Related papers: Diversified Scaling Inference in Time Series Found…

The remarkable success of modern AI has been closely tied to scaling laws, yet the finite supply of high-quality data makes data efficiency--learning more from less--an increasingly important frontier. A model's inductive bias is a critical…

Diffusion models have revolutionized generative tasks through high-fidelity outputs, yet flow matching (FM) offers faster inference and empirical performance gains. However, current foundation FM models are computationally prohibitive for…

Sequence-to-sequence models based on LSTM and GRU are a most popular choice for forecasting time series data reaching state-of-the-art performance. Training such models can be delicate though. The two most common training strategies within…

Identifying dependency in multivariate data is a common inference task that arises in numerous applications. However, existing nonparametric independence tests typically require computation that scales at least quadratically with the sample…

Recent empirical studies have explored the idea of continuing to train a model at test-time for a given task, known as test-time training (TTT), and have found it to yield significant performance improvements. However, there is limited…

Recent Tabular Foundation Models (TFMs) have demonstrated state-of-the-art predictive performance, often surpassing Gradient-Boosted Decision Trees (GBDTs). However, the trustworthiness of these models, particularly their uncertainty…

Deep learning models have proven to be highly successful. Yet, their over-parameterization gives rise to model multiplicity, a phenomenon in which multiple models achieve similar performance but exhibit distinct underlying behaviours. This…

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since…

This paper introduces and analyzes a procedure called Testing-based forward model selection (TBFMS) in linear regression problems. This procedure inductively selects covariates that add predictive power into a working statistical model…

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

We revisit test-time scaling for language model reasoning and ask a fundamental question: at equal token budget and compute, is it better to run multiple independent chains in parallel, or to run fewer chains that iteratively refine through…

Benefiting from high capacity for capturing complex temporal patterns, deep learning (DL) has significantly advanced time series forecasting (TSF). However, deep models tend to suffer from severe overfitting due to the inherent…

Deep learning for time series forecasting has seen significant advancements over the past decades. However, despite the success of large-scale pre-training in language and vision domains, pre-trained time series models remain limited in…

Time series reasoning is crucial to decision-making in diverse domains, including finance, energy usage, traffic, weather, and scientific discovery. While existing time series foundation models (TSFMs) can capture low-level dynamic patterns…

This study investigates zero-shot forecasting capabilities of Time Series Foundation Models (TSFMs) for macroeconomic indicators. We apply TSFMs to forecasting economic indicators under univariate conditions, bypassing the need for train…

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic,…

There are now a broad range of time series classification (TSC) algorithms designed to exploit different representations of the data. These have been evaluated on a range of problems hosted at the UCR-UEA TSC Archive…

There is intense interest in investigating how inference time compute (ITC) (e.g. repeated sampling, refinements, etc) can improve large language model (LLM) capabilities. At the same time, recent breakthroughs in reasoning models, such as…

In exploring Predictive Health Management (PHM) strategies for Proton Exchange Membrane Fuel Cells (PEMFC), the Transformer model, widely used in data-driven approaches, excels in many fields but struggles with time series analysis due to…