相关论文: FreDo: Frequency Domain-based Long-Term Time Serie…

Capturing high-level structure in audio waveforms is challenging because a single second of audio spans tens of thousands of timesteps. While long-range dependencies are difficult to model directly in the time domain, we show that they can…

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…

Accurate models are essential for design, performance prediction, control, and diagnostics in complex engineering systems. Physics-based models excel during the design phase but often become outdated during system deployment due to changing…

The recent breakthrough of Transformers in deep learning has drawn significant attention of the time series community due to their ability to capture long-range dependencies. However, like other deep learning models, Transformers face…

Recognizing acoustic events is an intricate problem for a machine and an emerging field of research. Deep neural networks achieve convincing results and are currently the state-of-the-art approach for many tasks. One advantage is their…

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…

Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operation. Yet, it remains largely a dataset-specific task, requiring comprehensive training data,…

A useful approach for analysing multiple time series is via characterising their spectral density matrix as the frequency domain analog of the covariance matrix. When the dimension of the time series is large compared to their length,…

In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…

Weather forecasting is crucial for public safety, disaster prevention and mitigation, agricultural production, and energy management, with global relevance. Although deep learning has significantly advanced weather prediction, current…

It has been demonstrated that networks' parameters can be significantly reduced in the frequency domain with a very small decrease in accuracy. However, given the cost of frequency transforms, the computational complexity is not…

Kolmogorov-Arnold Networks (KANs) are highly effective in long-term time series forecasting due to their ability to efficiently represent nonlinear relationships and exhibit local plasticity. However, prior research on KANs has…

Modern IoT deployments for environmental sensing produce high volume spatiotemporal data to support downstream tasks such as forecasting, typically powered by machine learning models. While existing filtering and strategic deployment…

Forecasting high-dimensional time series plays a crucial role in many applications such as demand forecasting and financial predictions. Modern datasets can have millions of correlated time-series that evolve together, i.e they are…

Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…

Financial spillovers in interconnected systems, such as global banking networks, require tools that capture temporal and frequency dynamics, while incorporating the underlying network topology. While current network time series models are…

This paper develops a harmonic-domain framework for systems with variable fundamental frequency. A variable-frequency sliding Fourier decomposition is introduced in the phase domain, together with necessary and sufficient conditions for…

Unlike natural language processing and computer vision, the development of Foundation Models (FMs) for time series forecasting is blocked due to data scarcity. While recent efforts are focused on building such FMs by unlocking the potential…

Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and…