相关论文: Bayesian Temporal Factorization for Multidimension…

Traffic forecasting uses recent measurements by sensors installed at chosen locations to forecast the future road traffic. Existing work either assumes all locations are equipped with sensors or focuses on short-term forecast. This paper…

Time series prediction is a widespread and well studied problem with applications in many domains (medical, geoscience, network analysis, finance, econometry etc.). In the case of multivariate time series, the key to good performances is to…

Forecasting in probabilistic time series is a complex endeavor that extends beyond predicting future values to also quantifying the uncertainty inherent in these predictions. Gaussian process regression stands out as a Bayesian machine…

Recent progress in foundation models has enabled strong zero-shot performance for time series forecasting. In this work, we show that such capabilities can also emerge from tabular foundation models. We introduce TabPFN-TS, a simple method…

The majority of real-world processes are spatiotemporal, and the data generated by them exhibits both spatial and temporal evolution. Weather is one of the most essential processes in this domain, and weather forecasting has become a…

This paper derives practical algorithms, based on Bayesian inference methods, for several data analysis problems common in time series analysis of astronomical and other data. One problem is the determination of the lag between two time…

The Markov Transition Field (MTF), introduced by Wang and Oates (2015), encodes a time series as a two-dimensional image by mapping each pair of time steps to the transition probability between their quantile states, estimated from a single…

Multivariate time series alignment is critical for ensuring coherent analysis across variables, but missing values and timestamp inconsistencies make this task highly challenging. Existing approaches often rely on prior imputation, which…

Trajectory prediction plays a vital role in automotive radar systems, facilitating precise tracking and decision-making in autonomous driving. Generative adversarial networks with the ability to learn a distribution over future trajectories…

We all depend on mobility, and vehicular transportation affects the daily lives of most of us. Thus, the ability to forecast the state of traffic in a road network is an important functionality and a challenging task. Traffic data is often…

This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…

This paper proposes a new AR-sieve bootstrap approach to high-dimensional time series. The major challenge of classical bootstrap methods on high-dimensional time series is two-fold: curse of dimensionality and temporal dependence. To…

Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…

Non-recurrent traffic congestion (NRTC) usually brings unexpected delays to commuters. Hence, it is critical to accurately detect and recognize the NRTC in a real-time manner. The advancement of road traffic detectors and loop detectors…

This paper introduces a novel approach to time series classification using a Markov Transition Field (MTF)-aided Transformer model, specifically designed for Software-Defined Networks (SDNs). The proposed model integrates the temporal…

Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…

Traffic prediction is an indispensable component of urban planning and traffic management. Achieving accurate traffic prediction hinges on the ability to capture the potential spatio-temporal relationships among road sensors. However, the…

Quantifying spatial and/or temporal associations in multivariate geolocated data of different types is achievable via spatial random effects in a Bayesian hierarchical model, but severe computational bottlenecks arise when spatial…

We present TimeFound, an encoder-decoder transformer-based time series foundation model for out-of-the-box zero-shot forecasting. To handle time series data from various domains, TimeFound employs a multi-resolution patching strategy to…

Multi-dimensional functional data arises in numerous modern scientific experimental and observational studies. In this paper we focus on longitudinal functional data, a structured form of multidimensional functional data. Operating within a…