相关论文: Forecasting Irregularly Sampled Time Series using …

We consider the problem of model selection in Gaussian Markov fields in the sample deficient scenario. In many practically important cases, the underlying networks are embedded into Euclidean spaces. Using the natural geometric structure,…

Anomalies in univariate time series often refer to abnormal values and deviations from the temporal patterns from majority of historical observations. In multivariate time series, anomalies also refer to abnormal changes in the inter-series…

Undirected graphs are often used to describe high dimensional distributions. Under sparsity conditions, the graph can be estimated using $\ell_1$ penalization methods. However, current methods assume that the data are independent and…

In recent years, machine learning has established itself as a powerful tool for high-resolution weather forecasting. While most current machine learning models focus on deterministic forecasts, accurately capturing the uncertainty in the…

Time series are the primary data type used to record dynamic system measurements and generated in great volume by both physical sensors and online processes (virtual sensors). Time series analytics is therefore crucial to unlocking the…

When deploying time series forecasting models based on machine learning to real world settings, one often encounter situations where the data distribution drifts. Such drifts expose the forecasting models to out-of-distribution (OOD) data,…

Spatio-temporal forecasting has numerous applications in analyzing wireless, traffic, and financial networks. Many classical statistical models often fall short in handling the complexity and high non-linearity present in time-series data.…

The recovery of time-varying graph signals is a fundamental problem with numerous applications in sensor networks and forecasting in time series. Effectively capturing the spatio-temporal information in these signals is essential for the…

Remotely sensed data are sparse, which means that data have missing values, for instance due to cloud cover. This is problematic for applications and signal processing algorithms that require complete data sets. To address the sparse data…

Accurate forecasting of multivariate time series is an extensively studied subject in finance, transportation, and computer science. Fully mining the correlation and causation between the variables in a multivariate time series exhibits…

The Earth's surface is subject to complex and dynamic processes, ranging from large-scale phenomena such as tectonic plate movements to localized changes associated with ecosystems, agriculture, or human activity. Satellite images enable…

Multivariate time series (MTS) forecasting is widely used in various domains, such as meteorology and traffic. Due to limitations on data collection, transmission, and storage, real-world MTS data usually contains missing values, making it…

Forecast combinations have been widely applied in the last few decades to improve forecasting. Estimating optimal weights that can outperform simple averages is not always an easy task. In recent years, the idea of using time series…

We address the problem of prediction of multivariate data process using an underlying graph model. We develop a method that learns a sparse partial correlation graph in a tuning-free and computationally efficient manner. Specifically, the…

Dealing with missing values and incomplete time series is a labor-intensive, tedious, inevitable task when handling data coming from real-world applications. Effective spatio-temporal representations would allow imputation methods to…

The challenge of effectively learning inter-series correlations for multivariate time series forecasting remains a substantial and unresolved problem. Traditional deep learning models, which are largely dependent on the Transformer paradigm…

Network (or graph) sparsification compresses a graph by removing inessential edges. By reducing the data volume, it accelerates or even facilitates many downstream analyses. Still, the accuracy of many sparsification methods, with…

Time series data are collected in temporal order and are widely used to train systems for prediction, modeling and classification to name a few. These systems require large amounts of data to improve generalization and prevent over-fitting.…

Interacting systems are prevalent in nature. It is challenging to accurately predict the dynamics of the system if its constituent components are analyzed independently. We develop a graph-based model that unveils the systemic interactions…

As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…