相关论文: Partial-Multivariate Model for Forecasting

Projecting climate change is a generalization problem: we extrapolate the recent past using physical models across past, present, and future climates. Current climate models require representations of processes that occur at scales smaller…

Time series forecasting requires capturing patterns across multiple temporal scales while maintaining computational efficiency. This paper introduces AWGformer, a novel architecture that integrates adaptive wavelet decomposition with…

Time series forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

Accurate forecasting of multivariate time series data is important in many engineering and scientific applications. Recent state-of-the-art works ignore the inter-relations between variates, using their model on each variate independently.…

Predicting time-series is of great importance in various scientific and engineering fields. However, in the context of limited and noisy data, accurately predicting dynamics of all variables in a high-dimensional system is a challenging…

Spatial-temporal data modeling aims to mine the underlying spatial relationships and temporal dependencies of objects in a system. However, most existing methods focus on the modeling of spatial-temporal data in a single mode, lacking the…

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and…

Many vision-related tasks benefit from reasoning over multiple modalities to leverage complementary views of data in an attempt to learn robust embedding spaces. Most deep learning-based methods rely on a late fusion technique whereby…

Learning models that are robust to distribution shifts is a key concern in the context of their real-life applicability. Invariant Risk Minimization (IRM) is a popular framework that aims to learn robust models from multiple environments.…

We propose Multivariate Quantile Function Forecaster (MQF$^2$), a global probabilistic forecasting method constructed using a multivariate quantile function and investigate its application to multi-horizon forecasting. Prior approaches are…

Motion prediction plays an important role in autonomous driving. This study presents LMFormer, a lane-aware transformer network for trajectory prediction tasks. In contrast to previous studies, our work provides a simple mechanism to…

Multivariate time series forecasting has been widely used in various practical scenarios. Recently, Transformer-based models have shown significant potential in forecasting tasks due to the capture of long-range dependencies. However,…

Estimating the conditional quantile of the interested variable with respect to changes in the covariates is frequent in many economical applications as it can offer a comprehensive insight. In this paper, we propose a novel semiparametric…

Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and…

It is crucial to learn the shared structures among functional predictors, as these structures characterize how predictor components exert common effects and, more generally, how predictors are homogeneously associated with the response.…

We combine high-dimensional factor models with fractional integration methods and derive models where nonstationary, potentially cointegrated data of different persistence is modelled as a function of common fractionally integrated factors.…

For a learning task, data can usually be collected from different sources or be represented from multiple views. For example, laboratory results from different medical examinations are available for disease diagnosis, and each of them can…

Transformers have shown great power in time series forecasting due to their global-range modeling ability. However, their performance can degenerate terribly on non-stationary real-world data in which the joint distribution changes over…

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Multivariate functional data present theoretical and practical complications which are not found in univariate functional data. One of these is a situation where the component functions of multivariate functional data are positive and are…