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Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…

The short-time Fourier transform (STFT) is widely used for analyzing non-stationary signals. However, its performance is highly sensitive to its parameters, and manual or heuristic tuning often yields suboptimal results. To overcome this…

Pre-training on time series poses a unique challenge due to the potential mismatch between pre-training and target domains, such as shifts in temporal dynamics, fast-evolving trends, and long-range and short-cyclic effects, which can lead…

Despite recent advancements in deep learning, deep neural networks continue to suffer from performance degradation when applied to new data that differs from training data. Test-time adaptation (TTA) aims to address this challenge by…

In this paper, we propose a heterogeneous federated learning (HFL) system for sparse time series prediction in healthcare, which is a decentralized federated learning algorithm with heterogeneous transfers. We design dense and sparse…

Sparse learning is ubiquitous in many machine learning tasks. It aims to regularize the goodness-of-fit objective by adding a penalty term to encode structural constraints on the model parameters. In this paper, we develop a flexible sparse…

Time series forecasting predicts future values from past data. In real-world settings, some anomalous events have lasting effects and influence the forecast, while others are short-lived and should be ignored. Standard forecasting models…

Probabilistic Latent Tensor Factorization (PLTF) is a recently proposed probabilistic framework for modelling multi-way data. Not only the common tensor factorization models but also any arbitrary tensor factorization structure can be…

Given the significant potential of large language models (LLMs) in sequence modeling, emerging studies have begun applying them to time-series forecasting. Despite notable progress, existing methods still face two critical challenges: 1)…

Embedding tables are usually huge in click-through rate (CTR) prediction models. To train and deploy the CTR models efficiently and economically, it is necessary to compress their embedding tables at the training stage. To this end, we…

Current time-series forecasting models are primarily based on transformer-style neural networks. These models achieve long-term forecasting mainly by scaling up the model size rather than through genuinely autoregressive (AR) rollout. From…

Time series forecasting is a long-standing and highly challenging research topic. Recently, driven by the rise of large language models (LLMs), research has increasingly shifted from purely time series methods toward harnessing textual…

Spatio-temporal forecasting is crucial in transportation, logistics, and supply chain management. However, current methods struggle with large, complex datasets. We propose a dynamic, multi-modal approach that integrates the strengths of…

Probabilistic Temporal Tensor Factorization (PTTF) is an effective algorithm to model the temporal tensor data. It leverages a time constraint to capture the evolving properties of tensor data. Nowadays the exploding dataset demands a large…

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…

When some parameters of a constrained optimization problem (COP) are uncertain, this gives rise to a predict-then-optimize (PtO) problem, comprising two stages: the prediction of the unknown parameters from contextual information and the…

Recent lightweight MLP-based models have achieved strong performance in time series forecasting by capturing stable trends and seasonal patterns. However, their effectiveness hinges on an implicit assumption of local stationarity…

In this paper, we consider a new low-quality label learning problem: learning time series detection models from temporally imprecise labels. In this problem, the data consist of a set of input time series, and supervision is provided by a…

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

Time series foundation models (TSFMs) offer strong zero-shot forecasting via large-scale pre-training, yet fine-tuning remains critical for boosting performance in domains with limited public data. With the growing number of TSFMs,…