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Governments across the world are planning to increase the share of renewables in their energy systems. The siting of new wind and solar power plants requires close coordination with grid planning, and hence co-optimization of investment in…
Consumer-electronics systems are becoming increasingly complex as the number of integrated applications is growing. Some of these applications have real-time requirements, while other non-real-time applications only require good average…
Time series forecasting is crucial for various applications, such as weather forecasting, power load forecasting, and financial analysis. In recent studies, MLP-mixer models for time series forecasting have been shown as a promising…
Time series forecasting is traditionally dominated by sequence-based architectures such as recurrent neural networks and attention mechanisms, which process all time steps uniformly and often incur substantial computational cost. However,…
Long-horizon autoregressive forecasting of chaotic dynamical systems remains challenging due to rapid error amplification and distribution shift: small one-step inaccuracies compound into physically inconsistent rollouts and collapse of…
There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…
Imputing missing values in multivariate time series remains challenging, especially under diverse missing patterns and heavy missingness. Existing methods suffer from suboptimal performance as corrupted temporal features hinder effective…
Multivariate time series forecasting (MTSF) is crucial for decision-making to precisely forecast the future values/trends, based on the complex relationships identified from historical observations of multiple sequences. Recently,…
This paper proves the consistency property for the regularized maximum likelihood estimators (MLEs) of multivariate Hawkes processes (MHPs). It also develops an alternating minimization type algorithm (AA-iPALM) to compute the MLEs with…
Selecting an appropriate look-back horizon remains a fundamental challenge in time series forecasting (TSF), particularly in the federated learning scenarios where data is decentralized, heterogeneous, and often non-independent. While…
Multi-head Latent Attention (MLA) is an innovative architecture proposed by DeepSeek, designed to ensure efficient and economical inference by significantly compressing the Key-Value (KV) cache into a latent vector. Compared to MLA,…
The field of time series forecasting is rapidly advancing, with recent large-scale Transformers and lightweight Multilayer Perceptron (MLP) models showing strong predictive performance. However, conventional Transformer models are often…
Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal…
Large collections of time series data are often organized into hierarchies with different levels of aggregation; examples include product and geographical groupings. Probabilistic coherent forecasting is tasked to produce forecasts…
We introduce the concept of programmable feature engineering for time series modeling and propose a feature programming framework. This framework generates large amounts of predictive features for noisy multivariate time series while…
Mixed-Integer Programming (MIP), particularly Mixed-Integer Linear Programming (MILP) and Mixed-Integer Quadratic Programming (MIQP), has found extensive applications in domains such as portfolio optimization and network flow control, which…
Recent studies have revealed some issues of Multi-Head Attention (MHA), e.g., redundancy and over-parameterization. Specifically, the heads of MHA were originally designed to attend to information from different representation subspaces,…
Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…
Accurate analysis of industrial time-series big data is critical for the Prognostics and Health Management (PHM) of industrial equipment. While recent advancements in Large Language Models (LLMs) have shown promise in time-series analysis,…
The delivery and assessment of quality health care is complex with many interacting and interdependent components. In terms of research design and statistical analysis, this complexity and interdependency makes it difficult to assess the…