相关论文: Optimal Latent Space Forecasting for Large Collect…

In this paper, we introduce a novel theoretical framework for multi-task regression, applying random matrix theory to provide precise performance estimations, under high-dimensional, non-Gaussian data distributions. We formulate a…

Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…

Large time series models (LTMs) have emerged as powerful tools for universal forecasting, yet they often struggle with the inherent diversity and nonstationarity of real-world time series data, leading to an unsatisfactory trade-off between…

Accurate wind power forecasts depend on reliable wind speed forecasts. Numerical Weather Predictions (NWPs) utilize huge amounts of computing time, but still have rather low spatial and temporal resolution. However, stochastic wind speed…

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…

Deep time series forecasting has emerged as a rapidly growing field in recent years. Despite the exponential growth of community interests, progress on standard benchmarks is often limited to marginal improvements. A common consensus of the…

Functional time series whose sample elements are recorded sequentially over time are frequently encountered with increasing technology. Recent studies have shown that analyzing and forecasting of functional time series can be performed…

In the current context of Big Data, the nature of many forecasting problems has changed from predicting isolated time series to predicting many time series from similar sources. This has opened up the opportunity to develop competitive…

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…

Spatial-temporal forecasting systems play a crucial role in addressing numerous real-world challenges. In this paper, we investigate the potential of addressing spatial-temporal forecasting problems using general time series forecasting…

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Large tensor (multi-dimensional array) data are now routinely collected in a wide range of applications, due to modern data collection capabilities. Often such observations are taken over time, forming tensor time series. In this paper we…

This paper proposes a novel diffusion-index model for forecasting when predictors are high-dimensional matrix-valued time series. We apply an $\alpha$-PCA method to extract low-dimensional matrix factors and build a bilinear regression…

This paper introduces a novel two-dimensional (2D) time series forecasting model that integrates cohort behavior over time, addressing challenges in small data environments. We demonstrate its efficacy using multiple real-world datasets,…

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…

Autoregressive Recurrent Neural Networks are widely employed in time-series forecasting tasks, demonstrating effectiveness in univariate and certain multivariate scenarios. However, their inherent structure does not readily accommodate the…

Amounts of historical data collected increase and business intelligence applicability with automatic forecasting of time series are in high demand. While no single time series modeling method is universal to all types of dynamics,…

Sparse coding--that is, modelling data vectors as sparse linear combinations of basis elements--is widely used in machine learning, neuroscience, signal processing, and statistics. This paper focuses on the large-scale matrix factorization…

Although deep learning has achieved appealing results on several machine learning tasks, most of the models are deterministic at inference, limiting their application to single-modal settings. We propose a novel general-purpose framework…

Financial scenario simulation is essential for risk management and portfolio optimization, yet it remains challenging especially in high-dimensional and small data settings common in finance. We propose a diffusion factor model that…