Related papers: LightGTS-Cov: Covariate-Enhanced Time Series Forec…

Data augmentation is gaining importance across various aspects of time series analysis, from forecasting to classification and anomaly detection tasks. We introduce the Latent Generative Transformer Augmentation (L-GTA) model, a generative…

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

Irregular Multivariate Time Series (IMTS) forecasting is challenging due to the unaligned nature of multi-channel signals and the prevalence of extensive missing data. Existing methods struggle to capture reliable temporal patterns from…

Fluctuations in the stock market rapidly shape the economic world and consumer markets, impacting millions of individuals. Hence, accurately forecasting it is essential for mitigating risks, including those associated with inactivity.…

Exogenous variables offer valuable supplementary information for predicting future endogenous variables. Forecasting with exogenous variables needs to consider both past-to-future dependencies (i.e., temporal correlations) and the influence…

Irregular multivariate time series (IMTS), characterized by uneven sampling and inter-variate asynchrony, fuel many forecasting applications yet remain challenging to model efficiently. Canonical Pre-Alignment (CPA) has been widely adopted…

Temporal knowledge graphs (TKGs) structurally preserve evolving human knowledge. Recent research has focused on designing models to learn the evolutionary nature of TKGs to predict future facts, achieving impressive results. For instance,…

This paper presents DeepTSF, a comprehensive machine learning operations (MLOps) framework aiming to innovate time series forecasting through workflow automation and codeless modeling. DeepTSF automates key aspects of the ML lifecycle,…

Multi-variate time series (MTS) forecasting is crucial for various applications. Existing methods have shown promising results owing to their strong ability to capture intra- and inter-variate dependencies. However, these methods often…

The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

Foundation models (FMs) have emerged as a promising approach for time series forecasting. While effective, FMs typically remain fixed during deployment due to the high computational costs of learning them online. Consequently, deployed FMs…

Spatial-temporal causal time series (STC-TS) involve region-specific temporal observations driven by causally relevant covariates and interconnected across geographic or network-based spaces. Existing methods often model spatial and…

Large pre-trained models excel in zero/few-shot learning for language and vision tasks but face challenges in multivariate time series (TS) forecasting due to diverse data characteristics. Consequently, recent research efforts have focused…

Accurate intraday forecasts of the power output by PhotoVoltaic (PV) systems are critical to improve the operation of energy distribution grids. We describe a neural autoregressive model that aims to perform such intraday forecasts. We…

The exponential growth of multivariate time series data from sensor networks in domains like industrial monitoring and smart cities requires efficient and accurate forecasting models. Current deep learning methods often fail to adequately…

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods. STGNNs jointly model the…

Long-term time series forecasting (LTSF) remains challenging due to the trade-off between parallel efficiency and sequential modeling of temporal coherence. Direct multi-step forecasting (DMS) methods enable fast, parallel prediction of all…

Electric energy is difficult to store, requiring stricter control over its generation, transmission, and distribution. A persistent challenge in power systems is maintaining real-time equilibrium between electricity demand and supply.…

In this paper, we introduce Masked Multi-Step Multivariate Forecasting (MMMF), a novel and general self-supervised learning framework for time series forecasting with known future information. In many real-world forecasting scenarios, some…

High-dimensional longitudinal time series data is prevalent across various real-world applications. Many such applications can be modeled as regression problems with high-dimensional time series covariates. Deep learning has been a popular…