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The paper introduces a novel conditional independence (CI) based method for linear and nonlinear, lagged and contemporaneous causal discovery from observational time series in the causally sufficient case. Existing CI-based methods such as…
Transformer-based and CNN-based methods demonstrate strong performance in long-term time series forecasting. However, their high computational and storage requirements can hinder large-scale deployment. To address this limitation, we…
Forecasting faithful trajectories of multivariate time series from practical scopes is essential for reasonable decision-making. Recent methods majorly tailor generative conditional diffusion models to estimate the target temporal…
Recent advances in lightweight time series forecasting models suggest the inherent simplicity of time series forecasting tasks. In this paper, we present CMoS, a super-lightweight time series forecasting model. Instead of learning the…
This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrated with current univariate methods. Our approach allows to…
Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for…
In long-term multivariate time series forecasting, effectively capturing both periodic patterns and residual dynamics is essential. To address this within standard deep learning benchmark settings, we propose the Hierarchical Patching Mixer…
Probabilistic forecasting is not only a way to add more information to a prediction of the future, but it also builds on weaknesses in point prediction. Sudden changes in a time series can still be captured by a cumulative distribution…
Time series forecasting has gained lots of attention recently; this is because many real-world phenomena can be modeled as time series. The massive volume of data and recent advancements in the processing power of the computers enable…
Time series forecasting has attracted significant attention in the field of AI. Previous works have revealed that the Channel-Independent (CI) strategy improves forecasting performance by modeling each channel individually, but it often…
Deep learning (e.g., Transformer) has been widely and successfully used in multivariate time series forecasting (MTSF). Unlike existing methods that focus on training models from a single modal of time series input, large language models…
Transformer-based models have achieved remarkable success in multivariate time series forecasting (MTSF) by capturing long-range dependencies. However, their widespread adoption is hindered by the quadratic computational complexity of…
Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…
Ensembling is a powerful technique for improving the accuracy of machine learning models, with methods like stacking achieving strong results in tabular tasks. In time series forecasting, however, ensemble methods remain underutilized, with…
Long-term time series forecasting (LTSF) is a critical task in computational intelligence. While Transformer-based models effectively capture long-range dependencies, they often suffer from quadratic complexity and overfitting due to data…
Forecasting irregularly sampled multivariate time series with missing values (IMTS) is a fundamental challenge in domains such as healthcare, climate science, and biology. While recent advances in vision and time series forecasting have…
Recently, channel-independent methods have achieved state-of-the-art performance in multivariate time series (MTS) forecasting. Despite reducing overfitting risks, these methods miss potential opportunities in utilizing channel dependence…
Time-series forecasting often faces challenges due to data volatility, which can lead to inaccurate predictions. Variational Mode Decomposition (VMD) has emerged as a promising technique to mitigate volatility by decomposing data into…
With the success of pre-trained language models (PLMs) in various application fields beyond natural language processing, language models have raised emerging attention in the field of time series forecasting (TSF) and have shown great…
Time series is a special type of sequence data, a sequence of real-valued random variables collected at even intervals of time. The real-world multivariate time series comes with noises and contains complicated local and global temporal…