Addressing Challenges in Time Series Forecasting: A Comprehensive Comparison of Machine Learning Techniques

Fuente: arXiv
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Main Authors: Mortezanejad, Seyedeh Azadeh Fallah, Wang, Ruochen
Format: Preprint
Published: 2025
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author Mortezanejad, Seyedeh Azadeh Fallah
Wang, Ruochen
author_facet Mortezanejad, Seyedeh Azadeh Fallah
Wang, Ruochen
contents The explosion of Time Series (TS) data, driven by advancements in technology, necessitates sophisticated analytical methods. Modern management systems increasingly rely on analyzing this data, highlighting the importance of effcient processing techniques. State-of-the-art Machine Learning (ML) approaches for TS analysis and forecasting are becoming prevalent. This paper briefly describes and compiles suitable algorithms for TS regression task. We compare these algorithms against each other and the classic ARIMA method using diverse datasets: complete data, data with outliers, and data with missing values. The focus is on forecasting accuracy, particularly for long-term predictions. This research aids in selecting the most appropriate algorithm based on forecasting needs and data characteristics.
format Preprint
id arxiv_https___arxiv_org_abs_2503_20148
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Addressing Challenges in Time Series Forecasting: A Comprehensive Comparison of Machine Learning Techniques
Mortezanejad, Seyedeh Azadeh Fallah
Wang, Ruochen
Machine Learning
The explosion of Time Series (TS) data, driven by advancements in technology, necessitates sophisticated analytical methods. Modern management systems increasingly rely on analyzing this data, highlighting the importance of effcient processing techniques. State-of-the-art Machine Learning (ML) approaches for TS analysis and forecasting are becoming prevalent. This paper briefly describes and compiles suitable algorithms for TS regression task. We compare these algorithms against each other and the classic ARIMA method using diverse datasets: complete data, data with outliers, and data with missing values. The focus is on forecasting accuracy, particularly for long-term predictions. This research aids in selecting the most appropriate algorithm based on forecasting needs and data characteristics.
title Addressing Challenges in Time Series Forecasting: A Comprehensive Comparison of Machine Learning Techniques
topic Machine Learning
url https://arxiv.org/abs/2503.20148