q. Chen , David Duvenaud