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Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…
Time series prediction plays a crucial role in various industrial fields. In recent years, neural networks with a transformer backbone have achieved remarkable success in many domains, including computer vision and NLP. In time series…
Accurate decade-scale daily runoff forecasting in small watersheds is difficult because signals blend drifting trends, multi-scale seasonal cycles, regime shifts, and sparse extremes. Prior deep models (DLinear, TimesNet, PatchTST, TiDE,…
Transformer-based and CNN-based methods demonstrate strong performance in long-term time series forecasting. However, their high computational and storage requirements can hinder large-scale deployment. To address this limitation, we…
Time series forecasting, which predicts future values from past observations, plays a central role in many domains and has driven the development of highly accurate neural network models. However, the complexity of these models often limits…
Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…
A hybrid observer is described for estimating the state of an $m>0$ channel, $n$-dimensional, continuous-time, distributed linear system of the form $\dot{x} = Ax,\;y_i = C_ix,\;i\in\{1,2,\ldots, m\}$. The system's state $x$ is…
We propose the Taylorformer for random processes such as time series. Its two key components are: 1) the LocalTaylor wrapper which adapts Taylor approximations (used in dynamical systems) for use in neural network-based probabilistic…
Recent studies have shown great promise in applying graph neural networks for multivariate time series forecasting, where the interactions of time series are described as a graph structure and the variables are represented as the graph…
This research addresses the problem of adaptive modeling in time-series data streams with clear input-output relationships. This problem is challenging because rapid system changes (regime shifts) caused by environmental factors or input…
We introduce a novel ensemble approach for feature selection based on hierarchical stacking for non-stationarity and/or a limited number of samples with a large number of features. Our approach exploits the co-dependency between features…
Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…
Despite their simpler information fusion designs compared with Vision Transformers and Convolutional Neural Networks, Vision MLP architectures have demonstrated strong performance and high data efficiency in recent research. However,…
Among the existing Transformer-based multivariate time series forecasting methods, iTransformer, which treats each variable sequence as a token and only explicitly extracts cross-variable dependencies, and PatchTST, which adopts a…
Nonlinear differential equations rarely admit closed-form solutions, thus requiring numerical time-stepping algorithms to approximate solutions. Further, many systems characterized by multiscale physics exhibit dynamics over a vast range of…
Classification of time series is a growing problem in different disciplines due to the progressive digitalization of the world. Currently, the state-of-the-art in time series classification is dominated by The Hierarchical Vote Collective…
Dynamic graph learning plays a pivotal role in modeling evolving relationships over time, especially for temporal link prediction tasks in domains such as traffic systems, social networks, and recommendation platforms. While…
Recurrent neural network (RNN) and self-attention mechanism (SAM) are the de facto methods to extract spatial-temporal information for temporal graph learning. Interestingly, we found that although both RNN and SAM could lead to a good…
Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…
Randomized neural networks for representation learning have consistently achieved prominent results in texture recognition tasks, effectively combining the advantages of both traditional techniques and learning-based approaches. However,…