相关论文: FITS: Modeling Time Series with $10k$ Parameters

Effective utilization of time series data is often constrained by the scarcity of data quantity that reflects complex dynamics, especially under the condition of distributional shifts. Existing datasets may not encompass the full range of…

Time-series forecasting is a critical challenge in various domains and has witnessed substantial progress in recent years. Many real-life scenarios, such as public health, economics, and social applications, involve feedback loops where…

Time series models are ubiquitous in science, arising in any situation where researchers seek to understand how a system's behaviour changes over time. A key problem in time series modelling is \emph{inference}; determining properties of…

Mining time-frequency features is critical for time series forecasting. Existing research has predominantly focused on modeling low-frequency patterns, where most time series energy is concentrated. The overlooking of mid to high frequency…

Time-series classification is an important domain of machine learning and a plethora of methods have been developed for the task. In comparison to existing approaches, this study presents a novel method which decomposes a time-series…

While multimodal foundation models can now natively work with data beyond text, they remain underutilized in analyzing the considerable amounts of multi-dimensional time-series data in fields like healthcare, finance, and social sciences,…

We develop a novel algorithm for feature extraction in time series data by leveraging tools from topological data analysis. Our algorithm provides a simple, efficient way to successfully harness topological features of the attractor of the…

Modeling large-scale time series has gained significant attention in recent years. However, its direct application in finance remains challenging due to substantial differences in data characteristics across domains. Specifically, financial…

We present a simple self-supervised method to enhance the performance of ViT features for dense downstream tasks. Our Lightweight Feature Transform (LiFT) is a straightforward and compact postprocessing network that can be applied to…

In healthcare applications, temporal variables that encode movement, health status and longitudinal patient evolution are often accompanied by rich structured information such as demographics, diagnostics and medical exam data. However,…

Time Series Forecasting plays a crucial role in various fields such as industrial equipment maintenance, meteorology, energy consumption, traffic flow and financial investment. However, despite their considerable advantages over traditional…

Missing data in time series is a pervasive problem that puts obstacles in the way of advanced analysis. A popular solution is imputation, where the fundamental challenge is to determine what values should be filled in. This paper proposes…

Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of linear networks due to their low computational cost and…

Explainability methods have progressed rapidly, but global explanations for time-series models remain underdeveloped, with most approaches focusing on local, instance-level attributions. We introduce INSIGHTS, a model-agnostic, user-centric…

Time series foundation models (TSFMs) offer strong zero-shot forecasting via large-scale pre-training, yet fine-tuning remains critical for boosting performance in domains with limited public data. With the growing number of TSFMs,…

We introduce the concept of programmable feature engineering for time series modeling and propose a feature programming framework. This framework generates large amounts of predictive features for noisy multivariate time series while…

Irregularly sampled time series are increasingly prevalent, particularly in medical domains. While various specialized methods have been developed to handle these irregularities, effectively modeling their complex dynamics and pronounced…

Time series data often contain latent temporal structure, transitions between locally stationary regimes, repeated motifs, and bursts of variability, that are rarely leveraged in standard representation learning pipelines. Existing models…

There are many uses for linear fitting; the context here is interpolation and denoising of data, as when you have calibration data and you want to fit a smooth, flexible function to those data. Or you want to fit a flexible function to…

Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on…