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Financial time series prediction, a growing research topic, has attracted considerable interest from scholars, and several approaches have been developed. Among them, decomposition-based methods have achieved promising results. Most…
In this paper, we present \textbf{vLinear}, an effective yet efficient \textbf{linear}-based multivariate time series forecaster featuring two components: the \textbf{v}ecTrans module and the WFMLoss objective. Many state-of-the-art…
Time series forecasting is crucial for various applications, such as weather, traffic, electricity, and energy predictions. Currently, common time series forecasting methods are based on Transformers. However, existing approaches primarily…
Dynamic Mode Decomposition (DMD) is a powerful data-driven method used to extract spatio-temporal coherent structures that dictate a given dynamical system. The method consists of stacking collected temporal snapshots into a matrix and…
Deep probabilistic time series forecasting models have become an integral part of machine learning. While several powerful generative models have been proposed, we provide evidence that their associated inference models are oftentimes too…
The Empirical Mode Decomposition (EMD) provides a tool to characterize time series in terms of its implicit components oscillating at different time-scales. We apply this decomposition to intraday time series of the following three…
Signal decomposition (SD) approaches aim to decompose non-stationary signals into their constituent amplitude- and frequency-modulated components. This represents an important preprocessing step in many practical signal processing…
Dynamic mode decomposition (DMD) is a recently developed tool for the analysis of the behavior of complex dynamical systems. In this paper, we will propose an extension of DMD that exploits low-rank tensor decompositions of potentially…
Time series forecasting is widely used in extensive applications, such as traffic planning and weather forecasting. However, real-world time series usually present intricate temporal variations, making forecasting extremely challenging.…
Dynamic mode decomposition (DMD) has become a powerful data-driven method for analyzing the spatiotemporal dynamics of complex, high-dimensional systems. However, conventional DMD methods are limited to matrix-based formulations, which…
Addressing complex meteorological processes at a fine spatial resolution requires substantial computational resources. To accelerate meteorological simulations, researchers have utilized neural networks to downscale meteorological variables…
In order to guarantee the safety of payload, crew, and structures, ships must exhibit good seakeeping, maneuverability, and structural-response performance, also when they operate in adverse weather conditions. In this context, the…
Forecasting complex time series is an important yet challenging problem that involves various industrial applications. Recently, masked time-series modeling has been proposed to effectively model temporal dependencies for forecasting by…
Dynamic mode decomposition (DMD) provides a principled approach to extract physically interpretable spatial modes from time-resolved flow field data, along with a linear model for how the amplitudes of these modes evolve in time. Recently,…
Dynamic mode decomposition (DMD) is a versatile approach that enables the construction of low-order models from data. Controller design tasks based on such models require estimates and guarantees on predictive accuracy. In this work, we…
Tactile Internet (TI) requires ultra-low latency and high reliability to ensure stability and transparency in touch-enabled teleoperation. However, variable delays and packet loss present significant challenges to maintaining immersive…
Modeling and predicting the dynamics of complex multiscale systems remains a significant challenge due to their inherent nonlinearities and sensitivity to initial conditions, as well as limitations of traditional machine learning methods…
Aero-optical beam control relies on the development of low-latency forecasting techniques to quickly predict wavefronts aberrated by the Turbulent Boundary Layer (TBL) around an airborne optical system, and its study applies to a…
The simulation of atmospheric flows by means of traditional discretization methods remains computationally intensive, hindering the achievement of high forecasting accuracy in short time frames. In this paper, we apply three reduced order…
We introduce a new adaptive decomposition tool, which we refer to as Nonlinear Mode Decomposition (NMD). It decomposes a given signal into a set of physically meaningful oscillations for any waveform, simultaneously removing the noise. NMD…