Advances in Time Series Forecasting with Applications

A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "D1: Probability and Statistics".

Deadline for manuscript submissions: 31 January 2027 | Viewed by 1186

Special Issue Editors


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School of Computer Science and Informatics, De Montfort University, The Gateway, Leicester LE1 9BH, UK
Interests: time series analysis and forecasting; machine learning; explainable AI
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Guest Editor
Department of Statistics, Federal University of Paraíba, João Pessoa 58051-900, PB, Brazil
Interests: machine learning; statistical modelling; data mining; fairness and bias mitigation in ML

Special Issue Information

Dear Colleagues, 

Time series forecasting plays a pivotal role in diverse fields, including finance, healthcare, energy, climate science, and supply chain management. With the rapid advancements in machine learning, deep learning, and statistical modeling, forecasting accuracy and efficiency have reached unprecedented levels. This Special Issue aims to explore cutting-edge methodologies, innovative algorithms, and practical applications in time series forecasting, fostering interdisciplinary research and real-world impact.

We invite contributions addressing key challenges such as handling high-dimensional data, improving interpretability, integrating domain knowledge, and adapting to non-stationary environments. Topics of interest include (but are not limited to) neural forecasting architectures, probabilistic forecasting, hybrid models, explainable AI for time series, and large-scale forecasting systems. Additionally, we encourage submissions showcasing novel applications in emerging domains like renewable energy prediction, epidemiological modeling, and industrial IoT.

This Special Issue seeks to bridge the gap between theoretical advancements and practical implementations, providing a platform for researchers and practitioners to share insights, benchmark techniques, and discuss future directions. By compiling state-of-the-art research, we aim to accelerate progress in time series forecasting and highlight its transformative potential across industries.

Dr. Waddah Saeed
Dr. Eufrásio De Andrade Lima Neto
Guest Editors

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Keywords

  • time series forecasting
  • machine learning for forecasting
  • deep learning for forecasting
  • conformal prediction in forecasting
  • forecast explainability
  • data-driven forecasting
  • real-world forecasting applications
  • hybrid forecasting models

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Published Papers (1 paper)

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Research

26 pages, 2769 KB  
Article
Optimal Partitioning Changepoint Analysis
by Vittorio Maniezzo and Lisa Vecchi
Mathematics 2026, 14(8), 1353; https://doi.org/10.3390/math14081353 - 17 Apr 2026
Viewed by 352
Abstract
Detecting changepoints in time series is a fundamental task in statistical modeling and data-driven decision-making. We introduce a novel set partitioning-based model for changepoint detection that leverages combinatorial optimization to identify an optimal set of segments explaining the observed data. Unlike conventional dynamic [...] Read more.
Detecting changepoints in time series is a fundamental task in statistical modeling and data-driven decision-making. We introduce a novel set partitioning-based model for changepoint detection that leverages combinatorial optimization to identify an optimal set of segments explaining the observed data. Unlike conventional dynamic programming approaches, which rely on restrictive structural assumptions on the cost function to ensure tractability, our formulation is based on Integer Linear Programming. While the standard additivity assumption on segment-wise costs is retained, the proposed framework departs from existing methods in its ability to incorporate both local and global structural constraints directly within the optimization model. In particular, it supports a broad class of constraints, ranging from simple segment-level restrictions to complex global conditions coupling multiple segments, without requiring modifications to the underlying solution scheme. This enhanced modeling capability constitutes the main contribution of the work, significantly increasing the expressiveness of the framework while preserving the tractability of additive cost structures. The model’s design enables high adaptability to different application domains, including finance, bioinformatics, and industrial monitoring. The efficiency of modern MILP solvers, combined with tailored dominance rules, enables the solution of instances with several hundreds of observations in practical time. Computational results indicate that the approach extends tractability beyond previously studied settings, effectively handling classes of instances whose structural constraints could not be accommodated by existing methods, while retaining robustness and interpretability. Full article
(This article belongs to the Special Issue Advances in Time Series Forecasting with Applications)
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