Classical and Contemporary Approaches to Big Time Series Forecasting
Summary: Tutorial surveying big time-series forecasting for data management: classical models, scalable tensor methods, and deep learning. Discusses learning from large, diverse corpora, leveraging similar series, and building scalable forecasting systems. (summarized by gpt-5-nano on Feb 09 2026)
Incoming Non-self Citations Over Time
Authors
- 1. Christos Faloutsos (Amazon; Carnegie Mellon University)
- 2. Jan Gasthaus (Amazon)
- 3. Tim Januschowski (Amazon)
- 4. Yuyang Wang (Amazon)
BibTeX Citation
@inproceedings{faloutsos_sigmod19,
title = {{Classical and Contemporary Approaches to Big Time Series Forecasting}},
author = {Faloutsos, Christos and Gasthaus, Jan and Januschowski, Tim and Wang, Yuyang},
series = {{SIGMOD} '19},
booktitle = {Proceedings of the {ACM} {SIGMOD} International Conference on Management of Data},
publisher = {Association for Computing Machinery},
doi = {10.1145/3299869.3314033},
url = {https://dl.acm.org/doi/10.1145/3299869.3314033},
year = {2019}
}Incoming Citations (Sorted by Pagerank)
Showing 4 of 4 citing papers.
| Rank | Citing Paper | Year | Venue | Pagerank |
|---|---|---|---|---|
| 3,861 | RobustPeriod: Robust Time-Frequency Mining for Multiple Periodicity Detection | 2021 | SIGMOD | 7.0666117e-05 |
| 3,950 | MagicScaler: Uncertainty-aware, Predictive Autoscaling | 2023 | VLDB | 6.9980354e-05 |
| 6,443 | AutoCTS+: Joint Neural Architecture and Hyperparameter Search for Correlated Time Series Forecasting | 2023 | SIGMOD | 5.8775356e-05 |
| 9,474 | LightCTS: A Lightweight Framework for Correlated Time Series Forecasting | 2023 | SIGMOD | 5.2634238e-05 |
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Outgoing Citations (Sorted by Pagerank)
Showing 8 of 8 cited papers.
Citations counted here include only citations to other VLDB/SIGMOD/CIDR/PODS papers in this database.
| Rank | Cited Paper | Year | Venue | Pagerank |
|---|---|---|---|---|
| 668 | StatStream: Statistical Monitoring of Thousands of Data Streams in Real Time | 2002 | VLDB | 0.00015166017 |
| 891 | Adaptive Stream Resource Management Using Kalman Filters | 2004 | SIGMOD | 0.00013382575 |
| 2,441 | Optimal Multi-scale Patterns in Time Series Streams | 2006 | SIGMOD | 8.5779023e-05 |
| 3,394 | Prediction and Indexing of Moving Objects with Unknown Motion Patterns | 2004 | SIGMOD | 7.4500025e-05 |
| 5,158 | Forecasting Big Time Series: Old and New | 2018 | VLDB | 6.3404905e-05 |
| 5,182 | Probabilistic Demand Forecasting at Scale | 2017 | VLDB | 6.3287692e-05 |
| 5,272 | Adaptive, Hands-Off Stream Mining | 2003 | VLDB | 6.2899363e-05 |
| 12,471 | Parsimonious Linear Fingerprinting for Time Series | 2010 | VLDB | 5.093636e-05 |
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