Related papers: TimeMar: Multi-Scale Autoregressive Modeling for U…

Multivariate time series forecasting is essential in domains such as finance, transportation, climate, and energy. However, existing patch-based methods typically adopt fixed-length segmentation, overlooking the heterogeneity of local…

Complex multivariate time series arise in many fields, ranging from computer vision to robotics or medicine. Often we are interested in the independent underlying factors that give rise to the high-dimensional data we are observing. While…

We propose a model for hierarchical structured data as an extension to the stochastic temporal convolutional network. The proposed model combines an autoregressive model with a hierarchical variational autoencoder and downsampling to…

Controllable generation, which enables fine-grained control over generated outputs, has emerged as a critical focus in visual generative models. Currently, there are two primary technical approaches in visual generation: diffusion models…

We propose a multi-layer variational autoencoder method, we call HR-VQVAE, that learns hierarchical discrete representations of the data. By utilizing a novel objective function, each layer in HR-VQVAE learns a discrete representation of…

Handling missing data remains a fundamental challenge in real-world tabular datasets, especially when data are heterogeneous with both numerical and categorical features. Existing imputation methods often fail to capture complex structural…

The explosion of time series data in recent years has brought a flourish of new time series analysis methods, for forecasting, clustering, classification and other tasks. The evaluation of these new methods requires either collecting or…

We develop a Bayesian median autoregressive (BayesMAR) model for time series forecasting. The proposed method utilizes time-varying quantile regression at the median, favorably inheriting the robustness of median regression in contrast to…

Time series modeling is crucial for many applications, however, it faces challenges such as complex spatio-temporal dependencies and distribution shifts in learning from historical context to predict task-specific outcomes. To address these…

Time series data generation has drawn increasing attention in recent years. Several generative adversarial network (GAN) based methods have been proposed to tackle the problem usually with the assumption that the targeted time series data…

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…

We present TimeAutoDiff, a unified latent-diffusion framework for four fundamental time-series tasks: unconditional generation, missing-data imputation, forecasting, and time-varying-metadata conditional generation. The model natively…

Autoregressive generative models are commonly used, especially for those tasks involving sequential data. They have, however, been plagued by a slew of inherent flaws due to the intrinsic characteristics of chain-style conditional modeling…

Scaling visual generation models is essential for real-world content creation, yet requires substantial training and computational expenses. Alternatively, test-time scaling has garnered growing attention due to resource efficiency and…

In this paper we consider multivariate time series obtained as solution to multidimensional nonlinear stochastic difference equations whose coefficients are allowed to be locally degenerate and to present discontinuities. We provide simple…

Variational Auto-Encoder (VAE) has been widely adopted in text generation. Among many variants, recurrent VAE learns token-wise latent variables with each conditioned on the preceding ones, which captures sequential variability better in…

Time-varying parameter vector autoregression provides a flexible framework to capture structural changes within time series. However, when applied to high-dimensional data, this model encounters challenges of over-parametrization and…

Many, if not most, systems of interest in science are naturally described as nonlinear dynamical systems. Empirically, we commonly access these systems through time series measurements. Often such time series may consist of discrete random…

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Learning temporal patterns from multivariate longitudinal data is challenging especially in cases when data is sporadic, as often seen in, e.g., healthcare applications where the data can suffer from irregularity and asynchronicity as the…