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Although Transformer-based methods have significantly improved state-of-the-art results for long-term series forecasting, they are not only computationally expensive but more importantly, are unable to capture the global view of time series…

While accuracy is a critical requirement for time series forecasting, an equally important desideratum is forecast stability across forecast creation dates (FCDs). Even highly accurate models can produce erratic revisions between FCDs,…

Continual learning (CL) aims to learn new tasks while retaining past knowledge, addressing the challenge of forgetting during task adaptation. Rehearsal-based methods, which replay previous samples, effectively mitigate forgetting. However,…

Recent deepfake detection studies often treat unseen sample detection as a ``zero-shot" task, training on images generated by known models but generalizing to unknown ones. A key real-world challenge arises when a model performs poorly on…

Many techniques have been developed, such as model compression, to make Deep Neural Networks (DNNs) inference more efficiently. Nevertheless, DNNs still lack excellent run-time dynamic inference capability to enable users trade-off accuracy…

Creating fake images and videos such as "Deepfake" has become much easier these days due to the advancement in Generative Adversarial Networks (GANs). Moreover, recent research such as the few-shot learning can create highly realistic…

In recent years, Deep Neural Networks (DNN) based methods have achieved remarkable performance in a wide range of tasks and have been among the most powerful and widely used techniques in computer vision. However, DNN-based methods are both…

In this work we propose a novel approach to utilize convolutional neural networks for time series forecasting. The time direction of the sequential data with spatial dimensions $D=1,2$ is considered democratically as the input of a…

This paper presents an ensemble forecasting method that shows strong results on the M4 Competition dataset by decreasing feature and model selection assumptions, termed DONUT (DO Not UTilize human beliefs). Our assumption reductions,…

Multivariate time series forecasting poses an ongoing challenge across various disciplines. Time series data often exhibit diverse intra-series and inter-series correlations, contributing to intricate and interwoven dependencies that have…

Accurate electricity demand forecasting is challenging due to the strong multi-periodicity of real-world demand series, which makes effective modeling of recurrent temporal patterns crucial. Decomposition techniques make such structure…

The integration of Fourier transform and deep learning opens new avenues for time series forecasting. We reconsider the Fourier transform from a basis functions perspective. Specifically, the real and imaginary parts of the frequency…

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Spiking neural networks (SNNs), inspired by the spiking behavior of biological neurons, provide a unique pathway for capturing the intricacies of temporal data. However, applying SNNs to time-series forecasting is challenging due to…

This study presents an enhanced multi-fidelity Deep Operator Network (DeepONet) framework for efficient spatio-temporal flow field prediction when high-fidelity data is scarce. Key innovations include: a merge network replacing traditional…

In this paper, we propose a frequency-time division network (FreqTimeNet) to improve the performance of deep learning (DL) based OFDM channel estimation. This FreqTimeNet is designed based on the orthogonality between the frequency domain…

Change detection as an interdisciplinary discipline in the field of computer vision and remote sensing at present has been receiving extensive attention and research. Due to the rapid development of society, the geographic information…

Short-term demand forecasting models commonly combine convolutional and recurrent layers to extract complex spatiotemporal patterns in data. Long-term histories are also used to consider periodicity and seasonality patterns as time series…

In this paper, we present SSDNet, a novel deep learning approach for time series forecasting. SSDNet combines the Transformer architecture with state space models to provide probabilistic and interpretable forecasts, including trend and…

Time series forecasting is critical for many applications, where deep learning-based point prediction models have demonstrated strong performance. However, in practical scenarios, there is also a need to quantify predictive uncertainty…