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相关论文: Global Models for Time Series Forecasting: A Simul…

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Deep Learning has been successfully applied to many application domains, yet its advantages have been slow to emerge for time series forecasting. For example, in the well-known Makridakis (M) Competitions, hybrids of traditional statistical…

This research examines the use of Large Language Models (LLMs) in predicting time series, with a specific focus on the LLMTIME model. Despite the established effectiveness of LLMs in tasks such as text generation, language translation, and…

机器学习 · 计算机科学 2024-08-12 Rui Cao , Qiao Wang

Many businesses and industries nowadays rely on large quantities of time series data making time series forecasting an important research area. Global forecasting models that are trained across sets of time series have shown a huge…

机器学习 · 计算机科学 2021-10-25 Rakshitha Godahewa , Christoph Bergmeir , Geoffrey I. Webb , Rob J. Hyndman , Pablo Montero-Manso

Many planning and decision activities in logistics and supply chain management are based on forecasts of multiple time dependent factors. Therefore, the quality of planning depends on the quality of the forecasts. We compare various…

机器学习 · 统计学 2024-06-07 Lena Schmid , Moritz Roidl , Markus Pauly

Large language models (LLMs) have been applied in many fields and have developed rapidly in recent years. As a classic machine learning task, time series forecasting has recently been boosted by LLMs. Recent works treat large language…

计算与语言 · 计算机科学 2024-12-31 Hua Tang , Chong Zhang , Mingyu Jin , Qinkai Yu , Zhenting Wang , Xiaobo Jin , Yongfeng Zhang , Mengnan Du

Machine learning methods trained on raw numerical time series data exhibit fundamental limitations such as a high sensitivity to the hyper parameters and even to the initialization of random weights. A combination of a recurrent neural…

机器学习 · 计算机科学 2020-03-13 Steven Elsworth , Stefan Güttel

Irregularly sampled time series data arise naturally in many application domains including biology, ecology, climate science, astronomy, and health. Such data represent fundamental challenges to many classical models from machine learning…

机器学习 · 计算机科学 2021-01-07 Satya Narayan Shukla , Benjamin M. Marlin

In the field of machine learning and artificial intelligence, time series forecasting plays a pivotal role across various domains such as finance, healthcare, and weather. However, the task of selecting the most suitable forecasting method…

机器学习 · 计算机科学 2024-07-26 Anvitha Thirthapura Sreedhara , Joaquin Vanschoren

Deep learning models have grown increasingly popular in time series applications. However, the large quantity of newly proposed architectures, together with often contradictory empirical results, makes it difficult to assess which…

机器学习 · 计算机科学 2025-12-30 Valentina Moretti , Andrea Cini , Ivan Marisca , Cesare Alippi

Forecasting based on financial time-series is a challenging task since most real-world data exhibits nonstationary property and nonlinear dependencies. In addition, different data modalities often embed different nonlinear relationships…

机器学习 · 计算机科学 2019-03-19 Dat Thanh Tran , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Time series forecasting has seen many methods attempted over the past few decades, including traditional technical analysis, algorithmic statistical models, and more recent machine learning and artificial intelligence approaches. Recently,…

机器学习 · 计算机科学 2023-06-27 Harshal Patel , Bharath Kumar Bolla , Sabeesh E , Dinesh Reddy

Groundwater level prediction is an applied time series forecasting task with important social impacts to optimize water management as well as preventing some natural disasters: for instance, floods or severe droughts. Machine learning…

机器学习 · 计算机科学 2022-09-29 Michael Franklin Mbouopda , Thomas Guyet , Nicolas Labroche , Abel Henriot

Spatiotemporal time series forecasting plays a key role in a wide range of real-world applications. While significant progress has been made in this area, fully capturing and leveraging spatiotemporal heterogeneity remains a fundamental…

机器学习 · 计算机科学 2024-09-04 Zheng Dong , Renhe Jiang , Haotian Gao , Hangchen Liu , Jinliang Deng , Qingsong Wen , Xuan Song

In this study, we focus on the development and implementation of a comprehensive ensemble of numerical time series forecasting models, collectively referred to as the Group of Numerical Time Series Prediction Model (G-NM). This inclusive…

机器学习 · 计算机科学 2023-12-04 Juyoung Yun

While machine learning has witnessed significant advancements, the emphasis has largely been on data acquisition and model creation. However, achieving a comprehensive assessment of machine learning solutions in real-world settings…

We study adaptive pooling under predictive heterogeneity in high-dimensional multivariate time series forecasting, where global models improve statistical efficiency but may fail to capture heterogeneous predictive structure, while naive…

统计方法学 · 统计学 2026-04-16 Ziling Ma , Ángel López Oriona , Hernando Ombao , Ying Sun

Accurately modeling the correlation structure of errors is critical for reliable uncertainty quantification in probabilistic time series forecasting. While recent deep learning models for multivariate time series have developed efficient…

机器学习 · 统计学 2024-11-11 Vincent Zhihao Zheng , Lijun Sun

Graph Neural Networks (GNNs) have advanced spatiotemporal forecasting by leveraging relational inductive biases among sensors (or any other measuring scheme) represented as nodes in a graph. However, current methods often rely on Recurrent…

机器学习 · 计算机科学 2024-05-30 Aref Einizade , Fragkiskos D. Malliaros , Jhony H. Giraldo

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

Many time series are generated by a set of entities that interact with one another over time. This paper introduces a broad, flexible framework to learn from multiple inter-dependent time series generated by such entities. Our framework…

神经与进化计算 · 计算机科学 2016-12-16 Ashish Bora , Sugato Basu , Joydeep Ghosh