[HTML][HTML] Forecasting: theory and practice

F Petropoulos, D Apiletti, V Assimakopoulos… - International Journal of …, 2022 - Elsevier
Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

Deep learning for time series forecasting: Tutorial and literature survey

K Benidis, SS Rangapuram, V Flunkert, Y Wang… - ACM Computing …, 2022 - dl.acm.org
Deep learning based forecasting methods have become the methods of choice in many
applications of time series prediction or forecasting often outperforming other approaches …

The capacity and robustness trade-off: Revisiting the channel independent strategy for multivariate time series forecasting

L Han, HJ Ye, DC Zhan - IEEE Transactions on Knowledge …, 2024 - ieeexplore.ieee.org
Multivariate time series data comprises various channels of variables. The multivariate
forecasting models need to capture the relationship between the channels to accurately …

Principles and algorithms for forecasting groups of time series: Locality and globality

P Montero-Manso, RJ Hyndman - International Journal of Forecasting, 2021 - Elsevier
Global methods that fit a single forecasting method to all time series in a set have recently
shown surprising accuracy, even when forecasting large groups of heterogeneous time …

Large language models for time series: A survey

X Zhang, RR Chowdhury, RK Gupta… - arXiv preprint arXiv …, 2024 - arxiv.org
Large Language Models (LLMs) have seen significant use in domains such as natural
language processing and computer vision. Going beyond text, image and graphics, LLMs …

C2FAR: coarse-to-fine autoregressive networks for precise probabilistic forecasting

S Bergsma, T Zeyl… - Advances in Neural …, 2022 - proceedings.neurips.cc
We present coarse-to-fine autoregressive networks (C2FAR), a method for modeling the
probability distribution of univariate, numeric random variables. C2FAR generates a …

SutraNets: sub-series autoregressive networks for long-sequence, probabilistic forecasting

S Bergsma, T Zeyl, L Guo - Advances in Neural Information …, 2023 - proceedings.neurips.cc
We propose SutraNets, a novel method for neural probabilistic forecasting of long-sequence
time series. SutraNets use an autoregressive generative model to factorize the likelihood of …

Development of fully convolutional neural networks based on discretization in time series classification

MH Tahan, M Ghasemzadeh… - IEEE Transactions on …, 2022 - ieeexplore.ieee.org
Time Series Classification (TSC) is a crucial area in machine learning. Although applications
of Deep Neural Networks (DNNs) in this area have led to relatively good results, classifying …

Classification of univariate time series via temporal abstraction and deep learning

N Itzhak, S Tal, H Cohen, O Daniel… - … Conference on Big …, 2022 - ieeexplore.ieee.org
Many time series classification algorithms have been proposed, including deep neural
networks based, which so far focused mainly on improving model architectures rather than …

Vq-ar: Vector quantized autoregressive probabilistic time series forecasting

K Rasul, YJ Park, MN Ramström, KM Kim - arXiv preprint arXiv …, 2022 - arxiv.org
Time series models aim for accurate predictions of the future given the past, where the
forecasts are used for important downstream tasks like business decision making. In …