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Time series research has gathered lots of interests in the last decade, especially for Time Series Classification (TSC) and Time Series Forecasting (TSF). Research in TSC has greatly benefited from the University of California Riverside and…
Motivated by the increasing risks of data misuse and fabrication, we investigate the problem of identifying synthetic time series generated by Time-Series Large Models (TSLMs) in this work. While there are extensive researches on detecting…
Causal discovery aims to extract qualitative causal knowledge in the form of causal graphs from data. Because causal ground truth is rarely known in the real world, simulated data plays a vital role in evaluating the performance of the…
The development of tabular foundation models (TFMs) has accelerated in recent years, showing strong potential to outperform traditional ML methods for structured data. A key finding is that TFMs can be pretrained entirely on synthetic…
Early time series classification (eTSC) is the problem of classifying a time series after as few measurements as possible with the highest possible accuracy. The most critical issue of any eTSC method is to decide when enough data of a time…
Time-series classification is an important domain of machine learning and a plethora of methods have been developed for the task. In comparison to existing approaches, this study presents a novel method which decomposes a time-series…
Causal discovery from time series data encompasses many existing solutions, including those based on deep learning techniques. However, these methods typically do not endorse one of the most prevalent paradigms in deep learning: End-to-end…
We study time-series classification (TSC), a fundamental task of time-series data mining. Prior work has approached TSC from two major directions: (1) similarity-based methods that classify time-series based on the nearest neighbors, and…
Time-series classification is essential across diverse domains, including medical diagnosis, industrial monitoring, financial forecasting, and human activity recognition. The Rocket algorithm has emerged as a simple yet powerful method,…
Time Series Foundation Models (TSFMs) have emerged as a promising approach for zero-shot financial forecasting, demonstrating strong transferability and data efficiency gains. However, their adoption in financial applications is hindered by…
Time series anomaly detection is essential for the reliable operation of complex systems, but most existing methods require extensive task-specific training. We explore whether time series foundation models (TSFMs), pretrained on large…
Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…
Time series foundation models (TSFMs) demonstrate impressive zero-shot performance for time series forecasting. However, an important yet underexplored challenge is how to effectively finetune TSFMs on specific downstream tasks. While naive…
Time Series foundation models (TSFMs) deliver strong forecasting performance through large-scale pretraining, but their large parameter sizes make deployment costly. While knowledge distillation offers a natural and effective approach for…
Time series (TS) occur in many scientific and commercial applications, ranging from earth surveillance to industry automation to the smart grids. An important type of TS analysis is classification, which can, for instance, improve energy…
Recent studies suggest utilizing generative models instead of traditional auto-regressive algorithms for time series forecasting (TSF) tasks. These non-auto-regressive approaches involving different generative methods, including GAN,…
Advances in time-series forecasting are driving a shift from conventional machine learning models to foundation models (FMs) that are trained with generalized knowledge. However, existing FMs still perform poorly in the energy fields, such…
Conventional forecasting methods rely on unimodal time series data, limiting their ability to exploit rich textual information. Recently, large language models (LLMs) and time series foundation models (TSFMs) have demonstrated powerful…
Three distinct phenomena complicate statistical causal analysis: latent common causes, causal cycles, and latent selection. Foundational works on Structural Causal Models (SCMs), e.g., Bongers et al. (2021, Ann. Stat., 49(5): 2885-2915),…
Building energy management (BEM) tasks require processing and learning from a variety of time-series data. Existing solutions rely on bespoke task- and data-specific models to perform these tasks, limiting their broader applicability.…