相关论文: Long Range Switching Time Series Prediction via St…

The imputation of missing values represents a significant obstacle for many real-world data analysis pipelines. Here, we focus on time series data and put forward SSSD, an imputation model that relies on two emerging technologies,…

This paper studies sequence modeling for prediction tasks with long range dependencies. We propose a new formulation for state space models (SSMs) based on learning linear dynamical systems with the spectral filtering algorithm (Hazan et…

In this paper, we present a methodology to identify discrete-time state-space switched linear systems (SLSs) from input-output measurements. Continuous-state is not assumed to be measured. The key step is a deadbeat observer based…

In this paper, we present SSDNet, a novel deep learning approach for time series forecasting. SSDNet combines the Transformer architecture with state space models to provide probabilistic and interpretable forecasts, including trend and…

Current methods for time series forecasting struggle in the online scenario, since it is difficult to preserve long-term dependency while adapting short-term changes when data are arriving sequentially. Although some recent methods solve…

We propose a novel multilinear dynamical system (MLDS) in a transform domain, named $\mathcal{L}$-MLDS, to model tensor time series. With transformations applied to a tensor data, the latent multidimensional correlations among the frontal…

The nonlinear nature of chaotic systems results in extreme sensitivity to initial conditions and highly intricate dynamical behaviors, posing fundamental challenges for accurately predicting their evolution. To overcome the limitation that…

Modeling long-range dependencies in sequential data is a crucial step in sequence learning. A recently developed model, the Structured State Space (S4), demonstrated significant effectiveness in modeling long-range sequences. However, It is…

Research on long-term time series prediction has primarily relied on Transformer and MLP models, while the potential of convolutional networks in this domain remains underexplored. To address this, we propose a novel multi-scale time series…

Accurate forecasting of long-term time series has important applications for decision making and planning. However, it remains challenging to capture the long-term dependencies in time series data. To better extract long-term dependencies,…

Effective modeling of complex spatiotemporal dependencies in long-form videos remains an open problem. The recently proposed Structured State-Space Sequence (S4) model with its linear complexity offers a promising direction in this space.…

Integrating CNNs and RNNs to capture spatiotemporal dependencies is a prevalent strategy for spatiotemporal prediction tasks. However, the property of CNNs to learn local spatial information decreases their efficiency in capturing…

State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g. LSTMs) proved extremely successful in modeling complex time series…

State space models have shown to be effective at modeling long range dependencies, specially on sequence classification tasks. In this work we focus on autoregressive sequence modeling over English books, Github source code and ArXiv…

Methods based on ordinary differential equations (ODEs) are widely used to build generative models of time-series. In addition to high computational overhead due to explicitly computing hidden states recurrence, existing ODE-based models…

Recurrent neural networks (RNNs) are powerful models for processing time-series data, but it remains challenging to understand how they function. Improving this understanding is of substantial interest to both the machine learning and…

Long-range dependencies are critical for understanding genomic structure and function, yet most conventional methods struggle with them. Widely adopted transformer-based models, while excelling at short-context tasks, are limited by the…

State-space models effectively model multivariate time series by updating over time a representation of the system state from which predictions are made. The state representation is usually a vector without any explicit structure.…

Forecasting in the real world requires integrating structured time-series data with unstructured textual information, but existing methods are architecturally limited by fixed input/output horizons and are unable to model or quantify…

Automated analysis of complex systems based on multiple readouts remains a challenge. Change point detection algorithms are aimed to locating abrupt changes in the time series behaviour of a process. In this paper, we present a novel change…