相关论文: HiPerformer: Hierarchically Permutation-Equivarian…

Permutation approach is suggested as a method to investigate financial time series in micro scales. The method is used to see how high frequency trading in recent years has affected the micro patterns which may be seen in financial time…

This paper addresses a common problem with hierarchical time series. Time series analysis demands the series for a model to be the sum of multiple series at corresponding sub-levels. Hierarchical Time Series presents a two-fold problem.…

While there is substantial need for dependence models in higher dimensions, most existing models quickly become rather restrictive and barely balance parsimony and flexibility. Hierarchical constructions may improve on that by grouping…

Time series of counts arise in a variety of forecasting applications, for which traditional models are generally inappropriate. This paper introduces a hierarchical Bayesian formulation applicable to count time series that can easily…

Multivariate time series classification is a task with increasing importance due to the proliferation of new problems in various fields (economy, health, energy, transport, crops, etc.) where a large number of information sources are…

Transformers for time series forecasting mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. We propose Pathformer, a multi-scale Transformer with…

We introduce a HD DCC-HEAVY class of hierarchical-type factor models for high-dimensional covariance matrices, employing the realized measures built from higher-frequency data. The modelling approach features straightforward estimation and…

A novel framework for hierarchical forecast updating is presented, addressing a critical gap in the forecasting literature. By assuming a temporal hierarchy structure, the innovative approach extends hierarchical forecast reconciliation to…

Platform businesses operate on a digital core and their decision making requires high-dimensional accurate forecast streams at different levels of cross-sectional (e.g., geographical regions) and temporal aggregation (e.g., minutes to…

Previous work on symmetric group equivariant neural networks generally only considered the case where the group acts by permuting the elements of a single vector. In this paper we derive formulae for general permutation equivariant layers,…

Modern software systems are usually highly configurable, providing users with customized functionality through various configuration options. Understanding how system performance varies with different option combinations is important to…

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

To analyze multivariate time series, most previous methods assume regular subsampling of time series, where the interval between adjacent measurements and the number of samples remain unchanged. Practically, data collection systems could…

Interaction within small groups can often be represented as a sequence of events, where each event involves a sender and a recipient. Recent methods for modeling network data in continuous time model the rate at which individuals interact…

Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…

This paper proposes a novel framework for multi-group shape analysis relying on a hierarchical graphical statistical model on shapes within a population.The framework represents individual shapes as point setsmodulo translation, rotation,…

Deep learning methods are powerful tools in classifying multivariate time series data. Despite their high performance, these methods are hard to interpret, which diminishes their applications in high-risk domains such as healthcare. In this…

In addressing the challenge of Crystal Structure Prediction (CSP), symmetry-aware deep learning models, particularly diffusion models, have been extensively studied, which treat CSP as a conditional generation task. However, ensuring…

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…

Well-calibrated probabilistic regression models are a crucial learning component in robotics applications as datasets grow rapidly and tasks become more complex. Unfortunately, classical regression models are usually either probabilistic…