相关论文: Zero-Shot Time Series Forecasting with Covariates …

The zero-shot capabilities of foundation models (FMs) for time series forecasting offer promising potentials in conformal prediction, as most of the available data can be allocated to calibration. This study compares the performance of Time…

Multivariate time series forecasting is essential in domains such as finance, transportation, climate, and energy. However, existing patch-based methods typically adopt fixed-length segmentation, overlooking the heterogeneity of local…

Time series foundation models (TSFMs) offer strong zero-shot forecasting via large-scale pre-training, yet fine-tuning remains critical for boosting performance in domains with limited public data. With the growing number of TSFMs,…

Time series forecasting is a critical task in various domains, where accurate predictions can drive informed decision-making. Traditional forecasting methods often rely on current observations of variables to predict future outcomes,…

We study a high-dimensional regression setting under the assumption of known covariate distribution. We aim at estimating the amount of explained variation in the response by the best linear function of the covariates (the signal level). In…

Recent advances in lightweight time series forecasting models suggest the inherent simplicity of time series forecasting tasks. In this paper, we present CMoS, a super-lightweight time series forecasting model. Instead of learning the…

Accurate forecasting of sequential data streams is a cornerstone of modern Web services, supporting applications such as traffic management, user behavior modeling, and online anomaly prevention. However, in many Web environments, new…

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…

Time Series Foundation Models (TSFMs) have shown significant impact through their model capacity, scalability, and zero-shot generalization. However, due to the heterogeneity of inter-variate dependencies and the backbone scalability on…

We consider performing simulation experiments in the presence of covariates. Here, covariates refer to some input information other than system designs to the simulation model that can also affect the system performance. To make decisions,…

Dynamical systems governed by ordinary differential equations (ODEs) serve as models for a vast number of natural and social phenomena. In this work, we offer a fresh perspective on the classical problem of imputing missing time series…

Multivariate time series classification is an important task with widespread domains of applications. Recently, deep neural networks (DNN) have achieved state-of-the-art performance in time series classification. However, they often require…

Deep probabilistic time series forecasting has gained attention for its ability to provide nonlinear approximation and valuable uncertainty quantification for decision-making. However, existing models often oversimplify the problem by…

In many applied fields incomplete covariate vectors are commonly encountered. It is well known that this can be problematic when making inference on model parameters, but its impact on prediction performance is less understood. We develop a…

Zero-shot inference is a powerful paradigm that enables the use of large pretrained models for downstream classification tasks without further training. However, these models are vulnerable to inherited biases that can impact their…

Time series foundation models have shown impressive performance on a variety of tasks, across a wide range of domains, even in zero-shot settings. However, most of these models are designed to handle short univariate time series as an…

Spatial-temporal forecasting plays an important role in many real-world applications, such as traffic forecasting, air pollutant forecasting, crowd-flow forecasting, and so on. State-of-the-art spatial-temporal forecasting models take…

Societal and industrial infrastructures and systems increasingly leverage sensors that emit correlated time series. Forecasting of future values of such time series based on recorded historical values has important benefits. Automatically…

In multivariate time series, the estimation of the covariance matrix of the observation innovations plays an important role in forecasting as it enables the computation of the standardized forecast error vectors as well as it enables the…

Motivated by the recent success of time-series foundation models for zero-shot forecasting, we present a methodology for $\textit{in-context fine-tuning}$ of a time-series foundation model. In particular, we design a pretrained foundation…