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Temporal non-stationarity, the phenomenon that time series distributions change over time, poses fundamental challenges to reliable time series forecasting. Intuitively, the complex time series can be decomposed into two factors, \ie…
Dynamic Mode Decomposition (DMD) is a data-driven decomposition technique extracting spatio-temporal patterns of time-dependent phenomena. In this paper, we perform a comprehensive theoretical analysis of various variants of DMD. We provide…
Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…
Predicting individual mobility patterns is crucial across various applications. While current methods mainly focus on predicting the next location for personalized services like recommendations, they often fall short in supporting broader…
Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on…
Multivariate time series forecasting (MTSF) seeks to model temporal dynamics among variables to predict future trends. Transformer-based models and large language models (LLMs) have shown promise due to their ability to capture long-range…
Time series forecasting presents significant challenges due to the complex temporal dependencies at multiple time scales. This paper introduces ScatterFusion, a novel framework that synergistically integrates scattering transforms with…
In this study, we present meta-sequential prediction (MSP), an unsupervised framework to learn the symmetry from the time sequence of length at least three. Our method leverages the stationary property (e.g. constant velocity, constant…
We introduce Mosaic, a probabilistic weather forecasting model that addresses three failure modes of spectral degradation in ML-based weather prediction: spectral damping (statistical), high-frequency aliasing (architectural), and residual…
Spatio-temporal (ST) data, which represent multiple time series data corresponding to different spatial locations, are ubiquitous in real-world dynamic systems, such as air quality readings. Forecasting over ST data is of great importance…
Dynamic Mode Decomposition (DMD) is a powerful tool for extracting spatial and temporal patterns from multi-dimensional time series, and it has been used successfully in a wide range of fields, including fluid mechanics, robotics, and…
Downscaling (DS) of meteorological variables involves obtaining high-resolution states from low-resolution meteorological fields and is an important task in weather forecasting. Previous methods based on deep learning treat downscaling as a…
In recent years, finding an effective and efficient strategy for exploiting spatial and temporal information has been a hot research topic in video saliency prediction (VSP). With the emergence of spatio-temporal transformers, the weakness…
Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…
Multivariate Time Series Classification (MTSC) is crucial in extensive practical applications, such as environmental monitoring, medical EEG analysis, and action recognition. Real-world time series datasets typically exhibit complex…
Accurate spatial-temporal traffic flow forecasting is crucial in aiding traffic managers in implementing control measures and assisting drivers in selecting optimal travel routes. Traditional deep-learning based methods for traffic flow…
Time series is a special type of sequence data, a sequence of real-valued random variables collected at even intervals of time. The real-world multivariate time series comes with noises and contains complicated local and global temporal…
Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals. The core challenge is to effectively combine temporal numerical patterns with the context…
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…
Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for…