arXiv Machine Learning

Optimizing accuracy and diversity: a multi-task approach to forecast combinations

arXiv:2310. 20545v3 Announce Type: replace Abstract: We present a multi-task optimization approach based on a deep learning architecture for time series forecasting.

arXiv Machine Learning
Jul 13

Forking-Sequences: Statistically and Computationally Efficient Multi-Horizon Forecasting with Reduced Volatility

arXiv:2510. 04487v5 Announce Type: replace Abstract: While accuracy is a critical requirement for time series forecasting, an equally important desideratum is reasonable forecast volatility across forecast creation dates (FCDs).

By Willa Potosnak, Malcolm Wolff, Mengfei Cao, Ruijun Ma, Tatiana Konstantinova, Dmitry Efimov, Michael W. Mahoney, Boris Oreshkin, Kin G. Olivares
Hugging Face Trending Papers
Aug 6

TS-RAG: Retrieval Augmented Generation for Time Series Forecasting

While deep learning models, particularly transformer-based architectures, have shown impressive performance in time series forecasting, the application of retrieval-augmented generation (RAG) in this domain remains limited. Since RAG has proven effective in enhancing the capabilities of large language models by incorporating relevant external information, retrieving similar time series sequences as references might also improve accuracy in time series forecasting tasks.

arXiv AI
Aug 10

Seeking SOTA: Time-Series Forecasting Must Adopt Taxonomy-Specific Evaluation to Dispel Illusory Gains

arXiv:2603. 15506v2 Announce Type: replace-cross Abstract: We argue that the current practice of evaluating AI/ML time-series forecasting models, predominantly on benchmarks characterized by strong, persistent periodicities and seasonalities, obscures real progress by overlooking the performance of efficient classical methods.

By Raeid Saqur, Christoph Bergmeir, Blanka Horvath, Daniel Schmidt, Frank Rudzicz, Terry Lyons
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.