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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…
Time series analysis plays a critical role in numerous applications, supporting tasks such as forecasting, classification, anomaly detection, and imputation. In this work, we present the time series pattern machine (TSPM), a model designed…
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…
Functional time series (FTS) data have become increasingly available in real-world applications. Research on such data typically focuses on two objectives: curve reconstruction and forecasting, both of which require efficient dimension…
Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…
Time series forecasting is crucial in several sectors, such as meteorology, retail, healthcare, and finance. Accurately forecasting future trends and patterns is crucial for strategic planning and making well-informed decisions. In this…
Multivariate time series (MTS) forecasting is vital in fields like weather, energy, and finance. However, despite deep learning advancements, traditional Transformer-based models often diminish the effect of crucial inter-variable…
Time series forecasting has important applications across diverse domains. EasyTime, the system we demonstrate, facilitates easy use of time-series forecasting methods by researchers and practitioners alike. First, EasyTime enables…
Time-series forecasting in real-world applications such as finance and energy often faces challenges due to limited training data and complex, noisy temporal dynamics. Existing deep forecasting models typically supervise predictions using…
Recent years have seen a surge in data-driven surrogates for dynamical systems that can be orders of magnitude faster than numerical solvers. However, many machine learning-based models such as neural operators exhibit spectral bias,…
Time series forecasting is prevalent in extensive real-world applications, such as financial analysis and energy planning. Previous studies primarily focus on time series modality, endeavoring to capture the intricate variations and…
Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…
Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…
Accurate and reliable energy time series prediction is of great significance for power generation planning and allocation. At present, deep learning time series prediction has become the mainstream method. However, the multi-scale time…
Time-series modeling in process industries faces the challenge of dealing with complex, multi-faceted, and evolving data characteristics. Conventional single model approaches often struggle to capture the interplay of diverse dynamics,…
Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…
Automatic Time Series Forecasting (TSF) model design which aims to help users to efficiently design suitable forecasting model for the given time series data scenarios, is a novel research topic to be urgently solved. In this paper, we…
Modeling future traffic conditions often relies heavily on complex spatial-temporal neural networks to capture spatial and temporal correlations, which can overlook the inherent noise in the data. This noise, often manifesting as unexpected…
With the growing availability of multi-domain time series data, there is an increasing demand for general forecasting models pre-trained on multi-source datasets to support diverse downstream prediction scenarios. Existing time series…
Multivariate time series data, collected across various fields such as manufacturing and wearable technology, exhibit states at multiple levels of granularity, from coarse-grained system behaviors to fine-grained, detailed events.…