Related papers: TriTS: Time Series Forecasting from a Multimodal P…
In recent work on time-series prediction, Transformers and even large language models have garnered significant attention due to their strong capabilities in sequence modeling. However, in practical deployments, time-series prediction often…
Topological Data Analysis (TDA) has emerged as a powerful tool for extracting meaningful features from complex data structures, driving significant advancements in fields such as neuroscience, biology, machine learning, and financial…
When deploying time series forecasting models based on machine learning to real world settings, one often encounter situations where the data distribution drifts. Such drifts expose the forecasting models to out-of-distribution (OOD) data,…
Time series forecasting is central to data analysis and web technologies. The recent success of Large Language Models (LLMs) offers significant potential for this field, especially from the cross-modality aspect. Most methods adopt an…
Data-driven problem solving in many real-world applications involves analysis of time-dependent multivariate data, for which dimensionality reduction (DR) methods are often used to uncover the intrinsic structure and features of the data.…
For multivariate time series (MTS) tasks, previous state space models (SSMs) followed the modeling paradigm of Transformer-based methods. However, none of them explicitly model the complex dependencies of MTS: the Channel Dependency…
This paper demonstrates the potentials of the long short-term memory (LSTM) when applyingwith macroeconomic time series data sampled at different frequencies. We first present how theconventional LSTM model can be adapted to the time series…
Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…
Time series analysis plays a critical role in numerous applications, supporting tasks such as forecasting, classification, anomaly detection, and imputation. In this work, we present the time series pattern machine (TSPM), a model designed…
Self-supervised representation learning of Multivariate Time Series (MTS) is a challenging task and attracts increasing research interests in recent years. Many previous works focus on the pretext task of self-supervised learning and…
Time series data is a key element of big data analytics, commonly found in domains such as finance, healthcare, climate forecasting, and transportation. In large scale real world settings, such data is often high dimensional and…
One of the primary objectives of satellite remote sensing is to capture the complex dynamics of the Earth environment, which encompasses tasks such as reconstructing continuous cloud-free image sequences, detecting land cover changes, and…
Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals. The core challenge is to effectively combine temporal numerical patterns with the context…
Tensor time series (TTS) data, a generalization of one-dimensional time series on a high-dimensional space, is ubiquitous in real-world scenarios, especially in monitoring systems involving multi-source spatio-temporal data (e.g.,…
Time-Series (TS) exhibits pronounced non-stationarity. Consequently, most forecasting methods display compromised robustness to concept drift, despite the prevalent application of instance normalization. We tackle this challenge by first…
Recent advancements in deep learning have led to the development of various models for long-term multivariate time-series forecasting (LMTF), many of which have shown promising results. Generally, the focus has been on…
Interpreting complex time series forecasting models is challenging due to the temporal dependencies between time steps and the dynamic relevance of input features over time. Existing interpretation methods are limited by focusing mostly on…
Modern enterprises generate vast streams of time series metrics when monitoring complex systems, known as observability data. Unlike conventional time series from domains such as climate, observability data are zero-inflated, highly…
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…
Multivariate time series forecasting plays a crucial role in various fields such as finance, traffic management, energy, and healthcare. Recent studies have highlighted the advantages of channel independence to resist distribution drift but…