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Time series forecasting is essential for our daily activities and precise modeling of the complex correlations and shared patterns among multiple time series is essential for improving forecasting performance. Spatial-Temporal Graph Neural…
Electricity market prices exhibit extreme volatility, nonlinearity, and non-stationarity, making accurate forecasting a significant challenge. While cutting-edge time series foundation models (TSFMs) effectively capture temporal…
Tabular foundation models based on pretrained prior-data fitted networks~(PFNs) have shown strong generalization on diverse tabular tasks, but they are typically designed for \emph{non-strategic} settings where data distributions are…
Prior-Fitted Networks (PFNs) amortize Bayesian prediction by meta-learning over a synthetic task prior, but their standard output is a posterior predictive distribution over noisy observations. For sequential decision-making, such as active…
Several approaches have been proposed to forecast day-ahead locational marginal price (daLMP) in deregulated energy markets. The rise of deep learning has motivated its use in energy price forecasts but most deep learning approaches fail to…
The information contained in a time series is more than what the values themselves are. In this paper, the Time-variant Local Autocorrelated Polynomial model with Kalman filter is proposed to model the underlying dynamics of a time series…
Forecasting time series data is a critical area of research with applications spanning from stock prices to early epidemic prediction. While numerous statistical and machine learning methods have been proposed, real-life prediction problems…
At present, state-of-the-art forecasting models are short of the ability to capture spatio-temporal dependency and synthesize global information at the stage of learning. To address this issue, in this paper, through the adaptive fuzzified…
Modern IoT deployments for environmental sensing produce high volume spatiotemporal data to support downstream tasks such as forecasting, typically powered by machine learning models. While existing filtering and strategic deployment…
The recent boom of large pre-trained models witnesses remarkable success in developing foundation models (FMs) for time series forecasting. Despite impressive performance across diverse downstream forecasting tasks, existing time series FMs…
Time series forecasting has important applications in financial analysis, weather forecasting, and traffic management. However, existing deep learning models are limited in processing non-stationary time series data because they cannot…
Detecting anomalies in time-series data is critical in domains such as industrial operations, finance, and cybersecurity, where early identification of abnormal patterns is essential for ensuring system reliability and enabling preventive…
Autoregressive Recurrent Neural Networks are widely employed in time-series forecasting tasks, demonstrating effectiveness in univariate and certain multivariate scenarios. However, their inherent structure does not readily accommodate the…
Time series refer to a series of data points indexed in time order, which can be found in various fields, e.g., transportation, healthcare, and finance. Accurate time series forecasting can enhance optimization planning and decision-making…
Probabilistic time series forecasting is crucial in many application domains such as retail, ecommerce, finance, or biology. With the increasing availability of large volumes of data, a number of neural architectures have been proposed for…
Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. These models are trained on numerous diverse datasets and claim to be effective forecasters across multiple different time series…
Time series forecasting plays a crucial role in data mining, driving rapid advancements across numerous industries. With the emergence of large models, time series foundation models (TSFMs) have exhibited remarkable generalization…
Photovoltaic power forecasting (PVPF) is a critical area in time series forecasting (TSF), enabling the efficient utilization of solar energy. With advancements in machine learning and deep learning, various models have been applied to PVPF…
Learning curve extrapolation aims to predict model performance in later epochs of training, based on the performance in earlier epochs. In this work, we argue that, while the inherent uncertainty in the extrapolation of learning curves…
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…