相关论文: HyperIMTS: Hypergraph Neural Network for Irregular…

In applications of linear mixed-effects models, experimenters often desire uncertainty quantification for random quantities, like predicted treatment effects for unobserved individuals or groups. For example, consider an agricultural…

Time series forecasting has widespread applications in urban life ranging from air quality monitoring to traffic analysis. However, accurate time series forecasting is challenging because real-world time series suffer from the distribution…

Multivariate Time Series (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently. However, we often observe…

Spatio-temporal (ST) data, which represent multiple time series data corresponding to different spatial locations, are ubiquitous in real-world dynamic systems, such as air quality readings. Forecasting over ST data is of great importance…

Multivariate time series (MTS) forecasting has a wide range of applications in both industry and academia. Recently, spatial-temporal graph neural networks (STGNNs) have gained popularity as MTS forecasting methods. However, current STGNNs…

Dynamic systems that consist of a set of interacting elements can be abstracted as temporal networks. Recently, higher-order patterns that involve multiple interacting nodes have been found crucial to indicate domain-specific laws of…

We introduce Hyper-Trees as a novel framework for modeling time series data using gradient boosted trees. Unlike conventional tree-based approaches that forecast time series directly, Hyper-Trees learn the parameters of a target time series…

Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…

Time series forecasting has received wide interest from existing research due to its broad applications and inherent challenging. The research challenge lies in identifying effective patterns in historical series and applying them to future…

Time series prediction is an important problem in machine learning. Previous methods for time series prediction did not involve additional information. With a lot of dynamic knowledge graphs available, we can use this additional information…

Generative models have gained significant attention in multivariate time series forecasting (MTS), particularly due to their ability to generate high-fidelity samples. Forecasting the probability distribution of multivariate time series is…

In recent years, the modeling and analysis of interval-valued time series have garnered significant attention in the fields of econometrics and statistics. However, the existing literature primarily focuses on regression tasks while…

Graphs are the most ubiquitous data structures for representing relational datasets and performing inferences in them. They model, however, only pairwise relations between nodes and are not designed for encoding the higher-order relations.…

Time series~(TS) modeling is essential in dynamic systems like weather prediction and anomaly detection. Recent studies utilize Large Language Models (LLMs) for TS modeling, leveraging their powerful pattern recognition capabilities. These…

Time series forecasting using historical data has been an interesting and challenging topic, especially when the data is corrupted by missing values. In many industrial problem, it is important to learn the inference function between the…

High-dimensional multivariate time series are challenging due to the dependent and high-dimensional nature of the data, but in many applications there is additional structure that can be exploited to reduce computing time along with…

We introduce an interpretable deep learning model for multivariate time series forecasting that prioritizes both predictive performance and interpretability - key requirements for understanding complex physical phenomena. Our model not only…

Tipping points occur in many real-world systems, at which the system shifts suddenly from one state to another. The ability to predict the occurrence of tipping points from time series data remains an outstanding challenge and a major…

Time series forecasting lies at the core of important real-world applications in many fields of science and engineering. The abundance of large time series datasets that consist of complex patterns and long-term dependencies has led to the…

Delivering precise point and distributional forecasts across a spectrum of prediction horizons represents a significant and enduring challenge in the application of time-series forecasting within various industries. Prior research on…