Related papers: Deep Frequency Derivative Learning for Non-station…
Generating high quality uncertainty estimates for sequential regression, particularly deep recurrent networks, remains a challenging and open problem. Existing approaches often make restrictive assumptions (such as stationarity) yet still…
This paper investigates signal prediction through the perfect reconstruction of signals from shift-invariant spaces using nonuniform samples of both the signal and its derivatives. The key advantage of derivative sampling is its ability to…
Time series prediction is often complicated by distribution shift which demands adaptive models to accommodate time-varying distributions. We frame time series prediction under distribution shift as a weighted empirical risk minimisation…
Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…
Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…
Decision Trees (DTs) are commonly used for many machine learning tasks due to their high degree of interpretability. However, learning a DT from data is a difficult optimization problem, as it is non-convex and non-differentiable.…
Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…
We introduce an interpretable deep learning model for multivariate time series forecasting that prioritizes both predictive performance and interpretability - key requirements for understanding complex physical phenomena. Our model not only…
Deep learning (DL) approaches are being increasingly used for time-series forecasting, with many efforts devoted to designing complex DL models. Recent studies have shown that the DL success is often attributed to effective data…
Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex probability distributions. While such models have achieved…
Deep neural networks (DNNs) are increasingly being used in autonomous systems. However, DNNs do not generalize well to domain shift. Adapting to a continuously evolving environment is a safety-critical challenge inevitably faced by all…
Accurate spectrum demand prediction is crucial for informed spectrum allocation, effective regulatory planning, and fostering sustainable growth in modern wireless communication networks. It supports governmental efforts, particularly those…
This paper presents \textbf{FreEformer}, a simple yet effective model that leverages a \textbf{Fre}quency \textbf{E}nhanced Trans\textbf{former} for multivariate time series forecasting. Our work is based on the assumption that the…
Image Representation learning via input reconstruction is a common technique in machine learning for generating representations that can be effectively utilized by arbitrary downstream tasks. A well-established approach is using…
Improving the generalization ability of Deep Neural Networks (DNNs) is critical for their practical uses, which has been a longstanding challenge. Some theoretical studies have uncovered that DNNs have preferences for some frequency…
We develop the basic building blocks of a frequency domain framework for drawing statistical inferences on the second-order structure of a stationary sequence of functional data. The key element in such a context is the spectral density…
Dynamic graph signal processing provides a principled framework for analyzing time-varying data defined on irregular graph domains. However, existing joint time-vertex transforms such as the joint time-vertex fractional Fourier transform…
Accurate time series forecasting is a highly valuable endeavour with applications across many industries. Despite recent deep learning advancements, increased model complexity, and larger model sizes, many state-of-the-art models often…
Diffusion-based models have significant achievements in time series generation but suffer from inefficient computation: solving high-dimensional ODEs/SDEs via iterative numerical solvers demands hundreds to thousands of drift function…
Spectrum prediction is considered to be a promising technology that enhances spectrum efficiency by assisting dynamic spectrum access (DSA) in cognitive radio networks (CRN). Nonetheless, the highly nonlinear nature of spectrum data across…