相关论文: Deep Frequency Derivative Learning for Non-station…

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 modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Decision Trees (DTs) constitute one of the major highly non-linear AI models, valued, e.g., for their efficiency on tabular data. Learning accurate DTs is, however, complicated, especially for oblique DTs, and does take a significant…

Sequential Recommender Systems (SRS) aim to model sequential behaviors of users to capture their interests which usually evolve over time. Transformer-based SRS have achieved distinguished successes recently. However, studies reveal…

Accurate energy time-series forecasting is crucial for ensuring grid stability and promoting the integration of renewable energy, yet it faces significant challenges from complex temporal dependencies and the heterogeneity of multi-source…

Time Series Forecasting is at the core of many practical applications such as sales forecasting for business, rainfall forecasting for agriculture and many others. Though this problem has been extensively studied for years, it is still…

Accurate spectrum prediction is crucial for dynamic spectrum access (DSA) and resource allocation. However, due to the unique characteristics of spectrum data, existing methods based on the time or frequency domain often struggle to…

While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering…

Long-term time series forecasting is critical in domains such as finance, economics, and energy, where accurate and reliable predictions over extended horizons drive strategic decision-making. Despite the progress in machine learning-based…

The short-time Fourier transform (STFT) is widely used for analyzing non-stationary signals. However, its performance is highly sensitive to its parameters, and manual or heuristic tuning often yields suboptimal results. To overcome this…

Regression with non-Euclidean responses -- e.g., probability distributions, networks, symmetric positive-definite matrices, and compositions -- has become increasingly important in modern applications. In this paper, we propose deep…

In many real-world regression tasks, the data distribution is heavily skewed, and models learn predominantly from abundant majority samples while failing to predict minority labels accurately. While imbalanced classification has been…

Asynchronous Time Series is a multivariate time series where all the channels are observed asynchronously-independently, making the time series extremely sparse when aligning them. We often observe this effect in applications with complex…

Time series anomaly detection is critical for system monitoring and risk identification, across various domains, such as finance and healthcare. However, for most reconstruction-based approaches, detecting anomalies remains a challenge due…

We introduce a model-agnostic forward diffusion process for time-series forecasting that decomposes signals into spectral components, preserving structured temporal patterns such as seasonality more effectively than standard diffusion.…

Recent advances in deep forecasting models have achieved remarkable performance, yet most approaches still struggle to provide both accurate predictions and interpretable insights into temporal dynamics. This paper proposes CaReTS, a novel…

This paper studies nonparametric regression with repeated measurements when the response in the target domain is unobservable or costly to collect. We adopt a transfer learning framework that leverages a source domain with observable…

Time series remains one of the most challenging modalities in machine learning research. The out-of-distribution (OOD) detection and generalization on time series tend to suffer due to its non-stationary property, i.e., the distribution…

High-dimensional longitudinal time series data is prevalent across various real-world applications. Many such applications can be modeled as regression problems with high-dimensional time series covariates. Deep learning has been a popular…

Distribution shift severely degrades the performance of deep forecasting models. While this issue is well-studied for individual time series, it remains a significant challenge in the spatio-temporal domain. Effective solutions like…