Related papers: Forecasting Multilinear Data via Transform-Based T…

We propose a technique to develop (and localize in) topological maps from light detection and ranging (Lidar) data. Localizing an autonomous vehicle with respect to a reference map in real-time is crucial for its safe operation. Owing to…

A threshold autoregressive (TAR) model is a powerful tool for analyzing nonlinear multivariate time series, which includes special cases like self-exciting threshold autoregressive (SETAR) models and vector autoregressive (VAR) models. In…

The classical vector autoregressive model is a fundamental tool for multivariate time series analysis. However, it involves too many parameters when the number of time series and lag order are even moderately large. This paper proposes to…

Spatiotemporal data is very common in many applications, such as manufacturing systems and transportation systems. It is typically difficult to be accurately predicted given intrinsic complex spatial and temporal correlations. Most of the…

Transformer-based methods have shown great potential in long-term time series forecasting. However, most of these methods adopt the standard point-wise self-attention mechanism, which not only becomes intractable for long-term forecasting…

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…

A fundamental aspect of relational data, such as from a social network, is the possibility of dependence among the relations. In particular, the relations between members of one pair of nodes may have an effect on the relations between…

The widespread use of multi-sensor technology and the emergence of big datasets has highlighted the limitations of standard flat-view matrix models and the necessity to move towards more versatile data analysis tools. We show that…

Recently, tensor time-series forecasting has gained increasing attention, whose core requirement is how to perform dimensionality reduction. In this paper, we establish a least square optimization model by combining tensor singular value…

We reinterpret Visual Autoregressive (VAR) models as iterative refinement models to identify which design choices drive their quality-efficiency trade-off. Instead of treating VAR only as next-scale autoregression, we formalise it as a…

Vector autoregression (VAR) is a fundamental tool for modeling multivariate time series. However, as the number of component series is increased, the VAR model becomes overparameterized. Several authors have addressed this issue by…

Multivariate spatio-temporal data arise more and more frequently in a wide range of applications; however, there are relatively few general statistical methods that can readily use that incorporate spatial, temporal and variable…

Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…

In this work, we propose \texttt{TimeGrad}, an autoregressive model for multivariate probabilistic time series forecasting which samples from the data distribution at each time step by estimating its gradient. To this end, we use diffusion…

Appropriate models for spatially autocorrelated data account for the fact that observations are not independent. A popular model in this context is the simultaneous autoregressive (SAR) model that allows to model the spatial dependency…

We apply methods from randomized numerical linear algebra (RandNLA) to develop improved algorithms for the analysis of large-scale time series data. We first develop a new fast algorithm to estimate the leverage scores of an autoregressive…

Modeling human mobility is vital for extensive applications such as transportation planning and epidemic modeling. With the rise of the Artificial Intelligence Generated Content (AIGC) paradigm, recent works explore synthetic trajectory…

Recent work has shown that simple linear models can outperform several Transformer based approaches in long term time-series forecasting. Motivated by this, we propose a Multi-layer Perceptron (MLP) based encoder-decoder model, Time-series…

We study the problem of modelling high-dimensional, heavy-tailed time series data via a factor-adjusted vector autoregressive (VAR) model, which simultaneously accounts for pervasive co-movements of the variables by a handful of factors, as…

The analysis of multidimensional data is becoming a more and more relevant topic in statistical and machine learning research. Given their complexity, such data objects are usually reshaped into matrices or vectors and then analysed.…