Related papers: Considering Nonstationary within Multivariate Time…
Time series datasets are often composed of a variety of sequences from the same domain, but from different entities, such as individuals, products, or organizations. We are interested in how time series models can be specialized to…
The Hidden Markov Model (HMM) can predict the future value of a time series based on its current and previous values, making it a powerful algorithm for handling various types of time series. Numerous studies have explored the improvement…
Forecasting irregularly sampled multivariate time series with missing values (IMTS) is a fundamental challenge in domains such as healthcare, climate science, and biology. While recent advances in vision and time series forecasting have…
Given a set of synchronous time series, each associated with a sensor-point in space and characterized by inter-series relationships, the problem of spatiotemporal forecasting consists of predicting future observations for each point.…
Tensor time series (TTS) data, a generalization of one-dimensional time series on a high-dimensional space, is ubiquitous in real-world scenarios, especially in monitoring systems involving multi-source spatio-temporal data (e.g.,…
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…
Irregularly sampled time series (ISTS) are widespread in real-world scenarios, exhibiting asynchronous observations on uneven time intervals across variables. Existing ISTS forecasting methods often solely utilize historical observations to…
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…
Predicting time-series is of great importance in various scientific and engineering fields. However, in the context of limited and noisy data, accurately predicting dynamics of all variables in a high-dimensional system is a challenging…
The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…
Long-term forecasting of multivariate urban data poses a significant challenge due to the complex spatiotemporal dependencies inherent in such datasets. This paper presents DST, a novel multivariate time-series forecasting model that…
Spatio-temporal traffic prediction is crucial in intelligent transportation systems. The key challenge of accurate prediction is how to model the complex spatio-temporal dependencies and adapt to the inherent dynamics in data. Traditional…
Numerous industrial sectors necessitate models capable of providing robust forecasts across various horizons. Despite the recent strides in crafting specific architectures for time-series forecasting and developing pre-trained universal…
Modeling the joint distribution of extreme weather events in multiple locations is a challenging task with important applications. In this study, we use max-stable models to study extreme daily precipitation events in Switzerland. The…
Multivariate time series (MTS) forecasting has been extensively applied across diverse domains, such as weather prediction and energy consumption. However, current studies still rely on the vanilla point-wise self-attention mechanism to…
Multivariate Time Series Forecasting (MTSF) has long been a key research focus. Traditionally, these studies assume a fixed number of variables, but in real-world applications, Cyber-Physical Systems often expand as new sensors are…
Multivariate time series forecasting with hierarchical structure is pervasive in real-world applications, demanding not only predicting each level of the hierarchy, but also reconciling all forecasts to ensure coherency, i.e., the forecasts…
As a core technology of Intelligent Transportation System (ITS), traffic flow prediction has a wide range of applications. Traffic flow data are spatial-temporal, which are not only correlated to spatial locations in road networks, but also…
Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…
Irregular Multivariate Time Series (IMTS) forecasting is challenging due to the unaligned nature of multi-channel signals and the prevalence of extensive missing data. Existing methods struggle to capture reliable temporal patterns from…