Neural Forecasting

Neural forecasting uses artificial neural networks to predict future values in time series data, aiming to improve accuracy and provide uncertainty quantification for better decision-making. Current research emphasizes enhancing model interpretability, addressing data limitations through transfer learning and denoising techniques, and improving scalability for large datasets and complex spatiotemporal dependencies. These advancements are impacting diverse fields, from finance and energy management to epidemiology, by providing more accurate and reliable predictions in situations with limited data or complex dynamics.

Papers

November 6, 2024

$\spadesuit$ SPADE $\spadesuit$ Split Peak Attention DEcomposition
Malcolm Wolff, Kin G. Olivares, Boris Oreshkin, Sunny Ruan, Sitan Yang, Abhinav Katoch, Shankar Ramasubramanian, Youxin Zhang, Michael W. Mahoney, Dmitry Efimov, Vincent Quenneville-Bélair
Attention Module Demand Forecasting Theoretical Peak Performance Analysis Neural Forecasting

May 22, 2024

NFCL: Simply interpretable neural networks for a short-term multivariate forecasting
Wonkeun Jo, Dongil Kim
Neural Network Time Series Forecasting Interpretable Neural Network Diverse Model Multivariate Forecasting Neural Forecasting

December 21, 2023

Fine-grained Forecasting Models Via Gaussian Process Blurring Effect
Sepideh Koohfar, Laura Dietz
Fine Grained Denoising Model Denoising Approach Neural Forecasting

November 23, 2023

Coevolution of Neural Architectures and Features for Stock Market Forecasting: A Multi-objective Decision Perspective
Faizal Hafiz, Jan Broekaert, Davide La Torre, Akshya Swain
Neural Architecture Multi Objective Feature Wise Stock Price Forecasting Adaptive Coevolution Neural Forecasting

June 30, 2023

Improving the Transferability of Time Series Forecasting with Decomposition Adaptation
Yan Gao, Yan Wang, Qiang Wang
Time Series Forecasting Task Transferability Multivariate Time Series Forecasting Joint Distribution Adaptation Neural Forecasting Decomposition Network

May 26, 2023

Better Batch for Deep Probabilistic Time Series Forecasting
Vincent Zhihao Zheng, Seongjin Choi, Lijun Sun
Probabilistic Forecast Neural Forecasting Deep Probabilistic Forecasting Trend Correlation

February 25, 2023

In Search of Deep Learning Architectures for Load Forecasting: A Comparative Analysis and the Impact of the Covid-19 Pandemic on Model Performance
Sotiris Pelekis, Evangelos Karakolis, Francisco Silva, Vasileios Schoinas, Spiros Mouzakitis, Georgios Kormpakis, Nuno Amaro, John Psarras
Long Short Term Memory Comparative Study Deep Learning Architecture Model Performance Load Forecasting Covid 19 Pandemic Short Term Load Forecasting Neural Forecasting Net Load Forecasting

September 14, 2022

Scalable Spatiotemporal Graph Neural Networks
Andrea Cini, Ivan Marisca, Filippo Maria Bianchi, Cesare Alippi
Multi Scale Spatiotemporal Feature Neural Forecasting Spatiotemporal Graph Neural Network Time sEries

March 16, 2022

Resilient Neural Forecasting Systems
Michael Bohlke-Schneider, Shubham Kapoor, Tim Januschowski
Deep Learning Industrial Machine Learning Data Challenge Neural Forecasting

March 11, 2022

Neural Forecasting of the Italian Sovereign Bond Market with Economic News
Sergio Consoli, Luca Tiozzo Pezzoli, Elisa Tosetti
Neural Forecasting Neural Network Framework Economic Activity

February 23, 2022

Learning Fast and Slow for Online Time Series Forecasting
Quang Pham, Chenghao Liu, Doyen Sahoo, Steven C. H. Hoi
Fast Adaptation Fast Learning Neural Forecasting Online Time Series

February 21, 2022

EINNs: Epidemiologically-informed Neural Networks
Alexander Rodríguez, Jiaming Cui, Naren Ramakrishnan, Bijaya Adhikari, B. Aditya Prakash
Latent Dynamic Epidemic Forecasting Neural Forecasting Influenza Forecasting

January 30, 2022

N-HiTS: Neural Hierarchical Interpolation for Time Series Forecasting
Cristian Challu, Kin G. Olivares, Boris N. Oreshkin, Federico Garza, Max Mergenthaler-Canseco, Artur Dubrawski
Time Series Forecasting Long Horizon Rhythm Game Neural Forecasting Forecasting System