arXiv Machine Learning By Yohann de Castro (ICJ, PSPM, CERMICS UMR 9032, ECL, IUF), Luca Mencarelli (CERMICS UMR 9032)

Time series forecasting from partial observations via Non-negative Matrix Factorization

Read the original on arXiv Machine Learning →

arXiv:2102. 05314v2 Announce Type: replace Abstract: In modern time series problems, one aims at forecasting multiple time series with possible missing and noisy values.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jul 7

Learning with the Nash-Sutcliffe loss

arXiv:2603. 00968v2 Announce Type: replace-cross Abstract: The Nash-Sutcliffe efficiency ($\text{NSE}$) is a widely used, positively oriented relative measure for evaluating forecasts across multiple time series.

By Hristos Tyralis, Georgia Papacharalampous