Related papers: ScoreGrad: Multivariate Probabilistic Time Series …
This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrated with current univariate methods. Our approach allows to…
Multivariate time series classification is a task with increasing importance due to the proliferation of new problems in various fields (economy, health, energy, transport, crops, etc.) where a large number of information sources are…
Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…
Counterfactual explanations aim to enhance model transparency by showing how inputs can be minimally altered to change predictions. For multivariate time series, existing methods often generate counterfactuals that are invalid, implausible,…
We consider a setting where multiple entities inter-act with each other over time and the time-varying statuses of the entities are represented as multiple correlated time series. For example, speed sensors are deployed in different…
Despite recent advances, the remaining bottlenecks in deep generative models are necessity of extensive training and difficulties with generalization from small number of training examples. We develop a new generative model called…
Determining conditional independence (CI) relationships between random variables is a fundamental yet challenging task in machine learning and statistics, especially in high-dimensional settings. Existing generative model-based CI testing…
We introduce the concept of programmable feature engineering for time series modeling and propose a feature programming framework. This framework generates large amounts of predictive features for noisy multivariate time series while…
This paper presents the R package GAS for the analysis of time series under the Generalized Autoregressive Score (GAS) framework of Creal et al. (2013) and Harvey (2013). The distinctive feature of the GAS approach is the use of the score…
Counterfactual learning has become promising for understanding and modeling causality in complex and dynamic systems. This paper presents a novel method for counterfactual learning in the context of multivariate time series analysis and…
Power system state forecasting has gained more attention in real-time operations recently. Unique challenges to energy systems are emerging with the massive deployment of renewable energy resources. As a result, power system state…
Seasonal time series Forecasting remains a challenging problem due to the long-term dependency from seasonality. In this paper, we propose a two-stage framework to forecast univariate seasonal time series. The first stage explicitly learns…
Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…
Trajectory prediction plays a vital role in automotive radar systems, facilitating precise tracking and decision-making in autonomous driving. Generative adversarial networks with the ability to learn a distribution over future trajectories…
Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…
This research explores the application of Multimodal Generative AI to enhance story point estimation in Agile software development. By integrating text, image, and categorical data using advanced models like BERT, CNN, and XGBoost, our…
These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…
The widespread adoption of wearable sensors has the potential to provide massive and heterogeneous time series data, driving the use of Artificial Intelligence in human sensing applications. However, data collection remains limited due to…
This paper introduces an innovative interval prediction methodology aimed at addressing the limitations of current evaluation indicators while enhancing prediction accuracy and reliability. To achieve this, new evaluation metrics are…
Power demand forecasting is a critical task for achieving efficiency and reliability in power grid operation. Accurate forecasting allows grid operators to better maintain the balance of supply and demand as well as to optimize operational…