相关论文: Dish-TS: A General Paradigm for Alleviating Distri…

Time series foundation models (TSFMs) have recently achieved strong zero-shot forecasting performance through large-scale pretraining and retrieval-augmented prediction. However, our empirical analysis reveals a non-trivial limitation of…

Diffusion models are the mainstream approach for time series generation tasks. However, existing diffusion models for time series generation require retraining the entire framework to introduce specific conditional guidance. There also…

As overparameterized models become increasingly prevalent, training loss alone offers limited insight into generalization performance. While smoothness has been linked to improved generalization across various settings, directly enforcing…

Across engineering and scientific domains, traditional deep learning (TDL) models perform well when training and test data share the same distribution. However, the dynamic nature of real-world data, broadly termed \textit{data shift},…

Benefiting from high capacity for capturing complex temporal patterns, deep learning (DL) has significantly advanced time series forecasting (TSF). However, deep models tend to suffer from severe overfitting due to the inherent…

Temporal domain generalization is a promising yet extremely challenging area where the goal is to learn models under temporally changing data distributions and generalize to unseen data distributions following the trends of the change. The…

Tabular learning transforms raw features into optimized spaces for downstream tasks, but its effectiveness deteriorates under distribution shifts between training and testing data. We formalize this challenge as the Distribution Shift…

Time series remains one of the most challenging modalities in machine learning research. The out-of-distribution (OOD) detection and generalization on time series tend to suffer due to its non-stationary property, i.e., the distribution…

Despite their recent success, deep neural networks continue to perform poorly when they encounter distribution shifts at test time. Many recently proposed approaches try to counter this by aligning the model to the new distribution prior to…

While recurrent neural networks (RNNs) demonstrate outstanding capabilities for future video frame prediction, they model dynamics in a discrete time space, i.e., they predict the frames sequentially with a fixed temporal step. RNNs are…

The phenomenon of distribution shift (DS) occurs when a dataset at test time differs from the dataset at training time, which can significantly impair the performance of a machine learning model in practical settings due to a lack of…

Spatio-temporal processes often exhibit highly heterogeneous and non-intuitive responses to localized disruptions, limiting the effectiveness of conventional message passing approaches in modeling local heterogeneity. We reformulate…

Recently, multivariate time series forecasting tasks have garnered increasing attention due to their significant practical applications, leading to the emergence of various deep forecasting models. However, real-world time series exhibit…

Due to the non-stationarity of time series, the distribution shift problem largely hinders the performance of time series forecasting. Existing solutions either rely on using certain statistics to specify the shift, or developing specific…

Spatio-temporal graph neural networks (STGNN) have emerged as the dominant model for spatio-temporal graph (STG) forecasting. Despite their success, they fail to model intrinsic uncertainties within STG data, which cripples their…

Face Anti-Spoofing (FAS) is pivotal in safeguarding facial recognition systems against presentation attacks. While domain generalization (DG) methods have been developed to enhance FAS performance, they predominantly focus on learning…

Dataset pruning aims to construct a coreset capable of achieving performance comparable to the original, full dataset. Most existing dataset pruning methods rely on snapshot-based criteria to identify representative samples, often resulting…

Analyzing time series data is crucial to a wide spectrum of applications, including economics, online marketplaces, and human healthcare. In particular, time series classification plays an indispensable role in segmenting different phases…

In this work we propose a novel approach to utilize convolutional neural networks for time series forecasting. The time direction of the sequential data with spatial dimensions $D=1,2$ is considered democratically as the input of a…

Deep learning has been actively studied for time series forecasting, and the mainstream paradigm is based on the end-to-end training of neural network architectures, ranging from classical LSTM/RNNs to more recent TCNs and Transformers.…