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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…
Recent CNN and Transformer-based models tried to utilize frequency and periodicity information for long-term time series forecasting. However, most existing work is based on Fourier transform, which cannot capture fine-grained and local…
How to best develop foundational models for time series forecasting remains an important open question. Tokenization is a crucial consideration in this effort: what is an effective discrete vocabulary for a real-valued sequential input? To…
Time series forecasting requires capturing patterns across multiple temporal scales while maintaining computational efficiency. This paper introduces AWGformer, a novel architecture that integrates adaptive wavelet decomposition with…
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…
The intricate nature of time series data analysis benefits greatly from the distinct advantages offered by time and frequency domain representations. While the time domain is superior in representing local dependencies, particularly in…
Deep learning (DL) approaches are being increasingly used for time-series forecasting, with many efforts devoted to designing complex DL models. Recent studies have shown that the DL success is often attributed to effective data…
Long-term time series forecasting is a vital task and has a wide range of real applications. Recent methods focus on capturing the underlying patterns from one single domain (e.g. the time domain or the frequency domain), and have not taken…
Time series are ubiquitous in many applications that involve forecasting, classification and causal inference tasks, such as healthcare, finance, audio signal processing and climate sciences. Still, large, high-quality time series datasets…
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…
In deep time series forecasting, the Fourier Transform (FT) is extensively employed for frequency representation learning. However, it often struggles in capturing multi-scale, time-sensitive patterns. Although the Wavelet Transform (WT)…
Time series foundation models (TSFMs) have recently achieved remarkable success in universal forecasting by leveraging large-scale pretraining on diverse time series data. Complementing this progress, incorporating frequency-domain…
Forecasting non-stationary time series is a challenging task because their statistical properties often change over time, making it hard for deep models to generalize well. Instance-level normalization techniques can help address shifts in…
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…
While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering…
Time series forecasting has various applications, such as meteorological rainfall prediction, traffic flow analysis, financial forecasting, and operational load monitoring for various systems. Due to the sparsity of time series data,…
Data augmentation is important for improving machine learning model performance when faced with limited real-world data. In time series forecasting (TSF), where accurate predictions are crucial in fields like finance, healthcare, and…
Dynamic link prediction plays a crucial role in diverse applications including social network analysis, communication forecasting, and financial modeling. While recent Transformer-based approaches have demonstrated promising results in…
Forecasting long-term time series in IoT environments remains a significant challenge due to the non-stationary and multi-scale characteristics of sensor signals. Furthermore, error accumulation causes a decrease in forecast quality when…
Biomedical signal classification presents unique challenges due to long sequences, complex temporal dynamics, and multi-scale frequency patterns that are poorly captured by standard transformer architectures. We propose WaveFormer, a…