相关论文: Rethinking Channel Dependence for Multivariate Tim…

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

We introduce an adaptive method with formal quality guarantees for weak supervision in a non-stationary setting. Our goal is to infer the unknown labels of a sequence of data by using weak supervision sources that provide independent noisy…

Recent studies in multivariate time series (MTS) forecasting reveal that explicitly modeling the hidden dependencies among different time series can yield promising forecasting performance and reliable explanations. However, modeling…

The lead-lag effect, where the price movement of one asset systematically precedes that of another, has been widely observed in financial markets and conveys valuable predictive signals for trading. However, traditional lead-lag detection…

Several applications in time series forecasting require predicting multiple steps ahead. Despite the vast amount of literature in the topic, both classical and recent deep learning based approaches have mostly focused on minimising…

Among the existing Transformer-based multivariate time series forecasting methods, iTransformer, which treats each variable sequence as a token and only explicitly extracts cross-variable dependencies, and PatchTST, which adopts a…

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and…

Long-term load forecast (LTLF) for area distribution feeders is one of the most critical tasks frequently performed in electric distribution utility companies. For a specific planning area, cost-effective system upgrades can only be planned…

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

Load forecasting is essential for the efficient, reliable, and cost-effective management of power systems. Load forecasting performance can be improved by learning the similarities among multiple entities (e.g., regions, buildings).…

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

In recent years, traffic prediction has achieved remarkable success and has become an integral component of intelligent transportation systems. However, traffic data is typically distributed among multiple data owners, and privacy…

Weather forecasting refers to learning evolutionary patterns of some key upper-air and surface variables which is of great significance. Recently, deep learning-based methods have been increasingly applied in the field of weather…

Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…

Hydrometric forecasting is crucial for managing water resources, flood prediction, and environmental protection. Water stations are interconnected, and this connectivity influences the measurements at other stations. However, the dynamic…

This paper introduces a new latent variable generative model able to handle high dimensional longitudinal data and relying on variational inference. The time dependency between the observations of an input sequence is modelled using…

Large language models (LLMs) have been introduced to time series forecasting (TSF) to incorporate contextual knowledge beyond numerical signals. However, existing studies question whether LLMs provide genuine benefits, often reporting…

Time series foundation models (TSFMs) such as Lag-Llama, TimeGPT, Chronos, MOMENT, UniTS, and TimesFM have shown strong generalization and zero-shot capabilities for time series forecasting, anomaly detection, classification, and…

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…

Transformers have recently gained popularity in time series forecasting due to their ability to capture long-term dependencies. However, many existing models focus only on capturing temporal dependencies while omitting intricate…