# Cluster-and-Conquer: A Framework For Time-Series Forecasting

arXiv: https://arxiv.org/abs/2110.14011 · HTML: https://mlsanity.com/paper/2110.14011/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 18 of its 45 references that are in the map.
- First posted on arXiv 26 Oct 2021.

## Builds on (most cited first, 18 of 18)

- [Sequence to Sequence Learning with Neural Networks](https://mlsanity.com/paper/1409.3215/) (2014)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic Forecasting](https://mlsanity.com/paper/1709.04875/) (2017)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Graph WaveNet for Deep Spatial-Temporal Graph Modeling](https://mlsanity.com/paper/1906.00121/) (2019)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Adaptive Graph Convolutional Recurrent Network for Traffic Forecasting](https://mlsanity.com/paper/2007.02842/) (2020)
- [The UCR Time Series Archive](https://mlsanity.com/paper/1810.07758/) (2018)
- [Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting](https://mlsanity.com/paper/2103.07719/) (2021)
- [Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting](https://mlsanity.com/paper/1905.03806/) (2019)
- [Conditional Time Series Forecasting with Convolutional Neural Networks](https://mlsanity.com/paper/1703.04691/) (2017)
- [Forecasting Sequential Data using Consistent Koopman Autoencoders](https://mlsanity.com/paper/2003.02236/) (2020)
- [Lipschitz Recurrent Neural Networks](https://mlsanity.com/paper/2006.12070/) (2020)
- [Physics-informed Autoencoders for Lyapunov-stable Fluid Flow Prediction](https://mlsanity.com/paper/1905.10866/) (2019)
- [Optimality of Spectral Clustering in the Gaussian Mixture Model](https://mlsanity.com/paper/1911.00538/) (2019)
- [Noisy Recurrent Neural Networks](https://mlsanity.com/paper/2102.04877/) (2021)
- [High Dimensional and Banded Vector Autoregressions](https://mlsanity.com/paper/1502.07831/) (2015)

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

- [Learning Mixtures of Linear Dynamical Systems](https://mlsanity.com/paper/2201.11211/) (2022)

## Abstract (arXiv)

We propose a three-stage framework for forecasting high-dimensional time-series data. Our method first estimates parameters for each univariate time series. Next, we use these parameters to cluster the time series. These clusters can be viewed as multivariate time series, for which we then compute parameters. The forecasted values of a single time series can depend on the history of other time series in the same cluster, accounting for intra-cluster similarity while minimizing potential noise in predictions by ignoring inter-cluster effects. Our framework -- which we refer to as "cluster-and-conquer" -- is highly general, allowing for any time-series forecasting and clustering method to be used in each step. It is computationally efficient and embarrassingly parallel. We motivate our framework with a theoretical analysis in an idealized mixed linear regression setting, where we provide guarantees on the quality of the estimates. We accompany these guarantees with experimental results that demonstrate the advantages of our framework: when instantiated with simple linear autoregressive models, we are able to achieve state-of-the-art results on several benchmark datasets, sometimes outperforming deep-learning-based approaches.