相关论文: TACTiS-2: Better, Faster, Simpler Attentional Copu…

Joint modelling of longitudinal and time-to-event data is usually described by a joint model which uses shared or correlated latent effects to capture associations between the two processes. Under this framework, the joint distribution of…

Temporal causal analysis means understanding the underlying causes behind observed variables over time. Deep learning based methods such as transformers are increasingly used to capture temporal dynamics and causal relationships beyond mere…

Missing data in time-series analysis poses significant challenges, affecting the reliability of downstream applications. Imputation, the process of estimating missing values, has emerged as a key solution. This paper introduces BRATI, a…

This paper introduces a novel spatiotemporal feature representation model designed to address the limitations of traditional methods in multidimensional time series (MTS) analysis. The proposed approach converts MTS into one-dimensional…

Neural Temporal Point Processes (TPPs) have emerged as the primary framework for predicting sequences of events that occur at irregular time intervals, but their sequential nature can hamper performance for long-horizon forecasts. To…

Many time series applications require access to multi-step forecast trajectories in the form of sample paths. Recently, time series foundation models have leveraged multi-step lookahead predictions to improve the quality and efficiency of…

Parametric copula families have been known to flexibly capture various dependence patterns, e.g., either positive or negative dependence in either the lower or upper tails of bivariate distributions. In this paper, our objective is to…

Recent advances in learning-based model predictive control (MPC) have leveraged neural networks for online model learning, achieving strong performance when nonstationary system dynamics deviate from nominal models. However, existing…

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…

Additive models form a widely popular class of regression models which represent the relation between covariates and response variables as the sum of low-dimensional transfer functions. Besides flexibility and accuracy, a key benefit of…

Time series analysis faces significant challenges in handling variable-length data and achieving robust generalization. While Transformer-based models have advanced time series tasks, they often struggle with feature redundancy and limited…

Most existing Time Series Foundation Models (TSFMs) use channel independent modeling and focus on capturing and generalizing temporal dependencies, while neglecting the correlations among channels or overlooking the different aspects of…

Multivariate long-term time series forecasting is critical for applications such as weather prediction, and traffic analysis. In addition, the implementation of Transformer variants has improved prediction accuracy. Following these…

The Transformer is a sequence model that forgoes traditional recurrent architectures in favor of a fully attention-based approach. Besides improving performance, an advantage of using attention is that it can also help to interpret a model…

Multivariate time series (MTS) are ubiquitous in domains such as healthcare, climate science, and industrial monitoring, but their high dimensionality, limited labeled data, and non-stationary nature pose significant challenges for…

Many weak instrumental variables (IVs) are routinely used in the health and social sciences to improve identification and inference of the treatment effect of interest, along with a broad collection of data on potential confounding factors…

Time series analysis is a fundamental data mining task that supervised training methods based on empirical risk minimization have proven their effectiveness on specific tasks and datasets. However, the acquisition of well-annotated data is…

Recently, multivariate time series forecasting tasks have garnered increasing attention due to their significant practical applications, leading to the emergence of various deep forecasting models. However, real-world time series exhibit…

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…

While many advances in time series models focus exclusively on numerical data, research on multimodal time series, particularly those involving contextual textual information, remains in its infancy. With recent progress in large language…