Related papers: Contrastive Time Series Forecasting with Anomalies
A time series represents a set of observations collected over time. Typically, these observations are captured with a uniform sampling frequency (e.g. daily). When data points are observed in uneven time intervals the time series is…
Time series are generated in diverse domains such as economic, traffic, health, and energy, where forecasting of future values has numerous important applications. Not surprisingly, many forecasting methods are being proposed. To ensure…
In recent years there has been significant progress in time series anomaly detection. However, after detecting an (perhaps tentative) anomaly, can we explain it? Such explanations would be useful to triage anomalies. For example, in an oil…
Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…
Time Series Foundation Models (TSFMs) have recently emerged as general-purpose forecasting models and show considerable potential for applications in energy systems. However, applications in critical infrastructure like power grids require…
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…
Contrastive representation learning is crucial in time series analysis as it alleviates the issue of data noise and incompleteness as well as sparsity of supervision signal. However, existing constrastive learning frameworks usually focus…
Slow feature analysis (SFA) is a new technique for extracting slowly varying features from a quickly varying signal. It is shown here that SFA can be applied to nonstationary time series to estimate a single underlying driving force with…
Time series forecasting is an important challenge with significant applications in areas such as weather prediction, stock market analysis, scientific simulations and industrial process analysis. In this work, we introduce LMS-AutoTSF, a…
Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima.…
Time Series Foundation Models (TSFMs) have shown significant impact through their model capacity, scalability, and zero-shot generalization. However, due to the heterogeneity of inter-variate dependencies and the backbone scalability on…
Time-series forecasting (TSF) finds broad applications in real-world scenarios. Due to the dynamic nature of time-series data, it is crucial to equip TSF models with out-of-distribution (OOD) generalization abilities, as historical training…
The application of transformer-based models on time series forecasting (TSF) tasks has long been popular to study. However, many of these works fail to beat the simple linear residual model, and the theoretical understanding of this issue…
Irregular multivariate time series forecasting (IMTSF) is challenging due to non-uniform sampling and variable asynchronicity. These irregularities violate the equidistant assumptions of standard models, hindering local temporal modeling…
In this work, we focus on robust time series representation learning. Our assumption is that real-world time series is noisy and complementary information from different views of the same time series plays an important role while analyzing…
The zero-shot capabilities of foundation models (FMs) for time series forecasting offer promising potentials in conformal prediction, as most of the available data can be allocated to calibration. This study compares the performance of Time…
Anomalies in univariate time series often refer to abnormal values and deviations from the temporal patterns from majority of historical observations. In multivariate time series, anomalies also refer to abnormal changes in the inter-series…
We propose r-ssGPFA, an unsupervised online anomaly detection model for uni- and multivariate time series building on the efficient state space formulation of Gaussian processes. For high-dimensional time series, we propose an extension of…
Accurate forecasting of sequential data streams is a cornerstone of modern Web services, supporting applications such as traffic management, user behavior modeling, and online anomaly prevention. However, in many Web environments, new…
Multi-task and few-shot time series forecasting tasks are commonly encountered in scenarios such as the launch of new products in different cities. However, traditional time series forecasting methods suffer from insufficient historical…