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The forecasting combination puzzle is a well-known phenomenon in forecasting literature, stressing the challenge of outperforming the simple average when aggregating forecasts from diverse methods. This study proposes a Reinforcement…
Time series forecasting has applications across domains and industries, especially in healthcare, but the technical expertise required to analyze data, build models, and interpret results can be a barrier to using these techniques. This…
The proposed method in this paper is designed to address the problem of time series forecasting. Although some exquisitely designed models achieve excellent prediction performances, how to extract more useful information and make accurate…
Machine learning models can effectively forecast dynamical systems from time-series data, but they typically require large amounts of past data, making forecasting particularly challenging for systems with limited history. To overcome this,…
Fine-tuning pre-trained language models has become the prevalent paradigm for building downstream NLP models. Oftentimes fine-tuned models are readily available but their training data is not, due to data privacy or intellectual property…
Effective utilization of time series data is often constrained by the scarcity of data quantity that reflects complex dynamics, especially under the condition of distributional shifts. Existing datasets may not encompass the full range of…
Accurate time series forecasting is critical for a wide range of problems with temporal data. Ensemble modeling is a well-established technique for leveraging multiple predictive models to increase accuracy and robustness, as the…
Time series forecasting plays a critical role in domains such as transportation, energy, and meteorology. Despite their success, modern deep forecasting models are typically trained to minimize point-wise prediction loss without leveraging…
Unlike traditional time-series forecasting methods that require extensive in-task data for training, zero-shot forecasting can directly predict future values given a target time series without additional training data. Current zero-shot…
Fine-tuning pre-trained language models, particularly large language models, demands extensive computing resources and can result in varying performance outcomes across different domains and datasets. This paper examines the approach of…
Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…
We study the problem of multi-task non-smooth optimization that arises ubiquitously in statistical learning, decision-making and risk management. We develop a data fusion approach that adaptively leverages commonalities among a large number…
Time Series Foundation Models (TSFMs) advance generalization and data efficiency in time series forecasting by unified large-scale pretraining. But TSFMs remain lacking when adapting to specific downstream forecasting tasks for two reasons.…
Time series analysis is crucial for understanding dynamics of complex systems. Recent advances in foundation models have led to task-agnostic Time Series Foundation Models (TSFMs) and Large Language Model-based Time Series Models (TSLLMs),…
Accurate decade-scale daily runoff forecasting in small watersheds is difficult because signals blend drifting trends, multi-scale seasonal cycles, regime shifts, and sparse extremes. Prior deep models (DLinear, TimesNet, PatchTST, TiDE,…
Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…
Time series forecasting presents significant challenges in real-world applications across various domains. Building upon the decomposition of the time series, we enhance the architecture of machine learning models for better multivariate…
Time-series data presents limitations stemming from data quality issues, bias and vulnerabilities, and generalization problem. Integrating universal data synthesis methods holds promise in improving generalization. However, current methods…
In practical scenarios, time series forecasting necessitates not only accuracy but also efficiency. Consequently, the exploration of model architectures remains a perennially trending topic in research. To address these challenges, we…
Model ensemble is an effective strategy in continual learning, which alleviates catastrophic forgetting by interpolating model parameters, achieving knowledge fusion learned from different tasks. However, existing model ensemble methods…