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In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…
Multivariate time series forecasting, which analyzes historical time series to predict future trends, can effectively help decision-making. Complex relations among variables in MTS, including static, dynamic, predictable, and latent…
Irregularly sampled time series forecasting, characterized by non-uniform intervals, is prevalent in practical applications. However, previous research have been focused on regular time series forecasting, typically relying on transformer…
Spatio-temporal (ST) forecasting is critical for dynamic systems, yet existing methods predominantly rely on modeling a limited set of observed target variables. In this paper, we present the first systematic exploration of exogenous…
We study bilinear embedding models for the task of multi-relational link prediction and knowledge graph completion. Bilinear models belong to the most basic models for this task, they are comparably efficient to train and use, and they can…
Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…
We introduce a novel framework for temporal causal discovery and inference that addresses two key challenges: complex nonlinear dependencies and spurious correlations. Our approach employs a multi-layer Transformer-based time-series…
Model calibration and debiasing are fundamental yet operationally expensive challenges in large-scale recommendation systems. Existing approaches treat them as separate problems requiring distinct infrastructure: post-hoc calibration…
Nowadays, time series forecasting is predominantly approached through the end-to-end training of deep learning architectures using error-based objectives. While this is effective at minimizing average loss, it encourages the encoder to…
We study adaptive pooling under predictive heterogeneity in high-dimensional multivariate time series forecasting, where global models improve statistical efficiency but may fail to capture heterogeneous predictive structure, while naive…
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…
This paper develops a new framework, called modular regression, to utilize auxiliary information -- such as variables other than the original features or additional data sets -- in the training process of linear models. At a high level, our…
Multivariate time series forecasting is crucial across a wide range of domains. While presenting notable progress for the Transformer architecture, iTransformer still lags behind the latest MLP-based models. We attribute this performance…
We introduce a neural network conformal prediction method for time series that enhances adaptivity in non-stationary environments. Our approach acts as a neural controller designed to achieve desired target coverage, leveraging auxiliary…
Deep tabular models have demonstrated remarkable success on i.i.d. data, excelling in a variety of structured data tasks. However, their performance often deteriorates under temporal distribution shifts, where trends and periodic patterns…
In multivariate time series systems, key insights can be obtained by discovering lead-lag relationships inherent in the data, which refer to the dependence between two time series shifted in time relative to one another, and which can be…
This paper studies the fast adaptive beamforming for the multiuser multiple-input single-output downlink. Existing deep learning-based approaches assume that training and testing channels follow the same distribution which causes task…
Recently, significant advancements have been made in time-series forecasting research, with an increasing focus on analyzing the nature of time-series data, e.g, channel-independence (CI) and channel-dependence (CD), rather than solely…
Time series forecasting has important applications in financial analysis, weather forecasting, and traffic management. However, existing deep learning models are limited in processing non-stationary time series data because they cannot…
Current time-series forecasting problems use short-term weather attributes as exogenous inputs. However, in specific time-series forecasting solutions (e.g., demand prediction in the supply chain), seasonal climate predictions are crucial…