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

In practical time series forecasting, covariates provide rich contextual information that can potentially enhance the forecast of target variables. Although some covariates extend into the future forecasting horizon (e.g., calendar events,…

In order to achieve unbiased and efficient estimators of causal effects from observational data, covariate selection for confounding adjustment becomes an important task in causal inference. Despite recent advancements in graphical…

Zero-shot time-series forecasting holds great promise, but is still in its infancy, hindered by limited and biased data corpora, leakage-prone evaluation, and privacy and licensing constraints. Motivated by these challenges, we propose the…

Multi-variate time series forecasting is an important problem with a wide range of applications. Recent works model the relations between time-series as graphs and have shown that propagating information over the relation graph can improve…

The ability to predict future outcomes given control actions is fundamental for physical reasoning. However, such predictive models, often called world models, remains challenging to learn and are typically developed for task-specific…

Accurate speed estimation in sensorless brushless DC motors is essential for high-performance control and monitoring, yet conventional model-based approaches struggle with system nonlinearities and parameter uncertainties. In this work, we…

Reliable uncertainty estimates are an important tool for helping autonomous agents or human decision makers understand and leverage predictive models. However, existing approaches to estimating uncertainty largely ignore the possibility of…

Recent diffusion models provide a promising zero-shot solution to noisy linear inverse problems without retraining for specific inverse problems. In this paper, we reveal that recent methods can be uniformly interpreted as employing a…

We introduce Chronos, a simple yet effective framework for pretrained probabilistic time series models. Chronos tokenizes time series values using scaling and quantization into a fixed vocabulary and trains existing transformer-based…

This paper develops forecasting methodology and application of new classes of dynamic models for time series of non-negative counts. Novel univariate models synthesise dynamic generalized linear models for binary and conditionally Poisson…

Accurate forecasts are vital for supporting the decisions of modern companies. Forecasters typically select the most appropriate statistical model for each time series. However, statistical models usually presume some data generation…

Probabilistic forecasting of irregularly sampled multivariate time series with missing values is an important problem in many fields, including health care, astronomy, and climate. State-of-the-art methods for the task estimate only…

Time series forecasting is essential for agents to make decisions. Traditional approaches rely on statistical methods to forecast given past numeric values. In practice, end-users often rely on visualizations such as charts and plots to…

This research paper introduces innovative approaches for multivariate time series forecasting based on different variations of the combined regression strategy. We use specific data preprocessing techniques which makes a radical change in…

We present TimeFound, an encoder-decoder transformer-based time series foundation model for out-of-the-box zero-shot forecasting. To handle time series data from various domains, TimeFound employs a multi-resolution patching strategy to…

Unlike traditional time-series forecasting methods that require extensive in-task data for training, zero-shot forecasting can directly predict future values given a target time series without additional training data. Current zero-shot…

We present a novel problem setting in zero-shot learning, zero-shot object recognition and detection in the context. Contrary to the traditional zero-shot learning methods, which simply infers unseen categories by transferring knowledge…

Predicting future values in multivariate time series is vital across various domains. This work explores the use of large language models (LLMs) for this task. However, LLMs typically handle one-dimensional data. We introduce MultiCast, a…

Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems. Ensemble-based data assimilation systems incorporate state-dependent uncertainty quantification based on…

Leveraging class semantic descriptions and examples of known objects, zero-shot learning makes it possible to train a recognition model for an object class whose examples are not available. In this paper, we propose a novel zero-shot…