相关论文: Hierarchical Time Series Forecasting Via Latent Me…

Getting a robust time-series clustering with best choice of distance measure and appropriate representation is always a challenge. We propose a novel mechanism to identify the clusters combining learned compact representation of…

The combination of exponentially large action spaces, stochastic dynamics, and long-horizon decision-making under limited resources makes Sequential Stochastic Combinatorial Optimization (SSCO) particularly challenging for reinforcement…

Predictive coding has emerged as a prominent model of how the brain learns through predictions, anticipating the importance accorded to predictive learning in recent AI architectures such as transformers. Here we propose a new framework for…

Hierarchical time-series forecasting (HTSF) is an important problem for many real-world business applications where the goal is to simultaneously forecast multiple time-series that are related to each other via a hierarchical relation.…

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…

Long-term memory is one of the key factors influencing the reasoning capabilities of Large Language Model Agents (LLM Agents). Incorporating a memory mechanism that effectively integrates past interactions can significantly enhance…

In recent years, the role of artificially intelligent (AI) agents has evolved from being basic tools to socially intelligent agents working alongside humans towards common goals. In such scenarios, the ability to predict future behavior by…

Seasonal time series Forecasting remains a challenging problem due to the long-term dependency from seasonality. In this paper, we propose a two-stage framework to forecast univariate seasonal time series. The first stage explicitly learns…

The ability to predict and plan into the future is fundamental for agents acting in the world. To reach a faraway goal, we predict trajectories at multiple timescales, first devising a coarse plan towards the goal and then gradually filling…

We introduce a temporal feature encoding architecture called Time Series Representation Model (TSRM) for multivariate time series forecasting and imputation. The architecture is structured around CNN-based representation layers, each…

Interpreting the prediction mechanism of complex models is currently one of the most important tasks in the machine learning field, especially with layered neural networks, which have achieved high predictive performance with various…

Recent progress in neural forecasting accelerated improvements in the performance of large-scale forecasting systems. Yet, long-horizon forecasting remains a very difficult task. Two common challenges afflicting the task are the volatility…

Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are…

Recent advancements in transformer-based models have greatly improved time series analysis, providing robust solutions for tasks such as forecasting, anomaly detection, and classification. A crucial element of these models is positional…

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 forecasting (TSF) is a central problem in time series analysis. However, as the number of channels in time series datasets scales to the thousands or more, a scenario we define as High-Dimensional Time Series Forecasting…

Deep learning algorithms, especially Transformer-based models, have achieved significant performance by capturing long-range dependencies and historical information. However, the power of convolution has not been fully investigated.…

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…

While deep learning has achieved impressive performance in time series forecasting, it becomes increasingly crucial to understand its decision-making process for building trust in high-stakes scenarios. Existing interpretable models often…

Spatiotemporal time series forecasting plays a key role in a wide range of real-world applications. While significant progress has been made in this area, fully capturing and leveraging spatiotemporal heterogeneity remains a fundamental…