# Modern strategies for time series regression

arXiv: https://arxiv.org/abs/2010.15997 · HTML: https://mlsanity.com/paper/2010.15997/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 29 Oct 2020.

## Built on by (most cited first, 1 of 1)

- [Variability Aware Recursive Neural Network (VARNN): A Residual-Memory Model for Capturing Temporal Deviation in Sequence Regression Modeling](https://mlsanity.com/paper/2510.08944/) (2025)

## Abstract (arXiv)

This paper discusses several modern approaches to regression analysis involving time series data where some of the predictor variables are also indexed by time. We discuss classical statistical approaches as well as methods that have been proposed recently in the machine learning literature. The approaches are compared and contrasted, and it will be seen that there are advantages and disadvantages to most currently available approaches. There is ample room for methodological developments in this area. The work is motivated by an application involving the prediction of water levels as a function of rainfall and other climate variables in an aquifer in eastern Australia.