相关论文: Caformer: Rethinking Time Series Analysis from Cau…

Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…

Normalization and scaling are fundamental preprocessing steps in time series modeling, yet their role in Transformer-based models remains underexplored from a theoretical perspective. In this work, we present the first formal analysis of…

Generating time series data is a promising approach to address data deficiency problems. However, it is also challenging due to the complex temporal properties of time series data, including local correlations as well as global…

Autonomous navigation in marine environments can be extremely challenging, especially in the presence of spatially varying flow disturbances and dynamic and static obstacles. In this work, we demonstrate that incorporating local flow field…

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Learning causal relationships from time series data is an important but challenging problem. Existing synthetic datasets often contain hidden artifacts that can be exploited by causal discovery methods, reducing their usefulness for…

Time-series representation learning can extract representations from data with temporal dynamics and sparse labels. When labeled data are sparse but unlabeled data are abundant, contrastive learning, i.e., a framework to learn a latent…

We aim to mine temporal causal sequences that explain observed events (consequents) in time-series traces. Causal explanations of key events in a time-series has applications in design debugging, anomaly detection, planning, root-cause…

Causal inference in a nonlinear system of multivariate timeseries is instrumental in disentangling the intricate web of relationships among variables, enabling us to make more accurate predictions and gain deeper insights into real-world…

We present Timer-XL, a causal Transformer for unified time series forecasting. To uniformly predict multidimensional time series, we generalize next token prediction, predominantly adopted for 1D token sequences, to multivariate next token…

Time series forecasting is prevalent in extensive real-world applications, such as financial analysis and energy planning. Previous studies primarily focus on time series modality, endeavoring to capture the intricate variations and…

Time series forecasting with limited data is a challenging yet critical task. While transformers have achieved outstanding performances in time series forecasting, they often require many training samples due to the large number of…

Identifying causal relationships from observational time series data is a key problem in disciplines such as climate science or neuroscience, where experiments are often not possible. Data-driven causal inference is challenging since…

We are not only observers but also actors of reality. Our capability to intervene and alter the course of some events in the space and time surrounding us is an essential component of how we build our model of the world. In this doctoral…

Causal Transformers are trained to predict the next token for a given context. While it is widely accepted that self-attention is crucial for encoding the causal structure of sequences, the precise underlying mechanism behind this…

Transformers enable in-context learning (ICL) for rapid, gradient-free adaptation in time series forecasting, yet most ICL-style approaches rely on tabularized, hand-crafted features, while end-to-end sequence models lack inference-time…

Transformers have revolutionized machine learning across diverse domains, yet understanding their behavior remains crucial, particularly in high-stakes applications. This paper introduces the contextual counting task, a novel toy problem…

The proliferation and ubiquity of temporal data across many disciplines has sparked interest for similarity, classification and clustering methods specifically designed to handle time series data. A core issue when dealing with time series…

Time series data is ubiquitous in research as well as in a wide variety of industrial applications. Effectively analyzing the available historical data and providing insights into the far future allows us to make effective decisions. Recent…

The goal of data-driven learning of dynamical systems is to interpret time series as a continuous observation of an underlying dynamical system. This task is not well-posed for a variety of reasons - such as multiple co-existing…