Related papers: CauKer: Classification Time Series Foundation Mode…

A foundation model is a machine learning model trained on a large and diverse set of data, typically using self-supervised learning-based pre-training techniques, that can be adapted to various downstream tasks. However, current research on…

Time Series Forecasting (TSF) is key functionality in numerous fields, such as financial investment, weather services, and energy management. Although increasingly capable TSF methods occur, many of them require domain-specific data…

Accurate network-traffic forecasting enables proactive capacity planning and anomaly detection in Internet Service Provider (ISP) networks. Recent advances in time-series foundation models (TSFMs) have demonstrated strong zero-shot and…

This work studies the problem of time series analysis with generalist (or foundation) models, which are models trained across many data domains. Drawing inspiration from the widespread success of large language models, we consider the…

Scaling laws motivate the development of Time Series Foundation Models (TSFMs) that pre-train vast parameters and achieve remarkable zero-shot forecasting performance. Surprisingly, even after fine-tuning, TSFMs cannot consistently…

Going beyond correlations, the understanding and identification of causal relationships in observational time series, an important subfield of Causal Discovery, poses a major challenge. The lack of access to a well-defined ground truth for…

Causal discovery for both cross-sectional and temporal data has traditionally followed a dataset-specific paradigm, where a new model is fitted for each individual dataset. Such an approach limits the potential of multi-dataset pretraining.…

The time series cluster kernel (TCK) provides a powerful tool for analysing multivariate time series subject to missing data. TCK is designed using an ensemble learning approach in which Bayesian mixture models form the base models. Because…

Causal inference from observational data following the restricted structural causal models (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or…

Synthetic Time Series Generation (TSG) is crucial in a range of applications, including data augmentation, anomaly detection, and privacy preservation. Although significant strides have been made in this field, existing methods exhibit…

Recent advancements in generative modeling, particularly diffusion models, have opened new directions for time series modeling, achieving state-of-the-art performance in forecasting and synthesis. However, the reliance of diffusion-based…

Time series reasoning is crucial to decision-making in diverse domains, including finance, energy usage, traffic, weather, and scientific discovery. While existing time series foundation models (TSFMs) can capture low-level dynamic patterns…

Soft sensor modeling plays a crucial role in process monitoring. Causal feature selection can enhance the performance of soft sensor models in industrial applications. However, existing methods ignore two critical characteristics of…

Tucker decomposition has been widely used in a variety of applications to obtain latent factors of tensor data. In these applications, a common need is to compute Tucker decomposition for a given time range. Furthermore, real-world tensor…

This study investigates zero-shot forecasting capabilities of Time Series Foundation Models (TSFMs) for macroeconomic indicators. We apply TSFMs to forecasting economic indicators under univariate conditions, bypassing the need for train…

Unlike natural language processing and computer vision, the development of Foundation Models (FMs) for time series forecasting is blocked due to data scarcity. While recent efforts are focused on building such FMs by unlocking the potential…

The industry is rich in cases when we are required to make forecasting for large amounts of time series at once. However, we might be in a situation where we can not afford to train a separate model for each of them. Such issue in time…

Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…

There are now a broad range of time series classification (TSC) algorithms designed to exploit different representations of the data. These have been evaluated on a range of problems hosted at the UCR-UEA TSC Archive…

Foundation models (FMs) have transformed natural language processing, but their success has not yet translated to time series forecasting. Existing time series foundation models (TSFMs), often based on transformer variants, struggle with…