相关论文: Forecasting Multilinear Data via Transform-Based T…

Multi-horizon time series forecasting has many practical applications such as demand forecasting. Accurate demand prediction is critical to help make buying and inventory decisions for supply chain management of e-commerce and physical…

Autoregressive attention-based time series forecasting (TSF) has drawn increasing interest, with mechanisms like linear attention sometimes outperforming vanilla attention. However, deeper Transformer architectures frequently misalign with…

Time series forecasting remains a challenging task, particularly in the context of complex multiscale temporal patterns. This study presents LLM-Mixer, a framework that improves forecasting accuracy through the combination of multiscale…

Long-term time-series forecasting (LTTF) has become a pressing demand in many applications, such as wind power supply planning. Transformer models have been adopted to deliver high prediction capacity because of the high computational…

Predictive state representation~(PSR) uses a vector of action-observation sequence to represent the system dynamics and subsequently predicts the probability of future events. It is a concise knowledge representation that is well studied in…

Time series sequence prediction and modelling has proven to be a challenging endeavor in real world datasets. Two key issues are the multi-dimensionality of data and the interaction of independent dimensions forming a latent output signal,…

Motivated by predicting intraday trading volume curves, we consider two spatio-temporal autoregressive models for matrix time series, in which each column may represent daily trading volume curve of one asset, and each row captures…

In many areas of decision-making, forecasting is an essential pillar. Consequently, many different forecasting methods have been proposed. From our experience, recently presented forecasting methods are computationally intensive, poorly…

Time series forecasting has traditionally focused on univariate and multivariate numerical data, often overlooking the benefits of incorporating multimodal information, particularly textual data. In this paper, we propose a novel framework…

We present a windowed technique to learn parsimonious time-varying autoregressive models from multivariate timeseries. This unsupervised method uncovers interpretable spatiotemporal structure in data via non-smooth and non-convex…

Autoregressive (AR) models for image generation typically adopt a two-stage paradigm of vector quantization and raster-scan ``next-token prediction", inspired by its great success in language modeling. However, due to the huge modality gap,…

Labeling LiDAR point clouds is notoriously time-and-energy-consuming, which spurs recent unsupervised 3D representation learning methods to alleviate the labeling burden in LiDAR perception via pretrained weights. Almost all existing work…

Large Language Models (LLMs) have recently been successfully applied to regression tasks -- such as time series forecasting and tabular prediction -- by leveraging their in-context learning abilities. However, their autoregressive decoding…

The problem of broad practical interest in spatiotemporal data analysis, i.e., discovering interpretable dynamic patterns from spatiotemporal data, is studied in this paper. Towards this end, we develop a time-varying reduced-rank vector…

Time series forecasting at scale presents significant challenges for modern prediction systems, particularly when dealing with large sets of synchronized series, such as in a global payment network. In such systems, three key challenges…

Current time-series forecasting models are primarily based on transformer-style neural networks. These models achieve long-term forecasting mainly by scaling up the model size rather than through genuinely autoregressive (AR) rollout. From…

Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…

We introduce a new paradigm for AutoRegressive (AR) image generation, termed Set AutoRegressive Modeling (SAR). SAR generalizes the conventional AR to the next-set setting, i.e., splitting the sequence into arbitrary sets containing…

Tensor factorizations have become increasingly popular approaches for various learning tasks on structured data. In this work, we extend the RESCAL tensor factorization, which has shown state-of-the-art results for multi-relational…

Tensor decompositions have become essential tools for feature extraction and compression of multiway data. Recent advances in tensor operators have enabled desirable properties of standard matrix algebra to be retained for multilinear…