Time series forecasting presents unique challenges that limit the effectiveness of traditional machine learning algorithms. To address these limitations, various approaches have incorporated linear constraints into learning algorithms, such as generalized additive models and hierarchical forecasting. In this paper, we propose a unified framework for integrating and combining linear constraints in time series forecasting. Within this framework, we show that the exact minimizer of the constrained empirical risk can be computed efficiently using linear algebra alone. This approach allows for highly scalable implementations optimized for GPUs. We validate the proposed methodology through extensive benchmarking on real-world tasks, including electricity demand forecasting and tourism forecasting, achieving state-of-the-art performance.

Physics-informed machine learning typically integrates physical priors into the learning process by minimizing a loss function that includes both a data-driven term and a partial differential equation (PDE) regularization. Building on the formulation of the problem as a kernel regression task, we use Fourier methods to approximate the associated kernel, and propose a tractable estimator that minimizes the physics-informed risk function. We refer to this approach as physics-informed kernel learning (PIKL). This framework provides theoretical guarantees, enabling the quantification of the physical prior's impact on convergence speed. We demonstrate the numerical performance of the PIKL estimator through simulations, both in the context of hybrid modeling and in solving PDEs. In particular, we show that PIKL can outperform physics-informed neural networks in terms of both accuracy and computation time. Additionally, we identify cases where PIKL surpasses traditional PDE solvers, particularly in scenarios with noisy boundary conditions.

Physics-informed machine learning combines the expressiveness of data-based approaches with the interpretability of physical models. In this context, we consider a general regression problem where the empirical risk is regularized by a partial differential equation that quantifies the physical inconsistency. We prove that for linear differential priors, the problem can be formulated as a kernel regression task. Taking advantage of kernel theory, we derive convergence rates for the minimizer of the regularized risk and show that it converges at least at the Sobolev minimax rate. However, faster rates can be achieved, depending on the physical error. This principle is illustrated with a one-dimensional example, supporting the claim that regularizing the empirical risk with physical information can be beneficial to the statistical performance of estimators.

The transport sector is a major contributor to greenhouse gas emissions in Europe. Shifting to electric vehicles (EVs) powered by a low-carbon energy mix would reduce carbon emissions. However, to support the development of electric mobility, a better understanding of EV charging behaviours and more accurate forecasting models are needed. To fill that gap, the Smarter Mobility Data Challenge has focused on the development of forecasting models to predict EV charging station occupancy. This challenge involved analysing a dataset of 91 charging stations across four geographical areas over seven months in 2020-2021. The forecasts were evaluated at three levels of aggregation (individual stations, areas and global) to capture the inherent hierarchical structure of the data. The results highlight the potential of hierarchical forecasting approaches to accurately predict EV charging station occupancy, providing valuable insights for energy providers and EV users alike. This open dataset addresses many real-world challenges associated with time series, such as missing values, non-stationarity and spatio-temporal correlations.