相关论文: The Effectiveness of Discretization in Forecasting…

Data discretization, also known as binning, is a frequently used technique in computer science, statistics, and their applications to biological data analysis. We present a new method for the discretization of real-valued data into a finite…

Tokenization and transfer learning are two critical components in building state of the art time series foundation models for forecasting. In this work, we systematically study the effect of tokenizer design, specifically scaling and…

Time series forecasting plays a crucial role in many real-world applications, and numerous complex forecasting models have been proposed in recent years. Despite their architectural innovations, most state-of-the-art models report only…

Recent research on time series foundation models has primarily focused on forecasting, leaving it unclear how generalizable their learned representations are. In this study, we examine whether frozen pre-trained forecasting models can…

Covariate shift has been shown to sharply degrade both predictive accuracy and the calibration of uncertainty estimates for deep learning models. This is worrying, because covariate shift is prevalent in a wide range of real world…

Time series forecasting is a crucial task in machine learning, as it has a wide range of applications including but not limited to forecasting electricity consumption, traffic, and air quality. Traditional forecasting models rely on rolling…

In forecasting multiple time series, accounting for the individual features of each sequence can be challenging. To address this, modern deep learning methods for time series analysis combine a shared (global) model with local layers,…

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

Deep learning models have grown increasingly popular in time series applications. However, the large quantity of newly proposed architectures, together with often contradictory empirical results, makes it difficult to assess which…

Time series forecasting has gained lots of attention recently; this is because many real-world phenomena can be modeled as time series. The massive volume of data and recent advancements in the processing power of the computers enable…

In real world, the huge amount of temporal data is to be processed in many application areas such as scientific, financial, network monitoring, sensor data analysis. Data mining techniques are primarily oriented to handle discrete features.…

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

Although the pre-training followed by fine-tuning paradigm is used extensively in many fields, there is still some controversy surrounding the impact of pre-training on the fine-tuning process. Currently, experimental findings based on text…

Recent work in time series forecasting has explored reformulating regression as a classification task. By discretizing the continuous target space into bins and predicting over a fixed set of classes, these approaches benefit from 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…

Numerous deep learning architectures have been developed to accommodate the diversity of time series datasets across different domains. In this article, we survey common encoder and decoder designs used in both one-step-ahead and…

Deep Learning has been successfully applied to many application domains, yet its advantages have been slow to emerge for time series forecasting. For example, in the well-known Makridakis (M) Competitions, hybrids of traditional statistical…

We propose Neural Priming, a technique for adapting large pretrained models to distribution shifts and downstream tasks given few or no labeled examples. Presented with class names or unlabeled test samples, Neural Priming enables the model…

Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…

Deep neural networks are highly effective at a range of computational tasks. However, they tend to be computationally expensive, especially in vision-related problems, and also have large memory requirements. One of the most effective…