相关论文: Robust Predictions with Ambiguous Time Delays: A B…
The endeavor of stock trend forecasting is principally focused on predicting the future trajectory of the stock market, utilizing either manual or technical methodologies to optimize profitability. Recent advancements in machine learning…
To model time series accurately is important within a wide range of fields. As the world is generally too complex to be modelled exactly, it is often meaningful to assess the probability of a dynamical system to be in a specific state. This…
Markov processes are widely used mathematical models for describing dynamic systems in various fields. However, accurately simulating large-scale systems at long time scales is computationally expensive due to the short time steps required…
Safety-critical navigation applications require that estimation errors be reliably quantified and bounded. This can be challenging for linear dynamic systems if the process noise or measurement errors have uncertain time correlation. In…
Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods due to their state-of-the-art…
Over the past years, the industrial sector has seen many innovations brought about by automation. Inherent in this automation is the installation of sensor networks for status monitoring and data collection. One of the major challenges in…
Recently, spatio-temporal time-series prediction has developed rapidly, yet existing deep learning methods struggle with learning complex long-term spatio-temporal dependencies efficiently. The long-term spatio-temporal dependency learning…
Time Series Forecasting (TSF) has long been a challenge in time series analysis. Inspired by the success of Large Language Models (LLMs), researchers are now developing Large Time Series Models (LTSMs)-universal transformer-based models…
In a spatial-temporal model, structural change and/or spatial heterogeneity can easily affect estimation of parameters. Following the spatial-temporal model in [1], we develop a nonparametric procedure for test-ing the presence of…
Real-world time series often exhibit strong non-stationarity, complex nonlinear dynamics, and behavior expressed across multiple temporal scales, from rapid local fluctuations to slow-evolving long-range trends. However, many contemporary…
This research addresses the problem of adaptive modeling in time-series data streams with clear input-output relationships. This problem is challenging because rapid system changes (regime shifts) caused by environmental factors or input…
Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation. However, we contend that existing benchmarks exhibit common limitations in four dimensions:…
We present the Temporal Graph Benchmark (TGB), a collection of challenging and diverse benchmark datasets for realistic, reproducible, and robust evaluation of machine learning models on temporal graphs. TGB datasets are of large scale,…
Spatio-temporal forecasting is essential for real-world applications such as traffic management and urban computing. Although recent methods have shown improved accuracy, they often fail to account for dynamic deviations between current…
Long-term multivariate time series forecasting (LTSF) plays a crucial role in various high-performance computing applications, including real-time energy grid management and large-scale traffic flow simulation. However, existing solutions…
The bootstrap is a popular method of constructing confidence intervals due to its ease of use and broad applicability. Theoretical properties of bootstrap procedures have been established in a variety of settings. However, there is limited…
This paper develops valid bootstrap inference methods for the dynamic short panel threshold regression. We show that the standard nonparametric bootstrap is inconsistent for the first-differenced generalized method of moments (GMM)…
The forecasting of irregular multivariate time series (IMTS) is crucial in key areas such as healthcare, biomechanics, climate science, and astronomy. However, achieving accurate and practical predictions is challenging due to two main…
Anomaly detection in multivariate time series is essential across domains such as healthcare, cybersecurity, and industrial monitoring, yet remains fundamentally challenging due to high-dimensional dependencies, the presence of…
Process Model Forecasting (PMF) aims to predict how the control-flow structure of a process evolves over time by modeling the temporal dynamics of directly-follows (DF) relations, complementing predictive process monitoring that focuses on…