Related papers: SurF: A Generative Model for Multivariate Irregula…
Multivariate time-series (MTS) forecasting is fundamental to applications ranging from urban mobility and resource management to climate modeling. While recent generative models based on denoising diffusion have advanced state-of-the-art…
This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…
Accurate and robust weather forecasting remains a fundamental challenge due to the inherent spatio-temporal complexity of atmospheric systems. In this paper, we propose a novel self-supervised learning framework that leverages…
Neural forecasting of spatiotemporal time series drives both research and industrial innovation in several relevant application domains. Graph neural networks (GNNs) are often the core component of the forecasting architecture. However, in…
The statistics obtained from turbulent flow simulations are generally uncertain due to finite time averaging. The techniques available in the literature to accurately estimate these uncertainties typically only work in an offline mode, that…
The attention mechanism has demonstrated remarkable potential in sequence modeling, exemplified by its successful application in natural language processing with models such as Bidirectional Encoder Representations from Transformers (BERT)…
Survival analysis is a cornerstone of clinical research by modeling time-to-event outcomes such as metastasis, disease relapse, or patient death. Unlike standard tabular data, survival data often come with incomplete event information due…
Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are…
Survival analysis is a fundamental tool for modeling time-to-event data in healthcare, engineering, and finance, where censored observations pose significant challenges. While traditional methods like the Beran estimator offer nonparametric…
Spiking Neural Networks (SNNs) have received widespread attention due to their event-driven and low-power characteristics, making them particularly effective for processing neuromorphic data. Recent studies have shown that directly trained…
Astronomical surveys of celestial sources produce streams of noisy time series measuring flux versus time ("light curves"). Unlike in many other physical domains, however, large (and source-specific) temporal gaps in data arise naturally…
I develop Macroeconomic Random Forest (MRF), an algorithm adapting the canonical Machine Learning (ML) tool to flexibly model evolving parameters in a linear macro equation. Its main output, Generalized Time-Varying Parameters (GTVPs), is a…
Recent studies have shown that by introducing prior knowledge, multi-scale analysis of complex and non-stationary time series in real environments can achieve good results in the field of long-term forecasting. However, affected by…
How to effectively and efficiently deal with spatio-temporal event streams, where the events are generally sparse and non-uniform and have the microsecond temporal resolution, is of great value and has various real-life applications.…
The mathematical formula is the human language to describe nature and is the essence of scientific research. Finding mathematical formulas from observational data is a major demand of scientific research and a major challenge of artificial…
Predictive queries over spatiotemporal (ST) stream data pose significant data processing and analysis challenges. ST data streams involve a set of time series whose data distributions may vary in space and time, exhibiting multiple distinct…
Seismic imaging from sparsely acquired data faces challenges such as low image quality, discontinuities, and migration swing artifacts. Existing convolutional neural network (CNN)-based methods struggle with complex feature distributions…
Irregular multivariate time series impose a trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models often require sequential solvers prone to drift. To bridge…
Multivariate time series prediction has attracted a lot of attention because of its wide applications such as intelligence transportation, AIOps. Generative models have achieved impressive results in time series modeling because they can…
Fitting generative models to sequential data typically involves two recursive computations through time, one forward and one backward. The latter could be a computation of the loss gradient (as in backpropagation through time), or an…