相关论文: Forecasting with Multiple Seasonality

Dynamic linear models (DLM) offer a very generic framework to analyse time series data. Many classical time series models can be formulated as DLMs, including ARMA models and standard multiple linear regression models. The models can be…

Analyzing and forecasting trajectories of agents like pedestrians plays a pivotal role for embodied intelligent applications. The inherent indeterminacy of human behavior and complex social interaction among a rich variety of agents make…

Making the most of multispectral image time-series is a promising but still relatively under-explored research direction because of the complexity of jointly analyzing spatial, spectral and temporal information. Capturing and characterizing…

Time series forecasting uses historical data to predict future trends, leveraging the relationships between past observations and available features. In this paper, we propose RAFT, a retrieval-augmented time series forecasting method to…

Recently, there has been growing interest in incorporating textual information into foundation models for time series forecasting. However, it remains unclear whether and under what conditions such multimodal integration consistently yields…

Sparse and irregularly sampled multivariate time series are common in clinical, climate, financial and many other domains. Most recent approaches focus on classification, regression or forecasting tasks on such data. In forecasting, it is…

Accurate mechanisms for forecasting solar irradiance and insolation provide important information for the planning of renewable energy and agriculture projects as well as for environmental and socio-economical studies. This research…

The increasing frequency of extreme weather events due to global climate change urges accurate weather prediction. Recently, great advances have been made by the \textbf{end-to-end methods}, thanks to deep learning techniques, but they face…

A Two-Stage approach enables researchers to make optimal non-linear predictions via Generalized Ridge Regression using models that contain two or more x-predictor variables and make only realistic minimal assumptions. The optimal regression…

In this paper we study different approaches for time series modeling. The forecasting approaches using linear models, ARIMA alpgorithm, XGBoost machine learning algorithm are described. Results of different model combinations are shown. For…

The Hidden Markov Model (HMM) can predict the future value of a time series based on its current and previous values, making it a powerful algorithm for handling various types of time series. Numerous studies have explored the improvement…

Reanalysis products such as the ERA5 reanalysis are commonly used as proxies for observed atmospheric conditions. These products are convenient to use due to their global coverage, the large number of available atmospheric variables and the…

Across various research domains, remotely-sensed weather products are valuable for answering many scientific questions; however, their temporal and spatial resolutions are often too coarse to answer many questions. For instance, in wildlife…

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…

In many data-driven applications, collecting data from different sources is increasingly desirable for enhancing performance. In this paper, we are interested in the problem of probabilistic forecasting with multi-source time series. We…

Time series prediction underpins a broad range of downstream tasks across many scientific domains. Recent advances and increasing adoption of black-box machine learning models for time series prediction highlight the critical need for…

Power supply from renewable resources is on a global rise where it is forecasted that renewable generation will surpass other types of generation in a foreseeable future. Increased generation from renewable resources, mainly solar and wind,…

The proposed method in this paper is designed to address the problem of time series forecasting. Although some exquisitely designed models achieve excellent prediction performances, how to extract more useful information and make accurate…

Dynamic model averaging (DMA) combines the forecasts of a large number of dynamic linear models (DLMs) to predict the future value of a time series. The performance of DMA critically depends on the appropriate choice of two forgetting…

Quality analysis of weather forecasts is an essential topic in meteorology. Although traditional score-based evaluation metrics can quantify certain forecast errors, they are still far from meteorological experts in terms of descriptive…