相关论文: Long Horizon Forecasting With Temporal Point Proce…

Time series forecasting, which aims to predict future values based on historical data, has garnered significant attention due to its broad range of applications. However, real-world time series often exhibit complex non-uniform distribution…

Point processes offer a versatile framework for sequential event modeling. However, the computational challenges and constrained representational power of the existing point process models have impeded their potential for wider…

Accurate energy time-series forecasting is crucial for ensuring grid stability and promoting the integration of renewable energy, yet it faces significant challenges from complex temporal dependencies and the heterogeneity of multi-source…

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…

Spatio-temporal problems exist in many areas of knowledge and disciplines ranging from biology to engineering and physics. However, solution strategies based on classical statistical techniques often fall short due to the large number of…

We propose a latent self-exciting point process model that describes geographically distributed interactions between pairs of entities. In contrast to most existing approaches that assume fully observable interactions, here we consider a…

Short-term wind speed prediction is essential for economical wind power utilization. The real-world wind speed data is typically intermittent and fluctuating, presenting great challenges to existing shallow models. In this paper, we present…

Probabilistic forecasting of complex phenomena is paramount to various scientific disciplines and applications. Despite the generality and importance of the problem, general mathematical techniques that allow for stable long-term forecasts…

Generative models have gained significant attention in multivariate time series forecasting (MTS), particularly due to their ability to generate high-fidelity samples. Forecasting the probability distribution of multivariate time series is…

Predicting discrete events in time and space has many scientific applications, such as predicting hazardous earthquakes and outbreaks of infectious diseases. History-dependent spatio-temporal Hawkes processes are often used to…

In this paper, we tackle the important yet under-investigated problem of making long-horizon prediction of event sequences. Existing state-of-the-art models do not perform well at this task due to their autoregressive structure. We propose…

Recent progress in neural forecasting accelerated improvements in the performance of large-scale forecasting systems. Yet, long-horizon forecasting remains a very difficult task. Two common challenges afflicting the task are the volatility…

Intelligent agents use internal world models to reason and make predictions about different courses of their actions at many scales. Devising learning paradigms and architectures that allow machines to learn world models that operate at…

There is a lack of methodological results for continuous time change detection due to the challenges of noninformative prior specification and efficient posterior inference in this setting. Most methodologies to date assume data are…

The prediction of wind in terms of both wind speed and direction, which has a crucial impact on many real-world applications like aviation and wind power generation, is extremely challenging due to the high stochasticity and complicated…

Forecasting relations between entities is paramount in the current era of data and AI. However, it is often overlooked that real-world relationships are inherently directional, involve more than two entities, and can change with time. In…

Recent advances have investigated the use of pretrained large language models (LLMs) for time-series forecasting by aligning numerical inputs with LLM embedding spaces. However, existing multimodal approaches often overlook the distinct…

Many events occur in the world. Some event types are stochastically excited or inhibited---in the sense of having their probabilities elevated or decreased---by patterns in the sequence of previous events. Discovering such patterns can help…

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Spatio-temporal point processes (STPPs) are potent mathematical tools for modeling and predicting events with both temporal and spatial features. Despite their versatility, most existing methods for learning STPPs either assume a restricted…