Graph Neural Networks improve El Niño forecasts.
problem Improving seasonal forecasting models for ENSO.
method Application of spatiotemporal Graph Neural Networks.
result Preliminary results outperform state-of-the-art systems for 1 and 3-month projections.
Unified framework for integrating linear constraints in time series forecasting.
problem Challenges in traditional time series forecasting algorithms.
method Unified framework combining linear constraints in time series forecasting.
result Exact minimizer of the constrained empirical risk can be computed efficiently using linear algebra.
SPADE-S improves time series forecasting accuracy for low-magnitude and sparse data.
problem Challenges in forecasting time series with strong heterogeneity in magnitude and sparsity.
method SPADE-S is a robust forecasting architecture that reduces biases and improves overall prediction accuracy.
result SPADE-S outperforms existing state-of-the-art approaches across diverse use cases, improving forecast accuracy by up to 15%.
The paper evaluates and benchmarks electricity price forecasting models.
problem Lack of rigorous evaluation methods and open datasets.
method Literature review, cross-market comparison, open datasets, and python toolbox.
result Best practices for electricity price forecasting are proposed.
MQTransformer improves forecast accuracy with context-aware attention.
problem Improving probabilistic demand prediction accuracy.
method Incorporates Transformer architectures for context alignment and feedback-aware attention.
result Significant improvements in forecast accuracy, reducing excess variability.
A new framework evaluates deep learning vs classical forecasting methods for time series predictions.
problem Current forecasting model evaluation metrics fail to capture model performance differences.
method Proposes a novel framework for evaluating univariate time series forecasting models from multiple perspectives.
result Deep learning models like NHITS outperform classical methods in multi-step ahead forecasting but not in anomaly handling.
Proposes a new loss function for reconciling hierarchical forecasts.
problem Hierarchical forecasting with reconciliation issues.
method Integrates a new loss function into maximum likelihood objectives for hierarchical data.
result Improves forecast accuracy over existing methods.
CGANs forecast art movements by generating sequences of paintings.
problem Predicting the evolution of art movements over time.
method Trained CGANs on sequences of paintings, using VAR models for forecasting.
result CGANs accurately predict future art movements and generate plausible paintings.
Improves forecast calibration for extreme events using modified loss functions.
problem Improperly specified models do not issue calibrated forecasts for extreme events.
method Adapting loss functions based on weighted scoring rules and tail miscalibration regularization.
result Calibrated forecasts for extreme wind speeds can be improved by suitable adaptations to the loss function during model training.
Improves demand forecasting accuracy through recurrent transform learning.
problem Challenging task of building demand forecasting.
method Developed two versions of recurrent transform learning (RTL and R2TL) for feature extraction and regression.
result Both RTL and R2TL techniques outperform state-of-the-art methods.
The paper compares DL models to WP curve modeling for forecasting with irregular shutdowns.
problem Forecasting wind power with irregular shutdowns due to redispatching.
method Compared autoregressive DL models to WP curve modeling.
result WP curve modeling achieves lower forecasting errors and is more computationally efficient.
New deep probabilistic model handles missing data in time series forecasting.
problem Handling missing data in time series forecasting.
method Combination of deep learning and probabilistic methods.
result Advantage in forecasting and novelty detection with missing data.
Warped Gaussian process model for non-stationary time series forecasting.
problem Non-stationary time series with gradually varying volatility, change points, or both.
method Non-parametric warping of input distances with Gaussian process, gradient optimization for training.
result State-of-the-art forecasting performance at lower implementation and computation cost.
Graph neural networks improve El Niño forecasts.
problem Improving seasonal forecasting accuracy for El Niño-Southern Oscillation.
method Designing a novel graph connectivity learning module to model large-scale spatial interactions with ENSO forecasting.
result Our model \graphino outperforms state-of-the-art models for forecasts up to six months ahead.
Improved forecast accuracy for energy systems through decision-focused fine-tuning.
problem Challenges in integrating forecast values into time series models for diverse and specific instances.
method Decision-focused fine-tuning within time series foundation models for dispatchable feeder optimization.
result Improvement of 9.45% in average total daily costs.
LSTM-MSNet forecasts time series with multiple seasonal patterns using a unified model.
problem Forecasting time series with multiple seasonal cycles.
method Decomposition-based, unified prediction framework using LSTM.
result LSTM-MSNet outperforms state-of-the-art methods on various datasets.
New methods quantify uncertainties in AI weather forecasts.
problem Uncertainty in AI weather predictions.
method Comparing ensemble and post-hoc uncertainty quantification methods.
result Probabilistic forecasts improve over ensemble physics-based models.
Self-guiding diffusion models improve time series forecasting, refinement, and generation.
problem Improving time series forecasting, refinement, and generation.
method Unconditionally-trained diffusion model with self-guidance mechanism.
result TSDiff outperforms task-specific conditional forecasting methods and maintains generative performance.
With the growing prevalence of smart grid technology, short-term load forecasting (STLF) becomes particularly important in power system operations. There is a large collection of methods developed for STLF, but selecting a suitable method under varying conditions is still challenging. This paper develops a novel reinfo…
New framework improves E-commerce sales forecasts.
problem Short sales times series in E-commerce.
method Global model using Tree Boosting Methods.
result Outperforms state-of-the-art models on real dataset.
This paper analyzes privacy-preserving methods for collaborative forecasting.
problem Data owners' reluctance to share data due to competitive and privacy concerns.
method Examines three groups of privacy-preserving methods: data transformation, secure multi-party computations, and decomposition methods.
result State-of-the-art techniques have limitations in preserving data privacy, such as trade-offs between privacy and forecasting accuracy.
Simple GBRT model improved by window-based input transformation outperforms state-of-the-art deep learning models.
problem Improving performance of traditional forecasting models for time series data.
method Transformed GBRT model input structure to include target values and external features, forming one input instance per training window.
result Simple GBRT model with window-based input transformation outperformed state-of-the-art deep learning models on nine datasets.
Implements SSSD for missing value imputation and forecasting in time series data.
problem Missing values in time series data.
method Structured state space models combined with conditional diffusion models.
result SSSD outperforms state-of-the-art methods on various data sets and missingness scenarios.
SubseasonalClimateUSA dataset improves subseasonal weather forecasting.
problem Challenges in subseasonal weather forecasting, especially skill of physics-based models and integration of local and global variables.
method Curated dataset for training and benchmarking subseasonal forecasting models, including various methods.
result Benchmarking suggests simple and effective ways to improve current operational models.
Robust forecast framework reduces distribution error by 63%.
problem Accurate distribution forecast for planning decisions.
method Backtest-based bootstrap and adaptive residual selection.
result Reduces Absolute Coverage Error by more than 63%.
We study epidemic forecasting on real-world health data by a graph-structured recurrent neural network (GSRNN). We achieve state-of-the-art forecasting accuracy on the benchmark CDC dataset. To improve model efficiency, we sparsify the network weights via transformed-ℓ1 penalty and maintain prediction accuracy at…
New method produces coherent forecasts for long-range data.
problem Inaccurate and non-coherent forecasts on long-horizon data.
method Probabilistic forecasting with KL-divergence for coherent aggregates.
result Improves forecast performance across base levels and aggregates.
FreDF improves forecasting by learning in the frequency domain.
problem Label autocorrelation in future forecasts is often overlooked in time series modeling.
method FreDF learns to forecast in the frequency domain to mitigate label autocorrelation.
result FreDF significantly outperforms existing methods in forecasting accuracy.
Novel framework uses causality for financial forecasting.
problem Balancing invariance and prediction accuracy in financial time series.
method Causality-inspired models for forecasting asset returns.
result Efficacy in stable and accurate predictions, especially in turbulent markets.
Forecaster uses graph Transformers to forecast spatial and time-dependent data.
problem Complex spatial and temporal dependencies in data.
method Graph Transformer architecture with sparsification for spatial and temporal dependencies.
result Forecaster significantly outperforms state-of-the-art baselines in taxi demand forecasting.
State-of-the-art forecasting methods using Recurrent Neural Net- works (RNN) based on Long-Short Term Memory (LSTM) cells have shown exceptional performance targeting short-horizon forecasts, e.g given a set of predictor features, forecast a target value for the next few time steps in the future. However, in many appli…
Timer-XL predicts multidimensional time series using a unified Transformer approach.
problem Unified time series forecasting across various tasks and contexts.
method Decoder-only Transformers with a universal TimeAttention mechanism and deft position embedding.
result State-of-the-art performance across multiple forecasting benchmarks.
Paper proposes a method for predicting any quantile of short-term electricity demand.
problem Uncertainty in power systems due to multiple factors.
method Proposes a novel general approach for distributional forecasting of short-term electricity demand.
result Demonstrates state-of-the-art distributional forecasting results for short-term electricity demand.
Study improves GFM accuracy with time series augmentation.
problem Limited time series data hinders GFM performance.
method Data augmentation techniques (GRATIS, MBB, DBA) and transfer learning.
result Significant improvement in GFM accuracy over baseline.
Study improves seasonal forecasts using deep learning.
problem Challenges in generating large forecast ensembles and limited observations for verification.
method Developed a probabilistic deep neural network model.
result Demonstrated favorable skill compared to state-of-the-art dynamical forecast systems.
Improved probabilistic solar irradiance forecasting models for grid integration.
problem Enhancing accuracy of solar irradiance forecasts for grid integration.
method Developed and calibrated probabilistic models using post-hoc calibration techniques.
result NGBoost model with CRUDE calibration achieves comparable performance to numerical weather prediction models.
GAS-Norm improves deep learning time series forecasting in non-stationary settings.
problem Deep learning models struggle with non-stationary time series data.
method Combines GAS model for adaptive normalization with deep neural networks.
result Improves deep learning performance in 21 out of 25 settings.
Sentinel improves time series forecasting by modeling both temporal and channel dependencies.
problem Limited effectiveness of existing transformer-based architectures in multivariate time-series forecasting.
method Proposes Sentinel, a full transformer-based architecture with multi-patch attention mechanism.
result Sentinel achieves better or comparable performance compared to state-of-the-art approaches.
Study uses zero-shot models to forecast mortality rates globally.
problem Forecasting mortality rates without task-specific fine-tuning.
method Two state-of-the-art foundation models (TimesFM and CHRONOS) and traditional/machine learning methods were evaluated.
result CHRONOS outperformed traditional methods for shorter-term forecasts, but TimesFM consistently underperformed.
Probabilistic forecasting, i.e. estimating the probability distribution of a time series' future given its past, is a key enabler for optimizing business processes. In retail businesses, for example, forecasting demand is crucial for having the right inventory available at the right time at the right place. In this pap…
New method uses Transformers for flu forecasting.
problem Forecasting influenza-like illness trends.
method Transformer-based machine learning models with self-attention.
result Forecasting results are competitive with state-of-the-art methods.
DUET enhances multivariate time series forecasting by clustering time and channels.
problem Heterogeneous temporal patterns and complex channel correlations in multivariate time series.
method DUET uses dual clustering on temporal and channel dimensions to handle these challenges.
result DUET achieves state-of-the-art performance on 25 real-world datasets.
A framework for forecasting high-dimensional time-series data using clustering.
problem Forecasting high-dimensional time-series data with intra-cluster similarity.
method Three-stage framework: univariate time series parameter estimation, clustering, multivariate time series parameter computation.
result Framework achieves state-of-the-art results on benchmark datasets, sometimes outperforming deep-learning-based approaches.
Deep learning models outperform classical methods in forecasting neural activity.
problem Improving forecasting of neural activity using deep learning models.
method Systematic evaluation of eight probabilistic deep learning models against classical statistical models and baseline methods.
result Several deep learning models consistently outperform classical approaches in forecasting neural activity.
Boosted embeddings improve time series forecasting models.
problem Improving time series forecasting accuracy.
method Gradient boosting with DNN weak learners and incremental weight updates.
result DeepGB model outperforms state-of-the-art models.
CAMul forecasts with calibrated and accurate multi-view time-series data.
problem Combining diverse data sources for reliable time-series forecasting.
method CAMul integrates multi-modal data views dynamically, assigning importance based on context.
result CAMul outperforms state-of-the-art models by 25% in accuracy and calibration.
Proposes QDF to improve multi-step time-series forecasting.
problem Ignoring label autocorrelation and unequal task weights in training objectives.
method Quadratic-form weighted training objective and QDF learning algorithm.
result Improves performance of various forecast models, achieving state-of-the-art results.
Post-training corrections boost time-series forecasting accuracy.
problem Improving forecasting accuracy of large models after training.
method Sequential application of carefully selected corrections to predictions.
result Up to 30% improvement in forecasting accuracy with minimal overhead.