相关论文: Deep Pattern of Time Series and Its Applications i…

Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…

This paper aims to introduce an application to Kalman Filtering Theory, which is rather unconventional. Recent experiments have shown that many natural phenomena, especially from ecology or meteorology, could be monitored and predicted more…

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Multivariate time series are routinely encountered in real-world applications, and in many cases, these time series are strongly correlated. In this paper, we present a deep learning structural time series model which can (i) handle…

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Temporal distributional shifts, with underlying dynamics changing over time, frequently occur in real-world time series and pose a fundamental challenge for deep neural networks (DNNs). In this paper, we propose a novel deep sequence model…

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Deep learning has been actively applied to time series forecasting, leading to a deluge of new methods, belonging to the class of historical-value models. Yet, despite the attractive properties of time-index models, such as being able to…

Time series anomaly detection has applications in a wide range of research fields and applications, including manufacturing and healthcare. The presence of anomalies can indicate novel or unexpected events, such as production faults, system…

The paper describes the deep learning approach for forecasting non-stationary time series with using time trend correction in a neural network model. Along with the layers for predicting sales values, the neural network model includes a…

Dynamic linear regression models forecast the values of a time series based on a linear combination of a set of exogenous time series while incorporating a time series process for the error term. This error process is often assumed to…

Non-stationary time series with non-linear trends are frequently encountered in applications. We consider here the feasibility of accurately forecasting the signals of multiple such time series considering jointly when the number of…

An approach is presented for making predictions about functional time series. The method is applied to data coming from periodically correlated processes and electricity demand, obtaining accurate point forecasts and narrow prediction bands…

Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

In this paper, we study the problem of locating a predefined sequence of patterns in a time series. In particular, the studied scenario assumes a theoretical model is available that contains the expected locations of the patterns. This…

Forecasting driving behavior or other sensor measurements is an essential component of autonomous driving systems. Often real-world multivariate time series data is hard to model because the underlying dynamics are nonlinear and the…

Time series analysis is a field of data science which is interested in analyzing sequences of numerical values ordered in time. Time series are particularly interesting because they allow us to visualize and understand the evolution of a…

Time series data, defined by equally spaced points over time, is essential in fields like medicine, telecommunications, and energy. Analyzing it involves tasks such as classification, clustering, prototyping, and regression. Classification…