相关论文: tsGT: Stochastic Time Series Modeling With Transfo…

Time series forecasting (TSF) is crucial in fields like economic forecasting, weather prediction, traffic flow analysis, and public health surveillance. Real-world time series data often include noise, outliers, and missing values, making…

Time Series Forecasting (TSF) is an important application across many fields. There is a debate about whether Transformers, despite being good at understanding long sequences, struggle with preserving temporal relationships in time series…

In this paper, we propose a novel method of model-based time series clustering with mixtures of general state space models (MSSMs). Each component of MSSMs is associated with each cluster. An advantage of the proposed method is that it…

Numerous industrial sectors necessitate models capable of providing robust forecasts across various horizons. Despite the recent strides in crafting specific architectures for time-series forecasting and developing pre-trained universal…

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods. STGNNs jointly model the…

Foundation models, particularly Large Language Models (LLMs), have revolutionized text and video processing, yet time series data presents distinct challenges for such approaches due to domain-specific features such as missing values,…

While time series prediction is an important, actively studied problem, the predictive accuracy of time series models is complicated by non-stationarity. We develop a fast and effective approach to allow for non-stationarity in the…

World models represent a paradigm shift in generative AI, pursuing predictive understanding and controllable simulation of environments in a structured and generalizable way. We present World Machine, a generative world-modeling…

Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…

Time series analysis by state-space models is widely used in forecasting and extracting unobservable components like level, slope, and seasonality, along with explanatory variables. However, their reliance on traditional Kalman filtering…

Accurate long-term predictions are the foundations for many machine learning applications and decision-making processes. Traditional time series approaches for prediction often focus on either autoregressive modeling, which relies solely on…

Recent studies suggest utilizing generative models instead of traditional auto-regressive algorithms for time series forecasting (TSF) tasks. These non-auto-regressive approaches involving different generative methods, including GAN,…

Over the past years, the industrial sector has seen many innovations brought about by automation. Inherent in this automation is the installation of sensor networks for status monitoring and data collection. One of the major challenges in…

For Multivariate Time Series Forecasting (MTSF), recent deep learning applications show that univariate models frequently outperform multivariate ones. To address the difficiency in multivariate models, we introduce a method to Construct…

Recent studies have indicated that vision models pre-trained on images can serve as time series foundation models (TSFMs) by reformulating time series forecasting (TSF) as image reconstruction. However, effective cross-modal transfer from…

Forecasting complex time series is an important yet challenging problem that involves various industrial applications. Recently, masked time-series modeling has been proposed to effectively model temporal dependencies for forecasting by…

We investigate model assessment and selection in a changing environment, by synthesizing datasets from both the current time period and historical epochs. To tackle unknown and potentially arbitrary temporal distribution shift, we develop…

Well-designed open-source software drives progress in Machine Learning (ML) research. While static graph ML enjoys mature frameworks like PyTorch Geometric and DGL, ML for temporal graphs (TG), networks that evolve over time, lacks…

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…

Denoising diffusion probabilistic models (DDPMs) are becoming the leading paradigm for generative models. It has recently shown breakthroughs in audio synthesis, time series imputation and forecasting. In this paper, we propose…