相关论文: Temporal Latent Auto-Encoder: A Method for Probabi…

Modelling multivariate spatio-temporal data with complex dependency structures is a challenging task but can be simplified by assuming that the original variables are generated from independent latent components. If these components are…

Recent work has shown that simple linear models can outperform several Transformer based approaches in long term time-series forecasting. Motivated by this, we propose a Multi-layer Perceptron (MLP) based encoder-decoder model, Time-series…

This paper develops probabilistic PV forecasters by taking advantage of recent breakthroughs in deep learning. It tailored forecasting tool, named encoder-decoder, is implemented to compute intraday multi-output PV quantiles forecasts to…

Time-series classification is an important domain of machine learning and a plethora of methods have been developed for the task. In comparison to existing approaches, this study presents a novel method which decomposes a time-series…

Recent advancements in transformer-based models have greatly improved time series analysis, providing robust solutions for tasks such as forecasting, anomaly detection, and classification. A crucial element of these models is positional…

Rapid progress in machine learning and deep learning has enabled a wide range of applications in the electricity load forecasting of power systems, for instance, univariate and multivariate short-term load forecasting. Though the strong…

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Sequential modelling of high-dimensional data is an important problem that appears in many domains including model-based reinforcement learning and dynamics identification for control. Latent variable models applied to sequential data…

Time series data is a prevalent form of data found in various fields. It consists of a series of measurements taken over time. Forecasting is a crucial application of time series models, where future values are predicted based on historical…

Deep learning methods are powerful tools in classifying multivariate time series data. Despite their high performance, these methods are hard to interpret, which diminishes their applications in high-risk domains such as healthcare. In this…

As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…

Probabilistic forecasting, i.e. estimating the probability distribution of a time series' future given its past, is a key enabler for optimizing business processes. In retail businesses, for example, forecasting demand is crucial for having…

Latent variable generative models have emerged as powerful tools for generative tasks including image and video synthesis. These models are enabled by pretrained autoencoders that map high resolution data into a compressed lower dimensional…

Variational Autoencoders are powerful models for unsupervised learning. However deep models with several layers of dependent stochastic variables are difficult to train which limits the improvements obtained using these highly expressive…

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are…

Time series forecasting is important for applications spanning energy markets, climate analysis, and traffic management. However, existing methods struggle to effectively integrate exogenous texts and align them with the probabilistic…

We introduce a dynamical spatio-temporal model formalized as a recurrent neural network for forecasting time series of spatial processes, i.e. series of observations sharing temporal and spatial dependencies. The model learns these…

The probability prediction of multivariate time series is a notoriously challenging but practical task. On the one hand, the challenge is how to effectively capture the cross-series correlations between interacting time series, to achieve…

Time series data is a key element of big data analytics, commonly found in domains such as finance, healthcare, climate forecasting, and transportation. In large scale real world settings, such data is often high dimensional and…