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Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…
Time series forecasting is a critical task in domains such as energy, finance, and meteorology, where accurate long-term predictions are essential. While Transformer-based models have shown promise in capturing temporal dependencies, their…
Multivariate long-term time series forecasting has been suffering from the challenge of capturing both temporal dependencies within variables and spatial correlations across variables simultaneously. Current approaches predominantly…
Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…
Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…
Accurate wind power forecasting can help formulate scientific dispatch plans, which is of great significance for maintaining the safety, stability, and efficient operation of the power system. In recent years, wind power forecasting methods…
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…
With the advent of Transformers, time series forecasting has seen significant advances, yet it remains challenging due to the need for effective sequence representation, memory construction, and accurate target projection. Time series…
Cross-domain time series forecasting is a valuable task in various web applications. Despite its rapid advancement, achieving effective generalization across heterogeneous time series data remains a significant challenge. Existing methods…
Operational forecasting centers are investing in decadal (1-10 year) forecast systems to support long-term decision making for a more climate-resilient society. One method that has previously been employed is the Dynamic Mode Decomposition…
Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…
Time series forecasting (TSF) plays a crucial role in various applications, including medical monitoring and crop growth. Despite the advancements in deep learning methods for TSF, their capacity to predict long-term series remains…
Numerous deep learning architectures have been developed to accommodate the diversity of time series datasets across different domains. In this article, we survey common encoder and decoder designs used in both one-step-ahead and…
Time Series forecasting (TSF) in the modern era faces significant computational and storage cost challenges due to the massive scale of real-world data. Dataset Distillation (DD), a paradigm that synthesizes a small, compact dataset to…
Many of today's data is time-series data originating from various sources, such as sensors, transaction systems, or production systems. Major challenges with such data include privacy and business sensitivity. Generative time-series models…
Time series forecasting has traditionally focused on univariate and multivariate numerical data, often overlooking the benefits of incorporating multimodal information, particularly textual data. In this paper, we propose a novel framework…
The proliferation of mobile devices generates a massive volume of time series across various domains, where effective time series forecasting enables a variety of real-world applications. This study focuses on a new problem of source-free…
Deep forecasting models often suffer from attenuated periodic perception and entangled trend-noise representations as network depth increases. Moreover, the widely adopted channel-independent paradigm, while improving training stability,…
Dynamic mode decomposition (DMD) is a widely used data-driven algorithm for predicting the future states of dynamical systems. However, its standard formulation often struggles with poor long-term predictive accuracy. To address this…
Denoising diffusion probabilistic models (DDPMs) are becoming the leading paradigm for generative models. It has recently shown breakthroughs in audio synthesis, time series imputation and forecasting. In this paper, we propose…