Related papers: Efficient Time Series Forecasting via Hyper-Comple…
The intricate nature of time series data analysis benefits greatly from the distinct advantages offered by time and frequency domain representations. While the time domain is superior in representing local dependencies, particularly in…
The integration of Fourier transform and deep learning opens new avenues for time series forecasting. We reconsider the Fourier transform from a basis functions perspective. Specifically, the real and imaginary parts of the frequency…
Time series forecasters are widely used across various domains. Among them, MLP (multi-layer perceptron)-based forecasters have been proven to be more robust to noise compared to Transformer-based forecasters. However, MLP struggles to…
The short-time Fourier transform (STFT) is widely used for analyzing non-stationary signals. However, its performance is highly sensitive to its parameters, and manual or heuristic tuning often yields suboptimal results. To overcome this…
Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the High-Frequency Trading (HFT), forecasting for trading purposes is even a more challenging task…
The long horizon forecasting (LHF) problem has come up in the time series literature for over the last 35 years or so. This review covers aspects of LHF in this period and how deep learning has incorporated variants of trend, seasonality,…
Many audio signal processing methods are formulated in the time-frequency (T-F) domain which is obtained by the short-time Fourier transform (STFT). The properties of the STFT are fully characterized by window function, number of frequency…
High-frequency trading (HFT) represents a pivotal and intensely competitive domain within the financial markets. The velocity and accuracy of data processing exert a direct influence on profitability, underscoring the significance of this…
In this paper we investigate new results on the theory of superoscillations using time-frequency analysis tools and techniques such as the short-time Fourier transform (STFT) and the Zak transform. We start by studying how the short-time…
In recent years, the synchrosqueezing transform (SST) has gained popularity as a method for the analysis of signals that can be broken down into multiple components determined by instantaneous amplitudes and phases. One such version of SST,…
Recently, frequency transformation (FT) has been increasingly incorporated into deep learning models to significantly enhance state-of-the-art accuracy and efficiency in time series analysis. The advantages of FT, such as high efficiency…
Multivariate time-series forecasting plays a crucial role in many real-world applications. It is a challenging problem as one needs to consider both intra-series temporal correlations and inter-series correlations simultaneously. Recently,…
This paper presents a gradient-based method for on-the-fly optimization for both per-frame and per-frequency window length of the short-time Fourier transform (STFT), related to previous work in which we developed a differentiable version…
Time series forecasting is crucial in many fields, yet current deep learning models struggle with noise, data sparsity, and capturing complex multi-scale patterns. This paper presents MFF-FTNet, a novel framework addressing these challenges…
Given the significant potential of large language models (LLMs) in sequence modeling, emerging studies have begun applying them to time-series forecasting. Despite notable progress, existing methods still face two critical challenges: 1)…
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…
Recent developments related to the energy transition pose particular challenges for distribution grids. Hence, precise load forecasts become more and more important for effective grid management. Novel modeling approaches such as the…
While deep reinforcement learning (RL) has been demonstrated effective in solving complex control tasks, sample efficiency remains a key challenge due to the large amounts of data required for remarkable performance. Existing research…
Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…
In this paper, we revisit the use of spectrograms in neural networks, by making the window length a continuous parameter optimizable by gradient descent instead of an empirically tuned integer-valued hyperparameter. The contribution is…