相关论文: OFTER: An Online Pipeline for Time Series Forecast…

Deep learning approaches to optical flow estimation have seen rapid progress over the recent years. One common trait of many networks is that they refine an initial flow estimate either through multiple stages or across the levels of a…

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

This paper presents a time series forecasting framework which combines standard forecasting methods and a machine learning model. The inputs to the machine learning model are not lagged values or regular time series features, but instead…

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Periodicity is a fundamental characteristic of time series data and has long played a central role in forecasting. Recent deep learning methods strengthen the exploitation of periodicity by treating patches as basic tokens, thereby…

Time-series forecasting is fundamental in industrial domains like manufacturing and smart factories. As systems evolve toward automation, models must operate on edge devices (e.g., PLCs, microcontrollers) with strict constraints on latency…

Online learning updates models incrementally with new data, avoiding large storage requirements and costly model recalculations. In this paper, we introduce "OLR-WA; OnLine Regression with Weighted Average", a novel and versatile…

Conventional hyperparameter optimization methods are computationally intensive and hard to generalize to scenarios that require dynamically adapting hyperparameters, such as life-long learning. Here, we propose an online hyperparameter…

Large companies need to monitor various metrics (for example, Page Views and Revenue) of their applications and services in real time. At Microsoft, we develop a time-series anomaly detection service which helps customers to monitor the…

Recent lightweight MLP-based models have achieved strong performance in time series forecasting by capturing stable trends and seasonal patterns. However, their effectiveness hinges on an implicit assumption of local stationarity…

Missing values are pervasive in large-scale time-series data, posing challenges for reliable analysis and decision-making. Many neural architectures have been designed to model and impute the complex and heterogeneous missingness patterns…

Neural networks are a popular tool for modeling sequential data but they generally do not treat time as a continuous variable. Neural ODEs represent an important exception: they parameterize the time derivative of a hidden state with a…

Time series forecasting is fundamental for various use cases in different domains such as energy systems and economics. Creating a forecasting model for a specific use case requires an iterative and complex design process. The typical…

In this paper, we investigate the framework of Online Convex Optimization (OCO) for online learning. OCO offers a very powerful online learning framework for many applications. In this context, we study a specific framework of OCO called…

Time series analysis finds wide applications in fields such as weather forecasting, anomaly detection, and behavior recognition. Previous methods attempted to model temporal variations directly using 1D time series. However, this has been…

Incremental anomaly detection aims to sequentially identify defects in industrial product lines but suffers from catastrophic forgetting, primarily due to knowledge overwriting during parameter updates and feature conflicts between tasks.…

Threshold Autoregressive (TAR) models have been widely used by statisticians for non-linear time series forecasting during the past few decades, due to their simplicity and mathematical properties. On the other hand, in the forecasting…

We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of…

We forecast a single time series using a high-dimensional set of predictors. When these predictors share common underlying dynamics, an approximate latent factor model provides a powerful characterization of their co-movements Bai(2003).…

Probabilistic time series forecasting involves estimating the distribution of future based on its history, which is essential for risk management in downstream decision-making. We propose a deep state space model for probabilistic time…