Related papers: Forecasting with Guidance: Representation-Level Su…
Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually…
In this paper, we consider high-dimensional stationary processes where a new observation is generated from a compressed version of past observations. The specific evolution is modeled by an encoder-decoder structure. We estimate the…
We present a representation learning framework for financial time series forecasting. One challenge of using deep learning models for finance forecasting is the shortage of available training data when using small datasets. Direct trend…
Transformer-based methods have shown great potential in long-term time series forecasting. However, most of these methods adopt the standard point-wise self-attention mechanism, which not only becomes intractable for long-term forecasting…
Neural networks often obtain sub-optimal representations during training, which degrade robustness as well as classification performances. This is a severe problem in applying deep learning to bio-medical domains, since models are…
One of the challenging questions in time series forecasting is how to find the best algorithm. In recent years, a recommender system scheme has been developed for time series analysis using a meta-learning approach. This system selects the…
How to best develop foundational models for time series forecasting remains an important open question. Tokenization is a crucial consideration in this effort: what is an effective discrete vocabulary for a real-valued sequential input? To…
The reconstruction of phase spaces is an essential step to analyze time series according to Dynamical System concepts. A regression performed on such spaces unveils the relationships among system states from which we can derive their…
Textual graphs are ubiquitous in real-world applications, featuring rich text information with complex relationships, which enables advanced research across various fields. Textual graph representation learning aims to generate…
From CNNs to attention mechanisms, encoding inductive biases into neural networks has been a fruitful source of improvement in machine learning. Adding auxiliary losses to the main objective function is a general way of encoding biases that…
Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…
Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate…
Recent deep learning models for Long-term Time Series Forecasting (LTSF) often emphasize complex, handcrafted designs, while simpler architectures like linear models or MLPs have often outperformed these intricate solutions. In this paper,…
With the growing availability of multi-domain time series data, there is an increasing demand for general forecasting models pre-trained on multi-source datasets to support diverse downstream prediction scenarios. Existing time series…
This thesis focuses on representation learning for sequence data over time or space, aiming to improve downstream sequence prediction tasks by using the learned representations. Supervised learning has been the most dominant approach for…
In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…
Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…
Time series foundation models (TSFMs) have recently achieved strong zero-shot forecasting performance through large-scale pretraining and retrieval-augmented prediction. However, our empirical analysis reveals a non-trivial limitation of…
Deep neural networks excel at image classification, but their performance is far less robust to input perturbations than human perception. In this work we explore whether this shortcoming may be partly addressed by incorporating…
Inspired by the tremendous success of deep Convolutional Neural Networks as generic feature extractors for images, we propose TimeNet: a deep recurrent neural network (RNN) trained on diverse time series in an unsupervised manner using…