Related papers: Delayformer: spatiotemporal transformation for pre…
In machine learning, effective modeling requires a holistic consideration of how to encode inputs, make predictions (i.e., decoding), and train the model. However, in time-series forecasting, prior work has predominantly focused on encoder…
Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…
In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications. The crucial challenge of long-term MTS…
Multivariate time series forecasting requires simultaneously modeling temporal patterns and cross-variate dependencies. Channel-independent methods such as PatchTST excel at temporal modeling but ignore variable correlations, while pure…
Although Transformer-based methods have significantly improved state-of-the-art results for long-term series forecasting, they are not only computationally expensive but more importantly, are unable to capture the global view of time series…
Although deep learning-based methods have shown great success in spatiotemporal predictive learning, the framework of those models is designed mainly by intuition. How to make spatiotemporal forecasting with theoretical guarantees is still…
Time series forecasting is prevalent in various real-world applications. Despite the promising results of deep learning models in time series forecasting, especially the Recurrent Neural Networks (RNNs), the explanations of time series…
To generate coherent responses, language models infer unobserved meaning from their input text sequence. One potential explanation for this capability arises from theories of delay embeddings in dynamical systems, which prove that…
Multivariate time series long-term prediction, which aims to predict the change of data in a long time, can provide references for decision-making. Although transformer-based models have made progress in this field, they usually do not make…
Multi-agent trajectory prediction is a fundamental problem in autonomous driving. The key challenges in prediction are accurately anticipating the behavior of surrounding agents and understanding the scene context. To address these…
When solving forecasting problems including multiple time-series features, existing approaches often fall into two extreme categories, depending on whether to utilize inter-feature information: univariate and complete-multivariate models.…
Multivariate time series classification is a crucial task in data mining, attracting growing research interest due to its broad applications. While many existing methods focus on discovering discriminative patterns in time series,…
Delay embedding is a commonly employed technique in a wide range of data-driven model reduction methods for dynamical systems, including the Dynamic mode decomposition (DMD), the Hankel alternative view of the Koopman decomposition (HAVOK),…
We propose the time-delayed transformer (TD-TF), a simplified transformer architecture for data-driven modeling of unsteady spatio-temporal dynamics. TD-TF bridges linear operator-based methods and deep sequence models by showing that a…
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)…
Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…
Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal…
Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning. Latent variable models are versatile in unsupervised learning and have…
Uncovering the underlying ordinary differential equations (ODEs) that govern dynamic systems is crucial for advancing our understanding of complex phenomena. Traditional symbolic regression methods often struggle to capture the temporal…
Video prediction is a pixel-wise dense prediction task to infer future frames based on past frames. Missing appearance details and motion blur are still two major problems for current predictive models, which lead to image distortion and…