Related papers: SpectraNet: Multivariate Forecasting and Imputatio…
Irregularly-sampled time series occur in many domains including healthcare. They can be challenging to model because they do not naturally yield a fixed-dimensional representation as required by many standard machine learning models. In…
Various deep learning models, especially some latest Transformer-based approaches, have greatly improved the state-of-art performance for long-term time series forecasting.However, those transformer-based models suffer a severe…
Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal…
Urban forecasting models often face a severe data imbalance problem: only a few cities have dense, long-span records, while many others expose short or incomplete histories. Direct transfer from data-rich to data-scarce cities is unreliable…
We present a framework for generating multiple imputations for continuous data when the missing data mechanism is unknown. Imputations are generated from more than one imputation model in order to incorporate uncertainty regarding the…
We introduce and analyze a variant of multivariate singular spectrum analysis (mSSA), a popular time series method to impute and forecast a multivariate time series. Under a spatio-temporal factor model we introduce, given $N$ time series…
Cultivation experiments often produce sparse and irregular time series. Classical approaches based on mechanistic models, like Maximum Likelihood fitting or Monte-Carlo Markov chain sampling, can easily account for sparsity and time-grid…
An effective understanding of the contextual environment and accurate motion forecasting of surrounding agents is crucial for the development of autonomous vehicles and social mobile robots. This task is challenging since the behavior of an…
Accurate imputation is essential for the reliability and success of downstream tasks. Recently, diffusion models have attracted great attention in this field. However, these models neglect the latent distribution in a lower-dimensional…
We introduce SiamTST, a novel representation learning framework for multivariate time series. SiamTST integrates a Siamese network with attention, channel-independent patching, and normalization techniques to achieve superior performance.…
A novel approach is suggested for improving the accuracy of fault detection in distribution networks. This technique combines adaptive probability learning and waveform decomposition to optimize the similarity of features. Its objective is…
Spatiotemporal (ST) data collected by sensors can be represented as multi-variate time series, which is a sequence of data points listed in an order of time. Despite the vast amount of useful information, the ST data usually suffer from the…
The non-stationary nature of real-world Multivariate Time Series (MTS) data presents forecasting models with a formidable challenge of the time-variant distribution of time series, referred to as distribution shift. Existing studies on the…
In this work we propose for the first time a transformer-based framework for unsupervised representation learning of multivariate time series. Pre-trained models can be potentially used for downstream tasks such as regression and…
Sufficiently modeling the correlations among variables (aka channels) is crucial for achieving accurate multivariate time series forecasting (MTSF). In this paper, we propose a novel technique called Temporal Query (TQ) to more effectively…
Distributed aggregation allows the derivation of a given global aggregate property from many individual local values in nodes of an interconnected network system. Simple aggregates such as minima/maxima, counts, sums and averages have been…
In many machine learning applications, we are faced with incomplete datasets. In the literature, missing data imputation techniques have been mostly concerned with filling missing values. However, the existence of missing values is…
Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…
Accurate sleep stage classification across datasets remains challenging due to variability in EEG channel montages, sampling rates, recording environments, and subject populations. Although deep learning has shown considerable promise for…
Urban time series data forecasting featuring significant contributions to sustainable development is widely studied as an essential task of the smart city. However, with the dramatic and rapid changes in the world environment, the…