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The attention mechanism has demonstrated remarkable potential in sequence modeling, exemplified by its successful application in natural language processing with models such as Bidirectional Encoder Representations from Transformers (BERT)…
Time series forecasting is a critical task in domains such as energy, finance, and meteorology, where accurate long-term predictions are essential. While Transformer-based models have shown promise in capturing temporal dependencies, their…
Modeling continuous-time dynamics on irregular time series is critical to account for data evolution and correlations that occur continuously. Traditional methods including recurrent neural networks or Transformer models leverage inductive…
Financial markets are inherently volatile and prone to sudden disruptions such as market crashes, flash collapses, and liquidity crises. Accurate anomaly detection and early risk forecasting in financial time series are therefore crucial…
An Anomaly Detection (AD) System for Self-diagnosis has been developed for Multiphase Flow Meter (MPFM). The system relies on machine learning algorithms for time series forecasting, historical data have been used to train a model and to…
The continued digitization of societal processes translates into a proliferation of time series data that cover applications such as fraud detection, intrusion detection, and energy management, where anomaly detection is often essential to…
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…
Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…
Time series data, including univariate and multivariate ones, are characterized by unique composition and complex multi-scale temporal variations. They often require special consideration of decomposition and multi-scale modeling to…
This work presents an introduction to feature-based time-series analysis. The time series as a data type is first described, along with an overview of the interdisciplinary time-series analysis literature. I then summarize the range of…
We consider the mathematical background of the wavefront sensor type that is widely used in Adaptive Optics systems for astronomy, microscopy, and ophthalmology. The theoretical analysis of the pyramid sensor forward operators presented in…
Time series forecasting is widely used in the fields of equipment life cycle forecasting, weather forecasting, traffic flow forecasting, and other fields. Recently, some scholars have tried to apply Transformer to time series forecasting…
Many real-world time series exhibit multiple seasonality with different lengths. The removal of seasonal components is crucial in numerous applications of time series, including forecasting and anomaly detection. However, many…
Periodicity is often studied in timeseries modelling with autoregressive methods but is less popular in the kernel literature, particularly for higher dimensional problems such as in textures, crystallography, and quantum mechanics. Large…
With the proliferation of mobile sensing techniques, huge amounts of time series data are generated and accumulated in various domains, fueling plenty of real-world applications. In this setting, time series anomaly detection is practically…
We develop methodology and theory for the detection of a phase transition in a time-series of high-dimensional random matrices. In the model we study, at each time point \( t = 1,2,\ldots \), we observe a deformed Wigner matrix \(…
Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…
What can we learn about a scene by watching it for months or years? A video recorded over a long timespan will depict interesting phenomena at multiple timescales, but identifying and viewing them presents a challenge. The video is too long…
It is imperative to discern the relationships between multiple time series for accurate forecasting. In particular, for stock prices, components are often divided into groups with the same characteristics, and a model that extracts…
Time series anomaly detection has applications in a wide range of research fields and applications, including manufacturing and healthcare. The presence of anomalies can indicate novel or unexpected events, such as production faults, system…