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Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski

Deep models for Multivariate Time Series (MTS) forecasting have recently demonstrated significant success. Channel-dependent models capture complex dependencies that channel-independent models cannot capture. However, the number of channels…

Machine Learning · Computer Science 2024-08-09 Xin Zhou , Weiqing Wang , Wray Buntine , Shilin Qu , Abishek Sriramulu , Weicong Tan , Christoph Bergmeir

Uncertainty quantification of predictive models is crucial in decision-making problems. Conformal prediction is a general and theoretically sound answer. However, it requires exchangeable data, excluding time series. While recent works…

Machine Learning · Statistics 2022-02-16 Margaux Zaffran , Aymeric Dieuleveut , Olivier Féron , Yannig Goude , Julie Josse

In this chapter, we show how the use of differential coding and the presence of phase slips in the transmission channel affect the total achievable information rates and capacity of a system. By means of the commonly used QPSK modulation,…

Information Theory · Computer Science 2017-04-18 Laurent Schmalen , Stephan ten Brink , Andreas Leven

Accurate multivariate time series forecasting hinges on inter-series correlations, which often evolve in complex ways across different temporal scales. Existing methods are limited in modeling these multi-scale dependencies and struggle to…

Machine Learning · Computer Science 2026-01-27 Shaoxun Wang , Xingjun Zhang , Qianyang Li , Jiawei Cao , Zhendong Tan

Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…

Statistical Finance · Quantitative Finance 2019-02-12 Nick James , Roman Marchant , Richard Gerlach , Sally Cripps

Extending the forecasting time is a critical demand for real applications, such as extreme weather early warning and long-term energy consumption planning. This paper studies the long-term forecasting problem of time series. Prior…

Machine Learning · Computer Science 2022-01-10 Haixu Wu , Jiehui Xu , Jianmin Wang , Mingsheng Long

Air pollution and carbon emissions caused by modern transportation are closely related to global climate change. With the help of next-generation information technology such as Internet of Things (IoT) and Artificial Intelligence (AI),…

Machine Learning · Computer Science 2022-10-03 Wei Zhao , Shiqi Zhang , Bing Zhou , Bei Wang

This paper proposes a novel paradigm centered on Artificial Intelligence (AI)-empowered propagation channel prediction to address the limitations of traditional channel modeling. We present a comprehensive framework that deeply integrates…

Signal Processing · Electrical Eng. & Systems 2026-01-15 Ruisi He , Mi Yang , Zhengyu Zhang , Bo Ai , Zhangdui Zhong

Accurate and timely channel state information (CSI) is fundamental for efficient link adaptation. However, challenges such as channel aging, user mobility, and feedback delays significantly impact the performance of adaptive modulation and…

Information Theory · Computer Science 2025-11-26 Francisco Díaz-Ruiz , Francisco J. Martín-Vega , Jose A. Cortés , Gerardo Gómez , Mari Carmen Aguayo

The task of multi-channel time series forecasting is ubiquitous in numerous fields such as finance, supply chain management, and energy planning. It is critical to effectively capture complex dynamic dependencies within and between channels…

Artificial Intelligence · Computer Science 2026-03-20 Lei Gao , Hengda Bao , Jingfei Fang , Guangzheng Wu , Weihua Zhou , Yun Zhou

Diffusion Language Models (DLMs) have recently achieved significant success due to their any-order generation capabilities. However, existing inference methods typically rely on local, immediate-step metrics such as confidence or entropy…

Computation and Language · Computer Science 2025-12-03 Kecheng Chen , Ziru Liu , Xijia Tao , Hui Liu , Xinyu Fu , Suiyun Zhang , Dandan Tu , Lingpeng Kong , Rui Liu , Haoliang Li

Channel charting (CC) applies dimensionality reduction to channel state information (CSI) data at the infrastructure basestation side with the goal of extracting pseudo-position information for each user. The self-supervised nature of CC…

Information Theory · Computer Science 2023-12-08 Sueda Taner , Maxime Guillaud , Olav Tirkkonen , Christoph Studer

Patch-based transformers have emerged as efficient and improved long-horizon modeling architectures for time series modeling. Yet, existing approaches rely on temporally-agnostic patch construction, where arbitrary starting positions and…

Computer Vision and Pattern Recognition · Computer Science 2026-01-30 Sachith Abeywickrama , Emadeldeen Eldele , Min Wu , Xiaoli Li , Chau Yuen

Site-specific channel inference plays a critical role in the design and evaluation of next-generation wireless communication systems by considering the surrounding propagation environment. However, traditional methods are unscalable.…

Image and Video Processing · Electrical Eng. & Systems 2026-04-14 Junzhe Song , Ruisi He , Mi Yang , Zhengyu Zhang , Shuaiqi Gao , Bo Ai , Zhangdui Zhong

Transformers for time series forecasting mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. We propose Pathformer, a multi-scale Transformer with…

Machine Learning · Computer Science 2024-09-17 Peng Chen , Yingying Zhang , Yunyao Cheng , Yang Shu , Yihang Wang , Qingsong Wen , Bin Yang , Chenjuan Guo

Different from the context-independent (CI) concepts such as human, car, and airplane, context-dependent (CD) concepts require higher visual understanding ability, such as camouflaged object and medical lesion. Despite the rapid advance of…

Computer Vision and Pattern Recognition · Computer Science 2024-05-29 Xiaoqi Zhao , Youwei Pang , Wei Ji , Baicheng Sheng , Jiaming Zuo , Lihe Zhang , Huchuan Lu

Causal Graph Discovery (CGD) is the process of estimating the underlying probabilistic graphical model that represents joint distribution of features of a dataset. CGD-algorithms are broadly classified into two categories: (i)…

Cryptography and Security · Computer Science 2024-10-01 Payel Bhattacharjee , Ravi Tandon

Reliable uncertainty quantification is of critical importance in time series forecasting, yet traditional methods often rely on restrictive distributional assumptions. Conformal prediction (CP) has emerged as a promising distribution-free…

Machine Learning · Computer Science 2026-02-02 Andro Sabashvili

Long-term time series forecasting plays an important role in various real-world scenarios. Recent deep learning methods for long-term series forecasting tend to capture the intricate patterns of time series by decomposition-based or…

Machine Learning · Computer Science 2023-06-13 Xing Wang , Zhendong Wang , Kexin Yang , Junlan Feng , Zhiyan Song , Chao Deng , Lin zhu