相关论文: Times2D: Multi-Period Decomposition and Derivative…

Time series forecasting represents a significant and challenging task across various fields. Recently, methods based on mode decomposition have dominated the forecasting of complex time series because of the advantages of capturing local…

Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…

Many econometric analyses involve spatio--temporal data. A considerable amount of literature has addressed spatio--temporal models, with Spatial Dynamic Panel Data (SDPD) being widely investigated and applied. In real data applications,…

While current generative models have achieved promising performances in time-series synthesis, they either make strong assumptions on the data format (e.g., regularities) or rely on pre-processing approaches (e.g., interpolations) to…

Large time series models (LTMs) have emerged as powerful tools for universal forecasting, yet they often struggle with the inherent diversity and nonstationarity of real-world time series data, leading to an unsatisfactory trade-off between…

This work proposes a novel approach for multiple time series forecasting. At first, multi-way delay embedding transform (MDT) is employed to represent time series as low-rank block Hankel tensors (BHT). Then, the higher-order tensors are…

Recent advancements in long-term time series forecasting (LTSF) have primarily focused on capturing cross-time and cross-variate (channel) dependencies within historical data. However, a critical aspect often overlooked by many existing…

Domain Generalized Video Semantic Segmentation (DGVSS) is trained on a single labeled driving domain and is directly deployed on unseen domains without target labels and test-time adaptation while maintaining temporally consistent…

The Dynamic Mode Decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multivariate samples. In the context of dynamical system analysis,…

Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually…

Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…

Time series data, including univariate and multivariate ones, are characterized by unique composition and complex multi-scale temporal variations. They often require special consideration of decomposition and multi-scale modeling to…

The study of topology is strictly speaking, a topic in pure mathematics. However in only a few years, Topological Data Analysis (TDA), which refers to methods of utilizing topological features in data (such as connected components, tunnels,…

The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time…

In many real-world application, e.g., speech recognition or sleep stage classification, data are captured over the course of time, constituting a Time-Series. Time-Series often contain temporal dependencies that cause two otherwise…

Time series forecasting has always been a thought-provoking topic in the field of machine learning. Machine learning scientists define a time series as a set of observations recorded over consistent time steps. And, time series forecasting…

Time series are difficult to monitor, summarize and predict. Segmentation organizes time series into few intervals having uniform characteristics (flatness, linearity, modality, monotonicity and so on). For scalability, we require fast…

Time-series forecasting has been an important research domain for so many years. Its applications include ECG predictions, sales forecasting, weather conditions, even COVID-19 spread predictions. These applications have motivated many…

Time series analysis has gained significant attention due to its critical applications in diverse fields such as healthcare, finance, and sensor networks. The complexity and non-stationarity of time series make it challenging to capture the…

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…