arXiv Machine Learning

Prediction Inference of Time Series with Standard ReLU Deep Neural Networks

arXiv:2608. 15362v1 Announce Type: cross Abstract: We propose a methodology based on the standard ReLU Deep Neural Networks (DNN) to make predictions and quantify their uncertainty.

Hugging Face Trending Papers
Jul 1

Neural Network-Based Estimation of Time-Dependent Parameters in AR(p) Processes

We investigate a forecasting framework based on a simple discrete-time dynamic model with coefficients varying in time. The parameters of the model are recovered within a deep learning framework, which makes it possible to retain a transparent parametric structure while simultaneously accounting for complex and nonstationary patterns in the observed phenomenon.

Hugging Face Trending Papers
Jun 22

Selective Time Series Forecasting via Metalearning

Deep learning methods have achieved state-of-the-art in time series forecasting, yet their accuracy varies considerably across samples, as some instances remain inherently difficult to predict. Reject option mechanisms, which allow models to abstain from high-risk predictions, are well established in classification and regression but underexplored in forecasting.