Related papers: PULSE: Generative Phase Evolution for Non-Stationa…
We introduce PULSE, a sub-microsecond optical circuit-switched data centre network architecture controlled by distributed hardware schedulers. PULSE is a flat architecture that uses parallel passive coupler-based broadcast and select…
Real-world time series exhibit temporally structured uncertainty: volatility clusters in turbulent regimes, dissipates in stable periods, and shifts abruptly around structural breaks. Yet many probabilistic forecasting methods estimate…
This paper presents a practical approach for detecting non-stationarity in time series prediction. This method is called SAFE and works by monitoring the evolution of the spectral contents of time series through a distance function. This…
Time-series forecasting plays a critical role in many real-world applications. Although increasingly powerful models have been developed and achieved superior results on benchmark datasets, through a fine-grained sample-level inspection, we…
Time-series tasks often benefit from signals expressed across multiple representation spaces (e.g., time vs. frequency) and at varying abstraction levels (e.g., local patterns vs. global semantics). However, existing pre-trained time-series…
Probabilistic forecasting consists in predicting a distribution of possible future outcomes. In this paper, we address this problem for non-stationary time series, which is very challenging yet crucially important. We introduce the STRIPE…
A new Bayesian method for the analysis of folded pulsar timing data is presented that allows for the simultaneous evaluation of evolution in the pulse profile in either frequency or time, along with the timing model and additional…
Caches at CPU nodes in disaggregated memory architectures amortize the high data access latency over the network. However, such caches are fundamentally unable to improve performance for workloads requiring pointer traversals across linked…
This paper deals with the modeling of non-stationary signals, from the point of view of signal synthesis. A class of random, non-stationary signals, generated by synthesis from a random timescale representation, is introduced and studied.…
Graph-based social recommendation (SocialRec) has emerged as a powerful extension of graph collaborative filtering (GCF), which leverages graph neural networks (GNNs) to capture multi-hop collaborative signals from user-item interactions.…
This paper addresses the problem of multi-step time series forecasting for non-stationary signals that can present sudden changes. Current state-of-the-art deep learning forecasting methods, often trained with variants of the MSE, lack the…
This paper presents PULSAR, a framework for pre-empting Advanced Persistent Threats (APTs). PULSAR employs a probabilistic graphical model (specifically a Factor Graph) to infer the time evolution of an attack based on observed security…
Most environmental phenomena, such as wind profiles, ozone concentration and sunlight distribution under a forest canopy, exhibit nonstationary dynamics i.e. phenomenon variation change depending on the location and time of occurrence.…
We apply reverse-engineering to find electromagnetic pulses that allow for the control of populations in quantum systems under dephasing and thermal noises. In particular, we discuss two-level systems given their importance in the…
Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…
Transformers have shown great power in time series forecasting due to their global-range modeling ability. However, their performance can degenerate terribly on non-stationary real-world data in which the joint distribution changes over…
While causal models are robust in that they are prediction optimal under arbitrarily strong interventions, they may not be optimal when the interventions are bounded. We prove that the classical K-class estimator satisfies such optimality…
We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…
Non-stationarity is a fundamental challenge in multivariate long-term time series forecasting, often manifested as rapid changes in amplitude and phase. These variations lead to severe distribution shifts and consequently degrade predictive…
Diffusion models, which convert noise into new data instances by learning to reverse a Markov diffusion process, have become a cornerstone in contemporary generative modeling. While their practical power has now been widely recognized, the…