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Time-series forecasting finds broad applications in real-world scenarios. Due to the dynamic nature of time series data, it is important for time-series forecasting models to handle potential distribution shifts over time. In this paper, we…

Time series forecasting has widespread applications in urban life ranging from air quality monitoring to traffic analysis. However, accurate time series forecasting is challenging because real-world time series suffer from the distribution…

We give the first provably efficient algorithms for learning neural networks with distribution shift. We work in the Testable Learning with Distribution Shift framework (TDS learning) of Klivans et al. (2024), where the learner receives…

Recent work on provably efficient algorithms for learning with distribution shift has focused on two models: PQ learning (Goldwasser et al. (2020)) and TDS learning (Klivans et al. (2024)). Algorithms for TDS learning are allowed to reject…

Time series has wide applications in the real world and is known to be difficult to forecast. Since its statistical properties change over time, its distribution also changes temporally, which will cause severe distribution shift problem to…

Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters…

While most ML models expect independent and identically distributed data, this assumption is often violated in real-world scenarios due to distribution shifts, resulting in the degradation of machine learning model performance. Until now,…

Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

In many real-world scenarios, distribution shifts exist in the streaming data across time steps. Many complex sequential data can be effectively divided into distinct regimes that exhibit persistent dynamics. Discovering the shifted…

In recent years, both online and offline deep learning models have been developed for time series forecasting. However, offline deep forecasting models fail to adapt effectively to changes in time-series data, while online deep forecasting…

While most time series are non-stationary, it is inevitable for models to face the distribution shift issue in time series forecasting. Existing solutions manipulate statistical measures (usually mean and std.) to adjust time series…

Accurate Multivariate Time Series (MTS) forecasting is crucial for collaborative design of complex systems, Digital Twin building, and maintenance ahead of time. However, the collaborative industrial environment presents new challenges for…

Time-series forecasting (TSF) finds broad applications in real-world scenarios. Due to the dynamic nature of time-series data, it is crucial to equip TSF models with out-of-distribution (OOD) generalization abilities, as historical training…

A fundamental notion of distance between train and test distributions from the field of domain adaptation is discrepancy distance. While in general hard to compute, here we provide the first set of provably efficient algorithms for testing…

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…

Real-world time series are influenced by numerous factors and exhibit complex non-stationary characteristics. Non-stationarity can lead to distribution shifts, where the statistical properties of time series change over time, negatively…

Time Series foundation models (TSFMs) deliver strong forecasting performance through large-scale pretraining, but their large parameter sizes make deployment costly. While knowledge distillation offers a natural and effective approach for…

Recent studies have indicated that vision models pre-trained on images can serve as time series foundation models (TSFMs) by reformulating time series forecasting (TSF) as image reconstruction. However, effective cross-modal transfer from…

Traditional neural network regression models provide only point estimates, failing to capture predictive uncertainty. Probabilistic neural networks (PNNs) address this limitation by producing output distributions, enabling the construction…

Recent work of Klivans, Stavropoulos, and Vasilyan initiated the study of testable learning with distribution shift (TDS learning), where a learner is given labeled samples from training distribution $\mathcal{D}$, unlabeled samples from…