相关论文: Disentangling Long-Short Term State Under Unknown …

Accurate traffic forecasting is a fundamental problem in intelligent transportation systems and learning long-range traffic representations with key information through spatiotemporal graph neural networks (STGNNs) is a basic assumption of…

Non-stationarity poses significant challenges for multivariate time series forecasting due to the inherent short-term fluctuations and long-term trends that can lead to spurious regressions or obscure essential long-term relationships. Most…

Real-world time series are influenced by numerous factors and exhibit complex non-stationary characteristics. Non-stationarity can lead to distribution shifts, where the statistical properties of time series change over time, negatively…

Irregularly sampled time series with missing values are often observed in multiple real-world applications such as healthcare, climate and astronomy. They pose a significant challenge to standard deep learning models that operate only on…

The forecasting and computation of the stability of chaotic systems from partial observations are tasks for which traditional equation-based methods may not be suitable. In this computational paper, we propose data-driven methods to (i)…

Long-term trajectory forecasting is an important and challenging problem in the fields of computer vision, machine learning, and robotics. One fundamental difficulty stands in the evolution of the trajectory that becomes more and more…

Time series decomposition into trend, seasonal structure, and residual components is a core primitive for downstream analytics such as anomaly detection, change-point detection, and forecasting. However, most existing seasonal-trend…

Extracting previously unknown patterns and information in time series is central to many real-world applications. In this study, we introduce a novel approach to modeling financial time series using a deep learning model. We use a Long…

The proliferation of mobile devices generates a massive volume of time series across various domains, where effective time series forecasting enables a variety of real-world applications. This study focuses on a new problem of source-free…

Disentangled representation learning offers useful properties such as dimension reduction and interpretability, which are essential to modern deep learning approaches. Although deep learning techniques have been widely applied to…

Learning-to-defer (L2D) routes each decision to a system's own predictor or to an external expert. Streaming time-series settings break the offline-L2D assumptions: the data are non-stationary, expert availability shifts over time, and the…

Accurate time series prediction is challenging due to the inherent nonlinearity and sensitivity to initial conditions. We propose a novel approach that enhances neural network predictions through differential learning, which involves…

Using historical data to predict future events has many applications in the real world, such as stock price prediction; the robot localization. In the past decades, the Convolutional long short-term memory (LSTM) networks have achieved…

Due to their dynamic properties such as irregular sampling rate and high-frequency sampling, Continuous Time Series (CTS) are found in many applications. Since CTS with irregular sampling rate are difficult to model with standard Recurrent…

New coronavirus disease (COVID-19) has constituted a global pandemic and has spread to most countries and regions in the world. By understanding the development trend of a regional epidemic, the epidemic can be controlled using the…

Despite the notable advancements in numerous Transformer-based models, the task of long multi-horizon time series forecasting remains a persistent challenge, especially towards explainability. Focusing on commonly used saliency maps in…

Humans learn from the occurrence of events in a different place and time to predict similar trajectories of events. We define Loosely Decoupled Timeseries (LDT) phenomena as two or more events that could happen in different places and…

This paper is concerned with online time series forecasting, where unknown distribution shifts occur over time, i.e., latent variables influence the mapping from historical to future observations. To develop an automated way of online time…

Short fixed-length inputs are the main bottleneck of deep learning methods in long time-series forecasting tasks. Prolonging input length causes overfitting, rapidly deteriorating accuracy. Our research indicates that the overfitting is a…

Probabilistic time series forecasting involves estimating the distribution of future based on its history, which is essential for risk management in downstream decision-making. We propose a deep state space model for probabilistic time…