Related papers: tempdisagg: A Python Framework for Temporal Disagg…
Time series forecasting represents a significant and challenging task across various fields. Recently, methods based on mode decomposition have dominated the forecasting of complex time series because of the advantages of capturing local…
We introduce Multivariate Multiscale Graph-based Dispersion Entropy (mvDEG), a novel, computationally efficient method for analyzing multivariate time series data in graph and complex network frameworks, and demonstrate its application in…
Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…
Understanding temporal relations and answering time-sensitive questions is crucial yet a challenging task for question-answering systems powered by large language models (LLMs). Existing approaches either update the parametric knowledge of…
Time series forecasting is a significant problem in many applications, e.g., financial predictions and business optimization. Modern datasets can have multiple correlated time series, which are often generated with global (shared)…
We propose TrendSegment, a methodology for detecting multiple change-points corresponding to linear trend changes in one dimensional data. A core ingredient of TrendSegment is a new Tail-Greedy Unbalanced Wavelet transform: a conditionally…
Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…
Denoising Diffusion Probabilistic Models (DDPMs) are emerging in text-to-speech (TTS) synthesis because of their strong capability of generating high-fidelity samples. However, their iterative refinement process in high-dimensional data…
Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…
Recent advances in deep learning have driven rapid progress in time series forecasting, yet many state-of-the-art models continue to struggle with robust performance in real-world applications, even when they achieve strong results on…
A time series represents a set of observations collected over time. Typically, these observations are captured with a uniform sampling frequency (e.g. daily). When data points are observed in uneven time intervals the time series is…
In this paper, we investigate the distillation of time series reasoning capabilities into small, instruction-tuned language models as a step toward building interpretable time series foundation models. Leveraging a synthetic dataset of…
Modern web applications--from real-time content recommendation and dynamic pricing to CDN optimization--increasingly rely on time-series forecasting to deliver personalized experiences to billions of users. Large-scale Transformer-based…
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…
Missing values are pervasive in large-scale time-series data, posing challenges for reliable analysis and decision-making. Many neural architectures have been designed to model and impute the complex and heterogeneous missingness patterns…
Frame-level visual features are generally aggregated in time with the techniques such as LSTM, Fisher Vectors, NetVLAD etc. to produce a robust video-level representation. We here introduce a learnable aggregation technique whose primary…
Time series prediction has been a long-standing research topic and an essential application in many domains. Modern time series collected from sensor networks (e.g., energy consumption and traffic flow) are often large-scale and incomplete…
Recent progress in time-series forecasting has led to rapidly increasing architectural complexity, yet many reported State-of-the-Art gains are statistically fragile or misattributed. We argue that progress requires a shift from model…
A common problem when forecasting rare events, such as recessions, is limited data availability. Recent advancements in deep learning and generative adversarial networks (GANs) make it possible to produce high-fidelity synthetic data in…
For distributed control systems, modern latency-critical applications are increasingly demanding real-time guarantees and robustness. Response-time analysis (RTA) is useful for this purpose, as it helps analyze and guarantee timing bounds.…