State of the Art Forecasting
State-of-the-art forecasting research focuses on improving the accuracy and robustness of predictions across diverse domains, from financial markets and climate modeling to traffic flow and network security. Current efforts concentrate on developing advanced model architectures, including transformers, recurrent neural networks (RNNs), and graph neural networks (GNNs), often incorporating techniques like flow matching, variational mode decomposition, and disentangled dependency encoding to better capture complex temporal and spatial relationships within data. These advancements are crucial for enhancing decision-making in various sectors, particularly where accurate predictions of future events are essential for risk mitigation and resource optimization. Furthermore, research emphasizes improving the interpretability and efficiency of forecasting models, addressing challenges like data scarcity and out-of-distribution generalization.
Papers
QBSD: Quartile-Based Seasonality Decomposition for Cost-Effective Time Series Forecasting
Ebenezer RHP Isaac, Bulbul Singh
Time Series Continuous Modeling for Imputation and Forecasting with Implicit Neural Representations
Etienne Le Naour, Louis Serrano, Léon Migus, Yuan Yin, Ghislain Agoua, Nicolas Baskiotis, Patrick Gallinari, Vincent Guigue