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

200 篇论文

Time-series is ubiquitous across applications, such as transportation, finance and healthcare. Time-series is often influenced by external factors, especially in the form of asynchronous events, making forecasting difficult. However,…

机器学习 · 计算机科学 2021-02-02 Longyuan Li , Jihai Zhang , Junchi Yan , Yaohui Jin , Yunhao Zhang , Yanjie Duan , Guangjian Tian

Statistical methods such as the Box-Jenkins method for time-series forecasting have been prominent since their development in 1970. Many researchers rely on such models as they can be efficiently estimated and also provide interpretability.…

Time series are all around in real-world applications. However, unexpected accidents for example broken sensors or missing of the signals will cause missing values in time series, making the data hard to be utilized. It then does harm to…

机器学习 · 计算机科学 2020-11-24 Chenguang Fang , Chen Wang

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…

机器学习 · 计算机科学 2021-04-22 Chao Shang , Jie Chen , Jinbo Bi

Developments in Deep Learning have significantly improved time series forecasting by enabling more accurate modeling of complex temporal dependencies inherent in sequential data. The effectiveness of such models is often demonstrated on…

机器学习 · 计算机科学 2025-11-19 Victoria Hankemeier , Malte Schilling

Increasingly high-stakes decisions are made using neural networks in order to make predictions. Specifically, meteorologists and hedge funds apply these techniques to time series data. When it comes to prediction, there are certain…

机器学习 · 计算机科学 2022-11-14 Levente Foldesi , Matias Valdenegro-Toro

Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…

机器学习 · 计算机科学 2021-10-13 Biswajit Paria , Rajat Sen , Amr Ahmed , Abhimanyu Das

Time series analysis remains a major challenge due to its sparse characteristics, high dimensionality, and inconsistent data quality. Recent advancements in transformer-based techniques have enhanced capabilities in forecasting and…

机器学习 · 计算机科学 2024-05-29 Robert Leppich , Vanessa Borst , Veronika Lesch , Samuel Kounev

Modern weather forecast models perform uncertainty quantification using ensemble prediction systems, which collect nonparametric statistics based on multiple perturbed simulations. To provide accurate estimation, dozens of such…

机器学习 · 计算机科学 2019-12-06 Peter Grönquist , Tal Ben-Nun , Nikoli Dryden , Peter Dueben , Luca Lavarini , Shigang Li , Torsten Hoefler

Automatic forecasting is the task of receiving a time series and returning a forecast for the next time steps without any human intervention. Gaussian Processes (GPs) are a powerful tool for modeling time series, but so far there are no…

机器学习 · 统计学 2023-04-27 Giorgio Corani , Alessio Benavoli , Marco Zaffalon

Spatial-temporal forecasting systems play a crucial role in addressing numerous real-world challenges. In this paper, we investigate the potential of addressing spatial-temporal forecasting problems using general time series forecasting…

Global climate models aim to reproduce physical processes on a global scale and predict quantities such as temperature given some forcing inputs. We consider climate ensembles made of collections of such runs with different initial…

应用统计 · 统计学 2013-12-02 Stefano Castruccio , Michael L. Stein

Multivariate time series forecasting is of great importance to many scientific disciplines and industrial sectors. The evolution of a multivariate time series depends on the dynamics of its variables and the connectivity network of causal…

机器学习 · 计算机科学 2020-09-03 Christos Koutlis , Symeon Papadopoulos , Manos Schinas , Ioannis Kompatsiaris

Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate…

机器学习 · 计算机科学 2026-03-26 Zhiyuan Zhao , Juntong Ni , Shangqing Xu , Haoxin Liu , Wei Jin , B. Aditya Prakash

Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…

统计方法学 · 统计学 2018-02-08 Patrick L. McDermott , Christopher K. Wikle

Several applications in time series forecasting require predicting multiple steps ahead. Despite the vast amount of literature in the topic, both classical and recent deep learning based approaches have mostly focused on minimising…

机器学习 · 计算机科学 2024-07-15 Ignacio Hounie , Javier Porras-Valenzuela , Alejandro Ribeiro

The availability of large amounts of time series data, paired with the performance of deep-learning algorithms on a broad class of problems, has recently led to significant interest in the use of sequence-to-sequence models for time series…

机器学习 · 计算机科学 2019-02-27 Vitaly Kuznetsov , Zelda Mariet

Time series forecasting has played a pivotal role across various industries, including finance, transportation, energy, healthcare, and climate. Due to the abundant seasonal information they contain, timestamps possess the potential to…

机器学习 · 计算机科学 2024-11-21 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jinming Wu , Jianxin Liao

Weather forecasting is an essential task to tackle global climate change. Weather forecasting requires the analysis of multivariate data generated by heterogeneous meteorological sensors. These sensors comprise of ground-based sensors,…

机器学习 · 计算机科学 2023-02-16 Gaganpreet Singh , Surya Durbha , Shreelakshmi C R

Graph deep learning methods have become popular tools to process collections of correlated time series. Unlike traditional multivariate forecasting methods, graph-based predictors leverage pairwise relationships by conditioning forecasts on…

机器学习 · 计算机科学 2025-06-09 Andrea Cini , Ivan Marisca , Daniele Zambon , Cesare Alippi