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Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Deep learning utilizing transformers has recently achieved a lot of success in many vital areas such as natural language processing, computer vision, anomaly detection, and recommendation systems, among many others. Among several merits of…

Multivariate time series forecasting requires models to simultaneously capture variable-wise structural dependencies and generalize across diverse tasks. While structural encoders are effective in modeling feature interactions, they lack…

To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do…

We introduce a model-agnostic forward diffusion process for time-series forecasting that decomposes signals into spectral components, preserving structured temporal patterns such as seasonality more effectively than standard diffusion.…

Transformer-based models for anomaly detection in multivariate time series can benefit from the self-attention mechanism due to its advantage in modeling long-term dependencies. However, Transformer-based anomaly detection models have…

The Transformer model has shown leading performance in time series forecasting. Nevertheless, in some complex scenarios, it tends to learn low-frequency features in the data and overlook high-frequency features, showing a frequency bias.…

Predicting time-series is of great importance in various scientific and engineering fields. However, in the context of limited and noisy data, accurately predicting dynamics of all variables in a high-dimensional system is a challenging…

Time series generation focuses on modeling the underlying data distribution and resampling to produce authentic time series data. Key components, such as trend and seasonality, drive temporal fluctuations, yet many existing approaches fail…

Among the existing Transformer-based multivariate time series forecasting methods, iTransformer, which treats each variable sequence as a token and only explicitly extracts cross-variable dependencies, and PatchTST, which adopts a…

Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually…

Time series data is a prevalent form of data found in various fields. It consists of a series of measurements taken over time. Forecasting is a crucial application of time series models, where future values are predicted based on historical…

The increasing severity of climate change necessitates an urgent transition to renewable energy sources, making the large-scale adoption of wind energy crucial for mitigating environmental impact. However, the inherent uncertainty of wind…

Dynamic link prediction plays a crucial role in diverse applications including social network analysis, communication forecasting, and financial modeling. While recent Transformer-based approaches have demonstrated promising results in…

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…

Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…

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…

Transformer-based time series forecasting has recently gained strong interest due to the ability of transformers to model sequential data. Most of the state-of-the-art architectures exploit either temporal or inter-channel dependencies,…

Transformers have shown great power in time series forecasting due to their global-range modeling ability. However, their performance can degenerate terribly on non-stationary real-world data in which the joint distribution changes over…

Multivariate time series forecasting tasks are usually conducted in a channel-dependent (CD) way since it can incorporate more variable-relevant information. However, it may also involve a lot of irrelevant variables, and this even leads to…