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

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

In many real-world scenarios, we often deal with streaming data that is sequentially collected over time. Due to the non-stationary nature of the environment, the streaming data distribution may change in unpredictable ways, which is known…

In this paper, we apply a recently developed nonparametric modeling approach, the "diffusion forecast", to predict the time-evolution of Fourier modes of turbulent dynamical systems. While the diffusion forecasting method assumes the…

Time-series forecasting plays an important role in many real-world scenarios, such as equipment life cycle forecasting, weather forecasting, and traffic flow forecasting. It can be observed from recent research that a variety of…

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Time series analysis is crucial in fields like finance, economics, environmental science, and biomedical engineering, aiding in forecasting, pattern identification, and understanding underlying mechanisms. While traditional time-domain…

Time series classification is an important problem in real world. Due to its non-stationary property that the distribution changes over time, it remains challenging to build models for generalization to unseen distributions. In this paper,…

To address limitations of the graph fractional Fourier transform (GFRFT) Wiener filtering and the traditional joint time-vertex fractional Fourier transform (JFRFT) Wiener filtering, this study proposes a filtering method based on the…

Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Time series data analysis is a critical component in various domains such as finance, healthcare, and meteorology. Despite the progress in deep learning for time series analysis, there remains a challenge in addressing the non-stationary…

Diffusion Transformer (DiT), an emerging diffusion model for image generation, has demonstrated superior performance but suffers from substantial computational costs. Our investigations reveal that these costs stem from the static inference…

Recently, deep neural networks have gained increasing popularity in the field of time series forecasting. A primary reason for their success is their ability to effectively capture complex temporal dynamics across multiple related time…

The Transformer model has shown leading performance in time series forecasting. Nevertheless, in some complex scenarios, it tends to learn low-frequency features in the data and overlook high-frequency features, showing a frequency bias.…

The proposed method in this paper is designed to address the problem of time series forecasting. Although some exquisitely designed models achieve excellent prediction performances, how to extract more useful information and make accurate…

The integration of Fourier transform and deep learning opens new avenues for time series forecasting. We reconsider the Fourier transform from a basis functions perspective. Specifically, the real and imaginary parts of the frequency…

Deep neural networks have shown promising results for various clinical prediction tasks. However, training deep networks such as those based on Recurrent Neural Networks (RNNs) requires large labeled data, significant hyper-parameter tuning…

We investigate the statistical and computational limits of latent Diffusion Transformers (DiTs) under the low-dimensional linear latent space assumption. Statistically, we study the universal approximation and sample complexity of the DiTs…

Domain adaptation aims to learn models on a supervised source domain that perform well on an unsupervised target. Prior work has examined domain adaptation in the context of stationary domain shifts, i.e. static data sets. However, with…

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

The distribution shift in Time Series Forecasting (TSF), indicating series distribution changes over time, largely hinders the performance of TSF models. Existing works towards distribution shift in time series are mostly limited in the…