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

Deep learning algorithms have made many breakthroughs and have various applications in real life. Computational resources become a bottleneck as the data and complexity of the deep learning pipeline increases. In this paper, we propose…

Online learning algorithms are fast, memory-efficient, easy to implement, and applicable to many prediction problems, including classification, regression, and ranking. Several online algorithms were proposed in the past few decades, some…

This paper proposes a new multi-linear projection method for denoising and estimation of high-dimensional matrix-variate factor time series. It assumes that a $p_1\times p_2$ matrix-variate time series consists of a dynamically dependent,…

Our proposal is on a new stochastic optimizer for non-convex and possibly non-smooth objective functions typically defined over large dimensional design spaces. Towards this, we have tried to bridge noise-assisted global search and faster…

Time series forecasting has important applications in financial analysis, weather forecasting, and traffic management. However, existing deep learning models are limited in processing non-stationary time series data because they cannot…

One of the challenging questions in time series forecasting is how to find the best algorithm. In recent years, a recommender system scheme has been developed for time series analysis using a meta-learning approach. This system selects the…

Time-series forecasting in real-world applications such as finance and energy often faces challenges due to limited training data and complex, noisy temporal dynamics. Existing deep forecasting models typically supervise predictions using…

In this paper, we introduce ProNet, an novel deep learning approach designed for multi-horizon time series forecasting, adaptively blending autoregressive (AR) and non-autoregressive (NAR) strategies. Our method involves dividing the…

Recent breakthroughs in natural language processing and computer vision, driven by efficient pre-training on large datasets, have enabled foundation models to excel on a wide range of tasks. However, this potential has not yet been fully…

In the context of time series forecasting, it is a common practice to evaluate multiple methods and choose one of these methods or an ensemble for producing the best forecasts. However, choosing among different ensembles over multiple…

We propose a three-stage framework for forecasting high-dimensional time-series data. Our method first estimates parameters for each univariate time series. Next, we use these parameters to cluster the time series. These clusters can be…

This work studies and develop projection-free algorithms for online learning with linear optimization oracles (a.k.a. Frank-Wolfe) for handling the constraint set. More precisely, this work (i) provides an improved (optimized) variant of an…

Online updating of time series forecasting models aims to address the concept drifting problem by efficiently updating forecasting models based on streaming data. Many algorithms are designed for online time series forecasting, with some…

A large collection of time series poses significant challenges for classical and neural forecasting approaches. Classical time series models fail to fit data well and to scale to large problems, but succeed at providing uncertainty…

Probabilistic forecasting, i.e. estimating the probability distribution of a time series' future given its past, is a key enabler for optimizing business processes. In retail businesses, for example, forecasting demand is crucial for having…

We present an alternative and simpler method for computing principal typings of flow networks. When limited to planar flow networks, the method can be made to run in fixed-parameter linear-time -- where the parameter not to be exceeded is…

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…

Network traffic matrix estimation is an ill-posed linear inverse problem: it requires to estimate the unobservable origin destination traffic flows, X, given the observable link traffic flows, Y, and a binary routing matrix, A, which are…

Many real-life applications involve simultaneously forecasting multiple time series that are hierarchically related via aggregation or disaggregation operations. For instance, commercial organizations often want to forecast inventories…

Forecasting based on financial time-series is a challenging task since most real-world data exhibits nonstationary property and nonlinear dependencies. In addition, different data modalities often embed different nonlinear relationships…