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Time series data analysis is a critical component in various domains such as finance, healthcare, and meteorology. Despite the progress in deep learning for time series analysis, there remains a challenge in addressing the non-stationary…
Time series forecasting is a critical task across domains such as energy, finance, and meteorology, where accurate predictions enable informed decision-making. While transformer-based and large-parameter models have recently achieved…
Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…
In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…
As a highly expressive generative model, diffusion models have demonstrated exceptional success across various domains, including image generation, natural language processing, and combinatorial optimization. However, as data distributions…
Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their…
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 has witnessed significant progress with deep learning. While prevailing approaches enhance forecasting performance by modifying architectures or introducing novel enhancement strategies, they often fail to…
Networks are a fundamental and flexible way of representing various complex systems. Many domains such as communication, citation, procurement, biology, social media, and transportation can be modeled as a set of entities and their…
Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…
Developing models and algorithms to predict nonstationary time series is a long standing statistical problem. It is crucial for many applications, in particular for fashion or retail industries, to make optimal inventory decisions and avoid…
In forecasting multiple time series, accounting for the individual features of each sequence can be challenging. To address this, modern deep learning methods for time series analysis combine a shared (global) model with local layers,…
We revisit a model for time-varying linear regression that assumes the unknown parameters evolve according to a linear dynamical system. Counterintuitively, we show that when the underlying dynamics are stable the parameters of this model…
The proliferation and ubiquity of temporal data across many disciplines has sparked interest for similarity, classification and clustering methods specifically designed to handle time series data. A core issue when dealing with time series…
Deep learning utilizing transformers has recently achieved a lot of success in many vital areas such as natural language processing, computer vision, anomaly detection, and recommendation systems, among many others. Among several merits of…
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…
Nonlinear and non-stationary processes are prevalent in various natural and physical phenomena, where system dynamics can change qualitatively due to bifurcation phenomena. Traditional machine learning methods have advanced our ability to…
Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular…
Time series generation is critical for a wide range of applications, which greatly supports downstream analytical and decision-making tasks. However, the inherent temporal heterogeneous induced by localized perturbations present significant…
Ensembling is a powerful technique for improving the accuracy of machine learning models, with methods like stacking achieving strong results in tabular tasks. In time series forecasting, however, ensemble methods remain underutilized, with…