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In this work, we address time-series forecasting as a computer vision task. We capture input data as an image and train a model to produce the subsequent image. This approach results in predicting distributions as opposed to pointwise values. To assess the robustness and quality of our approach, we examine various datasets and multiple evaluation metrics. Our experiments show that our forecasting tool is effective for cyclic data but somewhat less for irregular data such as stock prices. Importantly, when using image-based evaluation metrics, we find our method to outperform various baselines, including ARIMA, and a numerical variation of our deep learning approach.
Time series forecasting is essential for agents to make decisions in many domains. Existing models rely on classical statistical methods to predict future values based on previously observed numerical information. Yet, practitioners often rely on vis
Forecasting based on financial time-series is a challenging task since most real-world data exhibits nonstationary property and nonlinear dependencies. In addition, different data modalities often embed different nonlinear relationships which are dif
Time series forecasting is essential for decision making in many domains. In this work, we address the challenge of predicting prices evolution among multiple potentially interacting financial assets. A solution to this problem has obvious importance
Many applications require the ability to judge uncertainty of time-series forecasts. Uncertainty is often specified as point-wise error bars around a mean or median forecast. Due to temporal dependencies, such a method obscures some information. We w
We derive generalization error bounds for traditional time-series forecasting models. Our results hold for many standard forecasting tools including autoregressive models, moving average models, and, more generally, linear state-space models. These n