Related papers: Exploring Progress in Multivariate Time Series For…
Multivariate time series (MTS) forecasting is an essential problem in many fields. Accurate forecasting results can effectively help decision-making. To date, many MTS forecasting methods have been proposed and widely applied. However,…
Performance unfairness among variables widely exists in multivariate time series (MTS) forecasting models since such models may attend/bias to certain (advantaged) variables. Addressing this unfairness problem is important for equally…
Multivariate time series (MTS) forecasting is crucial in many real-world applications. To achieve accurate MTS forecasting, it is essential to simultaneously consider both intra- and inter-series relationships among time series data.…
Multivariate time series forecasting involves two qualitatively distinct factors: (i) stable within-series autoregressive (AR) dynamics, and (ii) intermittent cross-dimension interactions that can become spurious over long horizons. We…
Irregular multivariate time series (IMTS) is characterized by the lack of synchronized observations across its different channels. In this paper, we point out that this channel-wise asynchrony can lead to poor channel-wise modeling of…
The diversity of time series applications and scarcity of domain-specific data highlight the need for time-series models with strong few-shot learning capabilities. In this work, we propose a novel training scheme and a transformer-based…
This paper introduces a novel spatiotemporal feature representation model designed to address the limitations of traditional methods in multidimensional time series (MTS) analysis. The proposed approach converts MTS into one-dimensional…
Multivariate time-series (MTS) forecasting is a challenging task in many real-world non-stationary dynamic scenarios. In addition to intra-series temporal signals, the inter-series dependency also plays a crucial role in shaping future…
Multivariate time series (MTS) have become increasingly common in healthcare domains where human vital signs and laboratory results are collected for predictive diagnosis. Recently, there have been increasing efforts to visualize healthcare…
Multivariate time-series (MTS) forecasting is fundamental to applications ranging from urban mobility and resource management to climate modeling. While recent generative models based on denoising diffusion have advanced state-of-the-art…
Multivariate Time Series (MTS) data capture temporal behaviors to provide invaluable insights into various physical dynamic phenomena. In smart mobility, MTS plays a crucial role in providing temporal dynamics of behaviors such as maneuver…
Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…
We investigate the optimal structure of dynamic regression models used in multivariate time series prediction and propose a scheme to form the lagged variable structure called Backward-in-Time Selection (BTS) that takes into account…
Correlated time series (CTS) forecasting plays an essential role in many practical applications, such as traffic management and server load control. Many deep learning models have been proposed to improve the accuracy of CTS forecasting.…
Multivariate time series (MTS) forecasting has shown great importance in numerous industries. Current state-of-the-art graph neural network (GNN)-based forecasting methods usually require both graph networks (e.g., GCN) and temporal…
Multivariate time-series (MTS) forecasting is a paramount and fundamental problem in many real-world applications. The core issue in MTS forecasting is how to effectively model complex spatial-temporal patterns. In this paper, we develop a…
Multivariate time series (MTS) are ubiquitous in domains such as healthcare, climate science, and industrial monitoring, but their high dimensionality, limited labeled data, and non-stationary nature pose significant challenges for…
Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…
Self-supervised representation learning of Multivariate Time Series (MTS) is a challenging task and attracts increasing research interests in recent years. Many previous works focus on the pretext task of self-supervised learning and…
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…