Related papers: Beyond Data Scarcity: A Frequency-Driven Framework…

The ability to forecast far into the future is highly beneficial to many applications, including but not limited to climatology, energy consumption, and logistics. However, due to noise or measurement error, it is questionable how far into…

Time series forecasting drives operational decisions in areas like finance, transportation, and energy. While supervised learning approaches achieve strong performance, they require domain-specific training, feature engineering, and ongoing…

Despite the rapid expansion of smart grids and large volumes of data at the individual consumer level, there are still various cases where adequate data collection to train accurate load forecasting models is challenging or even impossible.…

Foundation Models are designed to serve as versatile embedding machines, with strong zero shot capabilities and superior generalization performance when fine-tuned on diverse downstream tasks. While this is largely true for language and…

The diversity of time series applications and scarcity of domain-specific data highlight the need for time-series models with strong few-shot learning capabilities. In this work, we propose a novel training scheme and a transformer-based…

Diffusion and flow-based models have enabled significant progress in generation tasks across various modalities and have recently found applications in predictive learning. However, unlike typical generation tasks that encourage sample…

Mining time-frequency features is critical for time series forecasting. Existing research has predominantly focused on modeling low-frequency patterns, where most time series energy is concentrated. The overlooking of mid to high frequency…

Time series foundation models (TSFMs) have become increasingly popular for zero-shot forecasting. However, for a new time series domain not fully covered by the pretraining set, performance can suffer. Therefore, when a practitioner cares…

Synthetic data can improve generalization when real data is scarce, but excessive reliance may introduce distributional mismatches that degrade performance. In this paper, we present a learning-theoretic framework to quantify the trade-off…

Offline reinforcement learning (RL) offers a promising framework for training agents using pre-collected datasets without the need for further environment interaction. However, policies trained on offline data often struggle to generalise…

One of the limiting factors in training data-driven, rare-event prediction algorithms is the scarcity of the events of interest resulting in an extreme imbalance in the data. There have been many methods introduced in the literature for…

Data generation-based zero-shot learning, although effective in training Small Task-specific Models (STMs) via synthetic datasets generated by Pre-trained Language Models (PLMs), is often limited by the low quality of such synthetic…

Synthetic training data has gained prominence in numerous learning tasks and scenarios, offering advantages such as dataset augmentation, generalization evaluation, and privacy preservation. Despite these benefits, the efficiency of…

Distributed computing systems often consist of hundreds of nodes, executing tasks with different resource requirements. Efficient resource provisioning and task scheduling in such systems are non-trivial and require close monitoring and…

Mislabeled, duplicated, or biased data in real-world scenarios can lead to prolonged training and even hinder model convergence. Traditional solutions prioritizing easy or hard samples lack the flexibility to handle such a variety…

Forecast combinations have been widely applied in the last few decades to improve forecasting. Estimating optimal weights that can outperform simple averages is not always an easy task. In recent years, the idea of using time series…

The success of AI models relies on the availability of large, diverse, and high-quality datasets, which can be challenging to obtain due to data scarcity, privacy concerns, and high costs. Synthetic data has emerged as a promising solution…

Data is vital in enabling machine learning models to advance research and practical applications in finance, where accurate and robust models are essential for investment and trading decision-making. However, real-world data is limited…

We present TimeFound, an encoder-decoder transformer-based time series foundation model for out-of-the-box zero-shot forecasting. To handle time series data from various domains, TimeFound employs a multi-resolution patching strategy to…

Financial time-series forecasting is critical for maintaining economic stability, guiding informed policymaking, and promoting sustainable investment practices. However, it remains challenging due to various underlying pattern shifts. These…