ODTQA-FoRe: An Open-Domain Tabular Question Answering Dataset for Future Data Forecasting and Reasoning
School of Artificial Intelligence, Beijing Normal University（北京师范大学人工智能学院）；Institute of Artificial Intelligence and Future Networks, Beijing Normal University（北京师范大学人工智能与未来网络研究院）；Faculty of Arts and Sciences, Beijing Normal University（北京师范大学文理学院）；Beijing Normal-Hong Kong Baptist University（北京师范大学-香港 Baptist大学）
The rapid development of LLMs has significantly advanced tabular question answering, but most systems cannot perform future-oriented numerical prediction. To address this gap, we introduce a novel task, Open-Domain Tabular Question Answering for Future Data Forecasting and Reasoning, and propose the first dataset to cover time-series forecasting and forecast-based reasoning scenarios using real estate data. This task poses challenges in retrieving precise historical data, overcoming the forecasting limitations of LLMs, and standardizing responses for diverse queries. To solve the above challenges, we propose TimeFore, an LLM agent-based framework that decomposes the problem into three collaborative roles: a Retriever autonomously generates SQL to fetch data, a Forecaster invokes external time-series models for higher accuracy, and an Analyzer synthesizes the results to construct a precise and consistent final answer. Extensive experiments demonstrate the effectiveness of our TimeFore.
Simple and Robust Forecasting of Spatiotemporally Correlated Small Earth Data with A Tabular Foundation Model
School of Engineering and Technology, China University of Geosciences (Beijing)（工程与技术学院，中国地质大学（北京））；School of Geological Engineering and Geomatics, Chang'an University（地质工程与测绘学院，长安大学）
Carnegie Mellon University（卡内基梅隆大学）；University of California, Berkeley（加州大学伯克利分校）
Many autonomous systems forecast aspects of the future in order to aid decision-making. For example, self-driving vehicles and robotic manipulation systems often forecast future object poses by first detecting and tracking objects. However, this detect-then-forecast pipeline is expensive to scale, as pose forecasting algorithms typically require labeled sequences of object poses, which are costly to obtain in 3D space. Can we scale performance without requiring additional labels? We hypothesize yes, and propose inverting the detect-then-forecast pipeline. Instead of detecting, tracking and the…
The key contribution of this paper is to propose a classification into two dimensions of the load forecasting studies to decide which forecasting tools to use in which case. This classification aims to provide a synthetic view of the relevant forecasting techniques and methodologies by forecasting problem. In addition, the key principles of the main techniques and methodologies used are summarized along with the reviews of these papers. The classification process relies on two couples of parameters that define a forecasting problem. Each article is classified with key information about the dat…
Long-range time series forecasting is usually based on one of two existing forecasting strategies: Direct Forecasting and Iterative Forecasting, where the former provides low bias, high variance forecasts and the latter leads to low variance, high bias forecasts. In this paper, we propose a new forecasting strategy called Generative Forecasting (GenF), which generates synthetic data for the next few time steps and then makes long-range forecasts based on generated and observed data. We theoretically prove that GenF is able to better balance the forecasting variance and bias, leading to a much …
Time-Series Forecasting is a powerful data modeling discipline that analyzes historical observations to predict future values of a time-series. It has been utilized in numerous applications, including but not limited to economics, meteorology, and health. In this paper, we use time-series forecasting techniques to model and predict the future incidence of chickenpox. To achieve this, we implement and simulate multiple models and data preprocessing techniques on a Hungary-collected dataset. We demonstrate that the LSTM model outperforms all other models in the vast majority of the experiments i…
Time series forecasting is a hot spot in recent years. Visibility Graph (VG) algorithm is used for time series forecasting in previous research, but the forecasting effect is not as good as deep learning prediction methods such as methods based on Artificial Neural Network (ANN), Convolutional Neural Network (CNN) and Long Short-Term Memory Network (LSTM). The visibility graph generated from specific time series contains abundant network information, but the previous forecasting method did not effectively use the network information to forecast, resulting in relatively large prediction errors.…
How to handle time features shall be the core question of any time series forecasting model. Ironically, it is often ignored or misunderstood by deep-learning based models, even those baselines which are state-of-the-art. This behavior makes their inefficient, untenable and unstable. In this paper, we rigorously analyze three prevalent but deficient/unfounded deep time series forecasting mechanisms or methods from the view of time series properties, including normalization methods, multivariate forecasting and input sequence length. Corresponding corollaries and solutions are given on both emp…
Time-series forecasting has been an important research domain for so many years. Its applications include ECG predictions, sales forecasting, weather conditions, even COVID-19 spread predictions. These applications have motivated many researchers to figure out an optimal forecasting approach, but the modeling approach also changes as the application domain changes. This work has focused on reviewing different forecasting approaches for telemetry data predictions collected at data centers. Forecasting of telemetry data is a critical feature of network and data center management products. Howeve…
Université Libre de Bruxelles（布鲁塞尔自由大学）；Cairo University（开罗大学）
Multi-step ahead forecasting is still an open challenge in time series forecasting. Several approaches that deal with this complex problem have been proposed in the literature but an extensive comparison on a large number of tasks is still missing. This paper aims to fill this gap by reviewing existing strategies for multi-step ahead forecasting and comparing them in theoretical and practical terms. To attain such an objective, we performed a large scale comparison of these different strategies using a large experimental benchmark (namely the 111 series from the NN5 forecasting competition). I…
This paper introduces an R package ForecastTB that can be used to compare the accuracy of different forecasting methods as related to the characteristics of a time series dataset. The ForecastTB is a plug-and-play structured module, and several forecasting methods can be included with simple instructions. The proposed test-bench is not limited to the default forecasting and error metric functions, and users are able to append, remove, or choose the desired methods as per requirements. Besides, several plotting functions and statistical performance metrics are provided to visualize the comparat…
GE Research（通用电气研究中心）；Upstart Power, Inc.（Upstart电力公司）
In this paper, we introduce Masked Multi-Step Multivariate Forecasting (MMMF), a novel and general self-supervised learning framework for time series forecasting with known future information. In many real-world forecasting scenarios, some future information is known, e.g., the weather information when making a short-to-mid-term electricity demand forecast, or the oil price forecasts when making an airplane departure forecast. Existing machine learning forecasting frameworks can be categorized into (1) sample-based approaches where each forecast is made independently, and (2) time series regre…
We consider how to make probability forecasts of binary labels. Our main mathematical result is that for any continuous gambling strategy used for detecting disagreement between the forecasts and the actual labels, there exists a forecasting strategy whose forecasts are ideal as far as this gambling strategy is concerned. A forecasting strategy obtained in this way from a gambling strategy demonstrating a strong law of large numbers is simplified and studied empirically.
Two major challenges in demand forecasting are product cannibalization and long term forecasting. Product cannibalization is a phenomenon in which high demand of some products leads to reduction in sales of other products. Long term forecasting involves forecasting the sales over longer time frame that is critical for strategic business purposes. Also, conventional methods, for instance, recurrent neural networks may be ineffective where train data size is small as in the case in this study. This work presents XGBoost-based three-stage framework that addresses product cannibalization and assoc…
Time series forecasting is an important yet challenging task. Though deep learning methods have recently been developed to give superior forecasting results, it is crucial to improve the interpretability of time series models. Previous interpretation methods, including the methods for general neural networks and attention-based methods, mainly consider the interpretation in the feature dimension while ignoring the crucial temporal dimension. In this paper, we present the series saliency framework for temporal interpretation for multivariate time series forecasting, which considers the forecast…
To ensure the safety of railroad operations, it is important to monitor and forecast track geometry irregularities. A higher safety requires forecasting with higher spatiotemporal frequencies, which in turn requires capturing spatial correlations. Additionally, track geometry irregularities are influenced by multiple exogenous factors. In this study, a method is proposed to forecast one type of track geometry irregularity, vertical alignment, by incorporating spatial and exogenous factor calculations. The proposed method embeds exogenous factors and captures spatiotemporal correlations using a…
GEIRI North America（北美电力科学研究院）；State Grid Jiangsu Electric Power Company Ltd.（国网江苏省电力有限公司）
Short-term load forecasting is a critical element of power systems energy management systems. In recent years, probabilistic load forecasting (PLF) has gained increased attention for its ability to provide uncertainty information that helps to improve the reliability and economics of system operation performances. This paper proposes a two-stage probabilistic load forecasting framework by integrating point forecast as a key probabilistic forecasting feature into PLF. In the first stage, all related features are utilized to train a point forecast model and also obtain the feature importance. In…
IIT（意大利理工学院）；UCL（伦敦大学学院）；Amazon Web Services（亚马逊云服务）
While classical time series forecasting considers individual time series in isolation, recent advances based on deep learning showed that jointly learning from a large pool of related time series can boost the forecasting accuracy. However, the accuracy of these methods suffers greatly when modeling out-of-sample time series, significantly limiting their applicability compared to classical forecasting methods. To bridge this gap, we adopt a meta-learning view of the time series forecasting problem. We introduce a novel forecasting method, called Meta Global-Local Auto-Regression (Meta-GLAR), t…
Probabilistic forecasting, i.e. estimating the probability distribution of a time series' future given its past, is a key enabler for optimizing business processes. In retail businesses, for example, forecasting demand is crucial for having the right inventory available at the right time at the right place. In this paper we propose DeepAR, a methodology for producing accurate probabilistic forecasts, based on training an auto regressive recurrent network model on a large number of related time series. We demonstrate how by applying deep learning techniques to forecasting, one can overcome many…
We present a new open-source framework for forecasting in Python. Our framework forms part of sktime, a more general machine learning toolbox for time series with scikit-learn compatible interfaces for different learning tasks. Our new framework provides dedicated forecasting algorithms and tools to build, tune and evaluate composite models. We use sktime to both replicate and extend key results from the M4 forecasting study. In particular, we further investigate the potential of simple off-the-shelf machine learning approaches for univariate forecasting. Our main results are that simple hybri…
Macroeconomic Forecasting with Large Language Models
School of Economics and Finance, Queen Mary University of London（伦敦大学女王学院经济与金融学院）；School of Business and Economics, Brandeis University（布兰迪大学商学院与经济学学院）
In this paper, we propose two nonparametric methods used in the forecasting of functional time-dependent data, namely functional singular spectrum analysis recurrent forecasting and vector forecasting. Both algorithms utilize the results of functional singular spectrum analysis and past observations in order to predict future data points where recurrent forecasting predicts one function at a time and the vector forecasting makes predictions using functional vectors. We compare our forecasting methods to a gold standard algorithm used in the prediction of functional, time-dependent data by way …
Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting is the most representative problem in financial forecasting. Due to the strong connections among stocks, the information valuable for forecasting is not only included in individual stocks, but also included in the stocks related to them. However, most previous works focus on one single stock, which easily ignore the valuable information in others. To levera…
Stanford University（斯坦福大学）；AWS AI Labs（AWS人工智能实验室）
Meta-forecasting is a newly emerging field which combines meta-learning and time series forecasting. The goal of meta-forecasting is to train over a collection of source time series and generalize to new time series one-at-a-time. Previous approaches in meta-forecasting achieve competitive performance, but with the restriction of training a separate model for each sampling frequency. In this work, we investigate meta-forecasting over different sampling frequencies, and introduce a new model, the Continuous Frequency Adapter (CFA), specifically designed to learn frequency-invariant representati…
Deep learning based forecasting methods have become the methods of choice in many applications of time series prediction or forecasting often outperforming other approaches. Consequently, over the last years, these methods are now ubiquitous in large-scale industrial forecasting applications and have consistently ranked among the best entries in forecasting competitions (e.g., M4 and M5). This practical success has further increased the academic interest to understand and improve deep forecasting methods. In this article we provide an introduction and overview of the field: We present importan…
This article presents a new method for forecasting Value at Risk. Convolutional neural networks can do time series forecasting, since they can learn local patterns in time. A simple modification enables them to forecast not the mean, but arbitrary quantiles of the distribution, and thus allows them to be applied to VaR-forecasting. The proposed model can learn from the price history of different assets, and it seems to produce fairly accurate forecasts.
Choosing the technique that is the best at forecasting your data, is a problem that arises in any forecasting application. Decades of research have resulted into an enormous amount of forecasting methods that stem from statistics, econometrics and machine learning (ML), which leads to a very difficult and elaborate choice to make in any forecasting exercise. This paper aims to facilitate this process for high-level tactical sales forecasts by comparing a large array of techniques for 35 times series that consist of both industry data from the Coca-Cola Company and publicly available datasets. …
Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering feature engineering, feature importances, point and interval predictions, and forecast evaluation. The description of the method is followed by an empirical study using both LSTM and GRU networks.
Karlsruhe Institute of Technology（卡尔斯鲁厄理工学院）；RWTH Aachen University（亚琛工业大学）；Forschungszentrum Jülich GmbH（于利希研究中心有限公司）
Time series forecasting is fundamental for various use cases in different domains such as energy systems and economics. Creating a forecasting model for a specific use case requires an iterative and complex design process. The typical design process includes the five sections (1) data pre-processing, (2) feature engineering, (3) hyperparameter optimization, (4) forecasting method selection, and (5) forecast ensembling, which are commonly organized in a pipeline structure. One promising approach to handle the ever-growing demand for time series forecasts is automating this design process. The p…
Cross-LKTCN: Modern Convolution Utilizing Cross-Variable Dependency for Multivariate Time Series Forecasting Dependency for Multivariate Time Series Forecasting
EPFL（洛桑联邦理工学院）；Cyber-Defence Campus, armasuisse Science and Technology（瑞士联邦国防采购局科技网络防御园区）；University of Geneva（日内瓦大学）；University of Applied Sciences of Western Switzerland（瑞士西部应用科学大学）
Because of the considerable heterogeneity and complexity of the technological landscape, building accurate models to forecast is a challenging endeavor. Due to their high prevalence in many complex systems, S-curves are a popular forecasting approach in previous work. However, their forecasting performance has not been directly compared to other technology forecasting approaches. Additionally, recent developments in time series forecasting that claim to improve forecasting accuracy are yet to be applied to technological development data. This work addresses both research gaps by comparing the …
Forecasting with Deep Learning: Beyond Average of Average of Average Performance
Faculdade de Engenharia da Universidade do Porto（波尔图大学工程学院）；Laboratory for Artificial Intelligence and Computer Science (LIACC)（人工智能与计算机科学实验室（LIACC））；Fraunhofer Portugal AICOS（弗劳恩霍夫葡萄牙AICOS）
Classifying forecasting methods as being either of a "machine learning" or "statistical" nature has become commonplace in parts of the forecasting literature and community, as exemplified by the M4 competition and the conclusion drawn by the organizers. We argue that this distinction does not stem from fundamental differences in the methods assigned to either class. Instead, this distinction is probably of a tribal nature, which limits the insights into the appropriateness and effectiveness of different forecasting methods. We provide alternative characteristics of forecasting methods which, i…
Electric vehicles can offer a low carbon emission solution to reverse rising emission trends. However, this requires that the energy used to meet the demand is green. To meet this requirement, accurate forecasting of the charging demand is vital. Short and long-term charging demand forecasting will allow for better optimisation of the power grid and future infrastructure expansions. In this paper, we propose to use publicly available data to forecast the electric vehicle charging demand. To model the complex spatial-temporal correlations between charging stations, we argue that Temporal Graph …
