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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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233466698931 · Jun 202019922001200920172026
48 results for forecasting problem

Classifies load forecasting studies by forecasting problem.

problem Selecting appropriate load forecasting techniques and methodologies.
method Classification based on two forecasting problem parameters.
result Synthetic view of relevant forecasting techniques and methodologies.

The paper proposes a method to improve forecast combination accuracy using portfolio theory.

problem Improving forecast accuracy by combining multiple forecasts.
method Generates forecast combinations using a portfolio analogy, allowing negative weights for hedging.
result Demonstrates improved performance in weighted random forest forecasts.

A method to improve time series forecasting by dynamically adjusting weights of forecasters.

problem Challenges in time series forecasting due to evolving data distributions.
method Dynamic re-weighting of forecasters based on evolving data distributions.
result Competitive performance compared to state-of-the-art methods for combining forecasters.

Deep neural networks improve forecasting of non-stationary time-series data.

problem Forecasting non-stationary time-series data with structural breaks and high volatility.
method Evaluation of DNN models including MLP, CNN, LSTM-RNN, and GRU-RNN on 10 Indian financial stocks.
result DNN models show better performance for single-step forecasting but degrade for multi-step forecasting, especially for long forecast periods.

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.

Conditional forecasts improve performative prediction accuracy.

problem Performative predictions undermine standard forecasting methods.
method Condition forecasts on covariates to make them forecast-invariant.
result Proper scoring rules fail under conditioning, but two solutions are identified.

Proposes a value-oriented forecast reconciliation method for renewables in electricity markets.

problem Forecast reconciliation overlooks the value of forecasts in decision-making, leading to unfair outcomes.
method Value-oriented forecast reconciliation using a Nash bargaining framework and a primal-dual algorithm for parameter estimation.
result Consistently increases profits for all agents involved in an aggregated wind energy trading problem.

Proposes MLCNN for better multivariate time series forecasting.

problem Challenges in forecasting multivariate time series, especially the limitation of predicting only one future moment.
method MLCNN, a multi-task deep learning framework inspired by Construal Level Theory, fuses future visions of near and distant future predictions.
result Significant improvements in forecasting accuracy (4.59% RMSE reduction, 6.87% MAE reduction) on real-world datasets.

This paper improves QoS metric prediction in DTNs using diffusion models.

problem Improving QoS metric prediction in Delay-Tolerant Networks (DTNs) to enhance network performance.
method Formulates QoS metric prediction as a probabilistic forecasting problem on multivariate time series, incorporating latent temporal dynamics.
result The proposed approach outperforms traditional methods in QoS metric prediction for DTNs.

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.

Develops a method to ensure accurate quantile forecasts across multiple levels.

problem Ensuring accurate quantile forecasts at multiple levels, even under distribution shifts.
method Multi-level quantile tracker (MultiQT) wraps around any forecaster to produce calibrated forecasts.
result Guaranteed calibration of quantile forecasts at multiple levels, even against adversarial shifts.

FC-GAGA forecasts traffic using a novel gating mechanism.

problem Forecasting multivariate time-series, especially with graph relationships.
method Learnable fully connected hard graph gating mechanism for fully connected time-series forecasting.
result Competitive or better performance than existing algorithms without graph knowledge.

The paper tackles fairness in forecasting and learning linear dynamical systems.

problem Under-representation bias in training data for multiple subgroups.
method Introducing subgroup-fair and instant-fair learning of LDS from multiple trajectories of varying lengths, using hierarchies of convexifications of non-commutative polynomial optimisation problems.
result Empirical results show both the beneficial impact of fairness considerations on statistical performance and encouraging effects of exploiting sparsity on run time.

New framework optimizes forecasting and decision-making in dynamic systems.

problem Optimizing forecasting and decision-making processes in dynamic systems.
method Closed-loop framework using bilevel optimization.
result The proposed methodology yields consistently better performance than the standard open-loop approach.

This paper extends forecast reconciliation to non-linearly constrained time series.

problem Forecasting time series with non-linear constraints.
method Non-linearly Constrained Reconciliation (NLCR) algorithm that adjusts forecasts to meet non-linear constraints.
result NLCR significantly improves forecast accuracy compared to benchmarks.

LGnet jointly models local and global dynamics for MTS forecasting with missing values.

problem Missing values in multivariate time series data.
method LGnet framework using memory network and adversarial training.
result LGnet effectively forecasts MTS with missing values and robust under various missing ratios.

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…

2018-04-18abs ↗pdf ↗

ERDM integrates rolling forecasts with diffusion models for complex dynamics.

problem Forecasting complex dynamics with rolling forecasts and diffusion models.
method Adapting EDM components for rolling forecasts, introducing novel loss weighting, efficient initialization, and hybrid architecture.
result ERDM outperforms diffusion-based baselines in 2D Navier-Stokes simulations and ERA5 weather forecasting.

We study the problem of forecasting volatility for the multifractal random walk model. In order to avoid the ill posed problem of estimating the correlation length T of the model, we introduce a limiting object defined in a quotient space; formally, this object is an infinite range logvolatility. For this object and th…

2008-01-28abs ↗pdf ↗

Spatiotemporal systems are common in the real-world. Forecasting the multi-step future of these spatiotemporal systems based on the past observations, or, Spatiotemporal Sequence Forecasting (STSF), is a significant and challenging problem. Although lots of real-world problems can be viewed as STSF and many research wo…

2018-08-21abs ↗pdf ↗

This study forecasts climate data in Chile using EOFs and machine learning models.

problem Predicting climatic variability in Chile for resource management and planning.
method Combines EOF decomposition, wavelet analysis, and neural networks for spatiotemporal forecasting.
result Improved accuracy in forecasting climate data through a hybrid ML approach.

Meta-GLAR combines global deep representations with local adaptation for improved forecasting accuracy.

problem Joint learning from related time series boosts accuracy but fails for out-of-sample forecasting.
method Meta-GLAR uses a meta-learning approach to adapt RNN representations for each time series.
result Meta-GLAR outperforms state-of-the-art methods in out-of-sample forecasting accuracy.

Machine learning improves cloud cover forecasting.

problem Improving accuracy of total cloud cover predictions.
method Investigated multilayer perceptron, gradient boosting machines, random forest, logistic regression models.
result RF models provide the smallest increase in predictive performance, while MLP, POLR, and GBM approaches perform best.

Bayesian consensus improves accuracy of forecasts from miscalibrated sources.

problem Aggregating predictions from miscalibrated and noisy sources.
method Bayesian approach to adjust for bias and noise, using hierarchical models.
result Bayesian consensus estimator is unbiased and more efficient than alternatives.

Symbolic LSTM improves time series forecasting by reducing hyperparameter sensitivity.

problem High sensitivity to hyperparameters and random initialization in numerical time series forecasting.
method Combining LSTM with a dimension-reducing symbolic representation.
result Symbolic representation alleviates forecasting problems and speeds up training.

Proposes a framework to explain complex global forecasting models.

problem Lack of interpretability in global forecasting models reduces stakeholder trust.
method Trains simpler univariate surrogate models on local forecasts of global models.
result Shows improved local model-agnostic interpretability of global forecasting models.

ForGAN uses GANs for probabilistic forecasting of sensory data.

problem Challenges in traditional forecasting methods and difficulties in probabilistic methods.
method ForGAN combines GANs with conditional generative adversarial networks to learn data distributions and generate probabilistic forecasts.
result ForGAN outperforms traditional regression methods in probabilistic forecasting of sensory data.

Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting is the most representative problem in financial forecasting. Due to the strong …

2018-09-27abs ↗pdf ↗

An ensemble of randomized NNs improves time series forecasting accuracy.

problem Forecasting time series with multiple seasonality and nonstationarity.
method Randomized neural networks with pattern-based time series representation and diversity control strategies.
result Outperforms statistical and machine learning models in forecasting accuracy.

The paper proposes a machine learning approach for production forecasting without model calibration.

problem Generating accurate production forecasts for reservoir development.
method Sequential model aggregation using machine learning algorithms without model calibration.
result The proposed method provides robust multi-step-ahead production forecasts.