Time Series Analysis with Machine Learning: A Comprehensive Review and Future Directions

Abstract

Time series analysis is a critical component across various domains such as finance, weather forecasting, and signal processing. With the advent of machine learning (ML) techniques, traditional methods for time series analysis have evolved significantly. This paper provides a comprehensive review of the intersection between time series analysis and machine learning. It explores the current state-of-the-art techniques, challenges, and future directions in this field.