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Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…
Recent efforts have been dedicated to enhancing time series forecasting accuracy by introducing advanced network architectures and self-supervised pretraining strategies. Nevertheless, existing approaches still exhibit two critical…
Recent work on time-series models has leveraged self-supervised training to learn meaningful features and patterns in order to improve performance on downstream tasks and generalize to unseen modalities. While these pretraining methods have…
Crowd and flow predictions have been extensively studied in mobility data science. Traditional forecasting methods have relied on statistical models such as ARIMA, later supplemented by deep learning approaches like ST-ResNet. More…
By encoding time series as a string of numerical digits, we can frame time series forecasting as next-token prediction in text. Developing this approach, we find that large language models (LLMs) such as GPT-3 and LLaMA-2 can surprisingly…
The past decade has witnessed significant advances in time series modeling with deep learning. While achieving state-of-the-art results, the best-performing architectures vary highly across applications and domains. Meanwhile, for natural…
Time series forecasting aims to model temporal dependencies among variables for future state inference, holding significant importance and widespread applications in real-world scenarios. Although deep learning-based methods have achieved…
As a key component of power system production simulation, load forecasting is critical for the stable operation of power systems. Machine learning methods prevail in this field. However, the limited training data can be a challenge. This…
Over the years, network traffic analysis and generation have advanced significantly. From traditional statistical methods, the field has progressed to sophisticated deep learning techniques. This progress has improved the ability to detect…
Large language models (LLMs) such as generative pretrained transformers (GPTs) have shown potential for various commercial applications, but their applicability for materials design remains underexplored. In this article, we introduce…
Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…
In financial backtesting, large language models pretrained on internet-scale data risk introducing lookahead bias that undermines their forecasting validity, as they may have already seen the true outcome during training. To address this,…
Large Language Models (LLMs) have seen significant use in domains such as natural language processing and computer vision. Going beyond text, image and graphics, LLMs present a significant potential for analysis of time series data,…
In the smart grid of the future, accurate load forecasts on the level of individual clients can help to balance supply and demand locally and to prevent grid outages. While the number of monitored clients will increase with the ongoing…
Human mobility modeling from GPS-trajectories and synthetic trajectory generation are crucial for various applications, such as urban planning, disaster management and epidemiology. Both of these tasks often require filling gaps in a…
Current time-series forecasting models are primarily based on transformer-style neural networks. These models achieve long-term forecasting mainly by scaling up the model size rather than through genuinely autoregressive (AR) rollout. From…
Forecasting future outcomes from recent time series data is not easy, especially when the future data are different from the past (i.e. time series are under temporal drifts). Existing approaches show limited performances under data drifts,…
Time series analysis is pivotal in domains like financial forecasting and biomedical monitoring, yet traditional methods are constrained by limited nonlinear feature representation and long-term dependency capture. The emergence of Large…
The rapid advancement of Large Language Models (LLMs) has revolutionized various sectors by automating routine tasks, marking a step toward the realization of Artificial General Intelligence (AGI). However, they still struggle to…
Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…