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Time series forecasting is essential for our daily activities and precise modeling of the complex correlations and shared patterns among multiple time series is essential for improving forecasting performance. Spatial-Temporal Graph Neural…

机器学习 · 计算机科学 2024-06-19 Yue Jiang , Xiucheng Li , Yile Chen , Shuai Liu , Weilong Kong , Antonis F. Lentzakis , Gao Cong

Electricity market prices exhibit extreme volatility, nonlinearity, and non-stationarity, making accurate forecasting a significant challenge. While cutting-edge time series foundation models (TSFMs) effectively capture temporal…

机器学习 · 计算机科学 2026-03-10 Yunzhong Qiu , Binzhu Li , Hao Wei , Shenglin Weng , Chen Wang , Zhongyi Pei , Mingsheng Long , Jianmin Wang

Tabular foundation models based on pretrained prior-data fitted networks~(PFNs) have shown strong generalization on diverse tabular tasks, but they are typically designed for \emph{non-strategic} settings where data distributions are…

Prior-Fitted Networks (PFNs) amortize Bayesian prediction by meta-learning over a synthetic task prior, but their standard output is a posterior predictive distribution over noisy observations. For sequential decision-making, such as active…

机器学习 · 统计学 2026-05-08 Richard Bergna , Stefan Depeweg , José Miguel Hernández-Lobato

Several approaches have been proposed to forecast day-ahead locational marginal price (daLMP) in deregulated energy markets. The rise of deep learning has motivated its use in energy price forecasts but most deep learning approaches fail to…

机器学习 · 计算机科学 2020-10-14 Dipanwita Saha , Felipe Lopez

The information contained in a time series is more than what the values themselves are. In this paper, the Time-variant Local Autocorrelated Polynomial model with Kalman filter is proposed to model the underlying dynamics of a time series…

应用统计 · 统计学 2021-02-16 Shixiong Wang , Chongshou Li , Andrew Lim

Forecasting time series data is a critical area of research with applications spanning from stock prices to early epidemic prediction. While numerous statistical and machine learning methods have been proposed, real-life prediction problems…

机器学习 · 统计学 2023-12-05 Madhurima Panja , Tanujit Chakraborty , Uttam Kumar , Abdenour Hadid

At present, state-of-the-art forecasting models are short of the ability to capture spatio-temporal dependency and synthesize global information at the stage of learning. To address this issue, in this paper, through the adaptive fuzzified…

人工智能 · 计算机科学 2025-07-29 Lijian Li

Modern IoT deployments for environmental sensing produce high volume spatiotemporal data to support downstream tasks such as forecasting, typically powered by machine learning models. While existing filtering and strategic deployment…

机器学习 · 计算机科学 2025-12-02 Ragini Gupta , Naman Raina , Bo Chen , Li Chen , Claudiu Danilov , Josh Eckhardt , Keyshla Bernard , Klara Nahrstedt

The recent boom of large pre-trained models witnesses remarkable success in developing foundation models (FMs) for time series forecasting. Despite impressive performance across diverse downstream forecasting tasks, existing time series FMs…

机器学习 · 计算机科学 2025-10-23 Hui He , Kun Yi , Yuanchi Ma , Qi Zhang , Zhendong Niu , Guansong Pang

Time series forecasting has important applications in financial analysis, weather forecasting, and traffic management. However, existing deep learning models are limited in processing non-stationary time series data because they cannot…

机器学习 · 计算机科学 2025-05-13 Yuqi Xiong , Yang Wen

Detecting anomalies in time-series data is critical in domains such as industrial operations, finance, and cybersecurity, where early identification of abnormal patterns is essential for ensuring system reliability and enabling preventive…

机器学习 · 计算机科学 2026-02-20 Hyeongwon Kang , Jinwoo Park , Seunghun Han , Pilsung Kang

Autoregressive Recurrent Neural Networks are widely employed in time-series forecasting tasks, demonstrating effectiveness in univariate and certain multivariate scenarios. However, their inherent structure does not readily accommodate the…

机器学习 · 计算机科学 2024-04-30 Gareth Davies

Time series refer to a series of data points indexed in time order, which can be found in various fields, e.g., transportation, healthcare, and finance. Accurate time series forecasting can enhance optimization planning and decision-making…

机器学习 · 计算机科学 2023-12-12 Ling Chen , Jiahua Cui

Probabilistic time series forecasting is crucial in many application domains such as retail, ecommerce, finance, or biology. With the increasing availability of large volumes of data, a number of neural architectures have been proposed for…

机器学习 · 计算机科学 2021-12-15 Olivier Sprangers , Sebastian Schelter , Maarten de Rijke

Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. These models are trained on numerous diverse datasets and claim to be effective forecasters across multiple different time series…

风险管理 · 定量金融 2025-05-19 Anubha Goel , Puneet Pasricha , Martin Magris , Juho Kanniainen

Time series forecasting plays a crucial role in data mining, driving rapid advancements across numerous industries. With the emergence of large models, time series foundation models (TSFMs) have exhibited remarkable generalization…

机器学习 · 计算机科学 2024-12-31 Huanyu Zhang , Chang Xu , Yi-Fan Zhang , Zhang Zhang , Liang Wang , Jiang Bian , Tieniu Tan

Photovoltaic power forecasting (PVPF) is a critical area in time series forecasting (TSF), enabling the efficient utilization of solar energy. With advancements in machine learning and deep learning, various models have been applied to PVPF…

机器学习 · 计算机科学 2026-04-16 Dayin Chen , Xiaodan Shi , Mingkun Jiang , Haoran Zhang , Dongxiao Zhang , Yuntian Chen , Jinyue Yan

Learning curve extrapolation aims to predict model performance in later epochs of training, based on the performance in earlier epochs. In this work, we argue that, while the inherent uncertainty in the extrapolation of learning curves…

机器学习 · 计算机科学 2023-11-01 Steven Adriaensen , Herilalaina Rakotoarison , Samuel Müller , Frank Hutter

Exogenous variables offer valuable supplementary information for predicting future endogenous variables. Forecasting with exogenous variables needs to consider both past-to-future dependencies (i.e., temporal correlations) and the influence…

机器学习 · 计算机科学 2026-05-04 Zhengyu Li , Xiangfei Qiu , Yuhan Zhu , Xingjian Wu , Jilin Hu , Chenjuan Guo , Bin Yang