Related papers: Long Horizon Forecasting With Temporal Point Proce…

Accurate temporal prediction is the bridge between comprehensive scene understanding and embodied artificial intelligence. However, predicting multiple fine-grained states of a scene at multiple temporal scales is difficult for…

In this work, we identify open research opportunities in applying Neural Temporal Point Process (NTPP) models to industry scale customer behavior data by carefully reproducing NTPP models published up to date on known literature benchmarks…

Modeling event dynamics is central to many disciplines. Patterns in observed event arrival times are commonly modeled using point processes. Such event arrival data often exhibits self-exciting, heterogeneous and sporadic trends, which is…

This work introduces a novel approach to modeling temporal point processes using diffusion models with an asynchronous noise schedule. At each step of the diffusion process, the noise schedule injects noise of varying scales into different…

Multi-variate time series (MTS) data is a ubiquitous class of data abstraction in the real world. Any instance of MTS is generated from a hybrid dynamical system and their specific dynamics are usually unknown. The hybrid nature of such a…

The large volumes of data generated by human activities such as online purchases, health records, spatial mobility etc. are stored as a sequence of events over a continuous time. Learning deep learning methods over such sequences is a…

The multivariate Hawkes process (MHP) is widely used for analyzing data streams that interact with each other, where events generate new events within their own dimension (via self-excitation) or across different dimensions (via…

Effectively modeling non-stationary dynamics in probabilistic multivariate time series(MTS) forecasting requires balancing expressiveness with robustness. Existing parametric approaches benefit from strong inductive biases but lack…

Predicting the demand for electricity with uncertainty helps in planning and operation of the grid to provide reliable supply of power to the consumers. Machine learning (ML)-based demand forecasting approaches can be categorized into (1)…

Long-term time series forecasting plays an important role in various real-world scenarios. Recent deep learning methods for long-term series forecasting tend to capture the intricate patterns of time series by decomposition-based or…

Asynchronous time series, also known as temporal event sequences, are the basis of many applications throughout different industries. Temporal point processes(TPPs) are the standard method for modeling such data. Existing TPP models have…

Determinantal point processes (DPPs) are elegant probabilistic models of repulsion that arise in quantum physics and random matrix theory. In contrast to traditional structured models like Markov random fields, which become intractable and…

Numerous powerful point process models have been developed to understand temporal patterns in sequential data from fields such as health-care, electronic commerce, social networks, and natural disaster forecasting. In this paper, we develop…

This paper presents a robust hierarchical MPC (H-MPC) for dynamic systems with slow states subject to demand forecast uncertainty. The H-MPC has two layers: (i) the scheduling MPC at the upper layer with a relatively long…

Human beings always engage in a vast range of activities and tasks that demonstrate their ability to adapt to different scenarios. Any human activity can be represented as a temporal sequence of actions performed to achieve a certain goal.…

Delivering precise point and distributional forecasts across a spectrum of prediction horizons represents a significant and enduring challenge in the application of time-series forecasting within various industries. Prior research on…

Learning the dynamics of spatiotemporal events is a fundamental problem. Neural point processes enhance the expressivity of point process models with deep neural networks. However, most existing methods only consider temporal dynamics…

The classical temporal point process (TPP) constructs an intensity function by taking the occurrence times into account. Nevertheless, occurrence time may not be the only relevant factor, other contextual data, termed covariates, may also…

Time series forecasting is crucial for applications like resource scheduling and risk management, where multi-step predictions provide a comprehensive view of future trends. Uncertainty Quantification (UQ) is a mainstream approach for…

Deep learning methods have been exerting their strengths in long-term time series forecasting. However, they often struggle to strike a balance between expressive power and computational efficiency. Resorting to multi-layer perceptrons…