相关论文: OFTER: An Online Pipeline for Time Series Forecast…

Developing models and algorithms to predict nonstationary time series is a long standing statistical problem. It is crucial for many applications, in particular for fashion or retail industries, to make optimal inventory decisions and avoid…

Long-term time-series forecasting (LTTF) has become a pressing demand in many applications, such as wind power supply planning. Transformer models have been adopted to deliver high prediction capacity because of the high computational…

Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

We present online prediction methods for time series that let us explicitly handle nonstationary artifacts (e.g. trend and seasonality) present in most real time series. Specifically, we show that applying appropriate transformations to…

Addressing the challenges of irregularity and concept drift in streaming time series is crucial for real-world predictive modelling. Previous studies in time series continual learning often propose models that require buffering long…

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the High-Frequency Trading (HFT), forecasting for trading purposes is even a more challenging task…

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

In today's data-driven landscape, time series forecasting is pivotal in decision-making across various sectors. Yet, the proliferation of more diverse time series data, coupled with the expanding landscape of available forecasting methods,…

This paper presents a method for jointly estimating the state, input, and parameters of linear systems in an online fashion. The method is specially designed for measurements that are corrupted with non-Gaussian noise or outliers, which are…

Despite the success of existing tensor factorization methods, most of them conduct a multilinear decomposition, and rarely exploit powerful modeling frameworks, like deep neural networks, to capture a variety of complicated interactions in…

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

In this paper, we study the problem of online sparse linear regression (OSLR) where the algorithms are restricted to accessing only $k$ out of $d$ attributes per instance for prediction, which was proved to be NP-hard. Previous work gave…

Time series forecasting gets much attention due to its impact on many practical applications. Higher-order neural network with recurrent feedback is a powerful technique which used successfully for forecasting. It maintains fast learning…

Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…

Time series forecasting underpins vital decision-making across various sectors, yet raw predictions from sophisticated models often harbor systematic errors and biases. We examine the Forecast-Then-Optimize (FTO) framework, pioneering its…

Forecasting can estimate the statement of events according to the historical data and it is considerably important in many disciplines. At present, time series models have been utilized to solve forecasting problems in various domains. In…

Time series has attracted a lot of attention in many fields today. Time series forecasting algorithm based on complex network analysis is a research hotspot. How to use time series information to achieve more accurate forecasting is a…