English
Related papers

Related papers: Dynamic Linear Coregionalization for Realistic Syn…

200 papers

The phenomenon of linear mode connectivity (LMC) links several aspects of deep learning, including training stability under noisy stochastic gradients, the smoothness and generalization of local minima (basins), the similarity and…

Machine Learning · Computer Science 2025-11-07 C. Hepburn , T. Zielke , A. P. Raulf

Foundation models for zero-shot time series forecasting face challenges in efficient long-horizon prediction and reproducibility, with existing synthetic-only approaches underperforming on challenging benchmarks. This paper presents…

Machine Learning · Computer Science 2026-02-06 Vladyslav Moroshan , Julien Siems , Arber Zela , Timur Carstensen , Frank Hutter

Irregular multivariate time series (IMTS) is characterized by the lack of synchronized observations across its different channels. In this paper, we point out that this channel-wise asynchrony can lead to poor channel-wise modeling of…

Machine Learning · Computer Science 2025-09-23 Shuhan Zhong , Weipeng Zhuo , Sizhe Song , Guanyao Li , Zhongyi Yu , S. -H. Gary Chan

We present Federated Timeline Synthesis (FTS), a novel framework for training generative foundation models across distributed timeseries data applied to electronic health records (EHR). At its core, FTS represents patient history as…

Machine Learning · Computer Science 2025-07-01 Pawel Renc , Michal K. Grzeszczyk , Linglong Qian , Nassim Oufattole , Jeff Rasley , Arkadiusz Sitek

Recent advancements have underscored the impact of deep learning techniques on multivariate time series forecasting (MTSF). Generally, these techniques are bifurcated into two categories: Channel-independence and Channel-mixing approaches.…

Machine Learning · Computer Science 2024-03-05 Shiyi Qi , Liangjian Wen , Yiduo Li , Yuanhang Yang , Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

Deep learning has shown impressive results in a variety of time series forecasting tasks, where modeling the conditional distribution of the future given the past is the essence. However, when this conditional distribution is…

Machine Learning · Computer Science 2024-02-27 Siqi Liu , Andreas Lehrmann

Dynamic functional connectivity (DFC) analysis involves measuring correlated neural activity over time across multiple brain regions. Significant regional correlations among neural signals, such as those obtained from resting-state…

This paper develops a data-driven stabilization method for continuous-time linear time-invariant systems with theoretical guarantees and no need for signal derivatives. The framework, based on linear matrix inequalities (LMIs), is…

Optimization and Control · Mathematics 2024-11-01 Alessandro Bosso , Marco Borghesi , Andrea Iannelli , Giuseppe Notarstefano , Andrew R. Teel

Deep learning (e.g., Transformer) has been widely and successfully used in multivariate time series forecasting (MTSF). Unlike existing methods that focus on training models from a single modal of time series input, large language models…

Machine Learning · Computer Science 2025-04-09 Peiyuan Liu , Hang Guo , Tao Dai , Naiqi Li , Jigang Bao , Xudong Ren , Yong Jiang , Shu-Tao Xia

It is well known that modeling and forecasting realized covariance matrices of asset returns play a crucial role in the field of finance. The availability of high frequency intraday data enables the modeling of the realized covariance…

Computational Engineering, Finance, and Science · Computer Science 2021-07-23 Yanwen Fang , Philip L. H. Yu , Yaohua Tang

Non-stationarity is an intrinsic property of real-world time series and plays a crucial role in time series forecasting. Previous studies primarily adopt instance normalization to attenuate the non-stationarity of original series for better…

Machine Learning · Computer Science 2025-03-05 Tianyu Jia , Zongxia Xie , Yanru Sun , Dilfira Kudrat , Qinghua Hu

This paper presents a convex optimization-based framework for synthesizing time-varying controlled invariant funnels and associated feedback control around a given nominal trajectory for nonlinear systems subject to bounded disturbances.…

Optimization and Control · Mathematics 2025-11-13 Taewan Kim , Dayou Luo , Behçet Açıkmeşe

We derive novel criteria for designing stabilizing dynamic output-feedback controllers for a class of aperiodic impulsive systems subject to a range dwell-time condition. Our synthesis conditions are formulated as clock-dependent linear…

Optimization and Control · Mathematics 2022-05-12 Tobias Holicki , Carsten W. Scherer

Predicting future values in multivariate time series is vital across various domains. This work explores the use of large language models (LLMs) for this task. However, LLMs typically handle one-dimensional data. We introduce MultiCast, a…

Machine Learning · Computer Science 2024-05-24 Georgios Chatzigeorgakidis , Konstantinos Lentzos , Dimitrios Skoutas

Synthetic datasets are widely used in many applications, such as missing data imputation, examining non-stationary scenarios, in simulations, training data-driven models, and analyzing system robustness. Typically, synthetic data are based…

Methodology · Statistics 2025-02-05 Ofek Aloni , Gal Perelman , Barak Fishbain

Synthetic data generation is integral to ML pipelines, e.g., to augment training data, replace sensitive information, and even to power advanced platforms like DeepSeek. While LLMs fine-tuned for synthetic data generation are gaining…

Machine Learning · Computer Science 2025-03-17 Shengzhe Xu , Cho-Ting Lee , Mandar Sharma , Raquib Bin Yousuf , Nikhil Muralidhar , Naren Ramakrishnan

There have been several recent efforts towards developing representations for multivariate time-series in an unsupervised learning framework. Such representations can prove beneficial in tasks such as activity recognition, health…

Machine Learning · Computer Science 2022-09-23 Yitian Zhang , Florence Regol , Antonios Valkanas , Mark Coates

Inference-time scaling has proven effective in boosting large language model (LLM) performance through increased test-time computation. Yet, its practical application is often hindered by reliance on external verifiers or a lack of…

Computation and Language · Computer Science 2025-06-23 Fei Wang , Xingchen Wan , Ruoxi Sun , Jiefeng Chen , Sercan Ö. Arık

Time series generation is a crucial research topic in the area of decision-making systems, which can be particularly important in domains like autonomous driving, healthcare, and, notably, robotics. Recent approaches focus on learning in…

Machine Learning · Computer Science 2024-09-16 Jian Qian , Bingyu Xie , Biao Wan , Minhao Li , Miao Sun , Patrick Yin Chiang

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and…

Machine Learning · Computer Science 2025-01-14 Malcolm L. Wolff , Shenghao Yang , Kari Torkkola , Michael W. Mahoney