Related papers: TimeMixer: Decomposable Multiscale Mixing for Time…

Recent advancements have underscored the impact of deep learning techniques on multivariate time series forecasting (MTSF). Generally, these techniques are bifurcated into two categories: Channel-independence and Channel-mixing approaches.…

Time series forecasting traditionally relies on unimodal numerical inputs, which often struggle to capture high-level semantic patterns due to their dense and unstructured nature. While recent approaches have explored representing time…

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Time series forecasting is a critical task that provides key information for decision-making. After traditional statistical and machine learning approaches, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs…

Rapid progress in machine learning and deep learning has enabled a wide range of applications in the electricity load forecasting of power systems, for instance, univariate and multivariate short-term load forecasting. Though the strong…

We present Timer-XL, a causal Transformer for unified time series forecasting. To uniformly predict multidimensional time series, we generalize next token prediction, predominantly adopted for 1D token sequences, to multivariate next token…

We consider the commonly encountered situation (e.g., in weather forecasting) where the goal is to predict the time evolution of a large, spatiotemporally chaotic dynamical system when we have access to both time series data of previous…

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…

The efficiency of business processes relies on business key performance indicators (Biz-KPIs), that can be negatively impacted by IT failures. Business and IT Observability (BizITObs) data fuses both Biz-KPIs and IT event channels together…

Early and accurate detection of anomalies in time series data is critical, given the significant risks associated with false or missed detections. While MLP-based mixer models have shown promise in time series analysis, they lack a…

Dynamic mode decomposition (DMD) is a widely used data-driven algorithm for predicting the future states of dynamical systems. However, its standard formulation often struggles with poor long-term predictive accuracy. To address this…

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

In this paper, we introduce Masked Multi-Step Multivariate Forecasting (MMMF), a novel and general self-supervised learning framework for time series forecasting with known future information. In many real-world forecasting scenarios, some…

Time series data is essential in various applications, including climate modeling, healthcare monitoring, and financial analytics. Understanding the contextual information associated with real-world time series data is often essential for…

Long-term time series forecasting (LTSF) is hampered by the challenge of modeling complex dependencies that span multiple temporal scales and frequency resolutions. Existing methods, including Transformer and MLP-based models, often…

Multivariate long-term time series forecasting is of great application across many domains, such as energy consumption and weather forecasting. With the development of transformer-based methods, the performance of multivariate long-term…

Time series prediction, a crucial task across various domains, faces significant challenges due to the inherent complexities of time series data, including non-stationarity, multi-scale periodicity, and transient dynamics, particularly when…

A key motivation in the development of Distributed Model Predictive Control (DMPC) is to accelerate centralized Model Predictive Control (MPC) for large-scale systems. DMPC has the prospect of scaling well by parallelizing computations…

Time series forecasting in specialized domains is often constrained by limited data availability, where conventional models typically require large-scale datasets to effectively capture underlying temporal dynamics. To tackle this few-shot…

Accurate and reliable energy time series prediction is of great significance for power generation planning and allocation. At present, deep learning time series prediction has become the mainstream method. However, the multi-scale time…