相关论文: Toto: Time Series Optimized Transformer for Observ…

Accurate time series forecasting is critical for a wide range of problems with temporal data. Ensemble modeling is a well-established technique for leveraging multiple predictive models to increase accuracy and robustness, as the…

Motivated by recent advances in large language models for Natural Language Processing (NLP), we design a time-series foundation model for forecasting whose out-of-the-box zero-shot performance on a variety of public datasets comes close to…

We present TOPO (Time-Ordered Provable Outputs), a tool designed to enhance reproducibility and data integrity in astrophysical research, providing a trustless alternative to data analysis blinding. Astrophysical research frequently…

Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…

Time series forecasting using historical data has been an interesting and challenging topic, especially when the data is corrupted by missing values. In many industrial problem, it is important to learn the inference function between the…

Modern Internet of Things (IoT) environments are monitored via a large number of IoT enabled sensing devices, with the data acquisition and processing infrastructure setting restrictions in terms of computational power and energy resources.…

While Transformers have revolutionized machine learning on various data, existing Transformers for temporal graphs face limitations in (1) restricted receptive fields, (2) overhead of subgraph extraction, and (3) suboptimal generalization…

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

While large-scale pre-training has advanced human trajectory prediction, a critical challenge remains: zero-shot transfer to unseen dataset with varying temporal dynamics. State-of-the-art pre-trained models often require fine-tuning to…

While current time series research focuses on developing new models, crucial questions of selecting an optimal approach for training such models are underexplored. Tsururu, a Python library introduced in this paper, bridges SoTA research…

Time series data are ubiquitous across diverse real-world applications, making time series analysis critically important. Traditional approaches are largely task-specific, offering limited functionality and poor transferability. In recent…

Chaotic systems are intrinsically sensitive to small errors, challenging efforts to construct predictive data-driven models of real-world dynamical systems such as fluid flows or neuronal activity. Prior efforts comprise either specialized…

To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do…

Financial time series forecasting is both highly significant and challenging. Previous approaches typically standardized time series data before feeding it into forecasting models, but this encoding process inherently leads to a loss of…

Practitioners deploying time series forecasting models face a dilemma: exhaustively validating dozens of models is computationally prohibitive, yet choosing the wrong model risks poor performance. We show that spectral…

Transformer-based architectures have achieved remarkable success in natural language processing and computer vision. However, their performance in multivariate long-term forecasting often falls short compared to simpler linear baselines.…

The recent breakthrough of Transformers in deep learning has drawn significant attention of the time series community due to their ability to capture long-range dependencies. However, like other deep learning models, Transformers face…

Partially-observed time series (POTS) is ubiquitous in real-world applications, yet most existing toolchains separate missing-value handling from downstream learning, which limits reproducibility and overall performance. This tutorial…

Dynamic Time Warping (DTW) has become the pragmatic choice for measuring distance between time series. However, it suffers from unavoidable quadratic time complexity when the optimal alignment matrix needs to be computed exactly. This…

The proliferation of IoT devices generates vast interaction data, offering insights into user behaviour. While prior work predicts what actions users perform, the timing of these actions -- critical for enabling proactive and efficient…