arXiv:2607. 00470v1 Announce Type: cross Abstract: We investigate a forecasting framework based on a simple discrete-time dynamic model with coefficients varying in time.
By Agnieszka Kope\'c, Pawe{\l} Przyby{\l}owicz, Martyna Wi\k{a}cek
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.
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.
By Kejin Wu
arXiv:2606. 01999v1 Announce Type: cross Abstract: Modern deep learning models for forecasting groups of time series rely on increasingly longer observation windows.
By Luca Butera, Giovanni De Felice, Andrea Cini, Cesare Alippi
arXiv:2512. 00239v2 Announce Type: replace Abstract: The effectiveness of self-supervised learning (SSL) for physiological time series depends on the ability of a pretraining objective to preserve information about the underlying physiological state while filtering out unrelated noise.
By Yenho Chen, Maxwell A. Xu, James M. Rehg, Christopher J. Rozell
arXiv:2606. 27711v1 Announce Type: cross Abstract: We introduce a neural network-based framework for learning time series estimators through a process we term decision-theoretic pretraining.
By Pablo Montero-Manso, Marcel Scharth