相关论文: ST-MTM: Masked Time Series Modeling with Seasonal-…

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Time series analysis is widely used in extensive areas. Recently, to reduce labeling expenses and benefit various tasks, self-supervised pre-training has attracted immense interest. One mainstream paradigm is masked modeling, which…

Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular…

The decomposition of time series into components is an important task that helps to understand time series and can enable better forecasting. Nowadays, with high sampling rates leading to high-frequency data (such as daily, hourly, or…

Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…

Deep learning has been actively studied for time series forecasting, and the mainstream paradigm is based on the end-to-end training of neural network architectures, ranging from classical LSTM/RNNs to more recent TCNs and Transformers.…

Multivariate time-series (MTS) forecasting is a paramount and fundamental problem in many real-world applications. The core issue in MTS forecasting is how to effectively model complex spatial-temporal patterns. In this paper, we develop a…

The decomposition of a time series is an essential task that helps to understand its very nature. It facilitates the analysis and forecasting of complex time series expressing various hidden components such as the trend, seasonal…

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…

Recent studies in multivariate time series (MTS) forecasting reveal that explicitly modeling the hidden dependencies among different time series can yield promising forecasting performance and reliable explanations. However, modeling…

In multivariate time series (MTS) forecasting, many deep learning based methods have been proposed for modeling dependencies at multiple spatial (inter-variate) or temporal (intra-variate) scales. However, existing methods may fail to model…

Spatio-Temporal Multivariate time series Forecast (STMF) uses the time series of $n$ spatially distributed variables in a period of recent past to forecast their values in a period of near future. It has important applications in…

Very large time series are increasingly available from an ever wider range of IoT-enabled sensors, from which significant insights can be obtained through mining temporal patterns from them. A useful type of patterns found in many…

Spatiotemporal forecasting techniques are significant for various domains such as transportation, energy, and weather. Accurate prediction of spatiotemporal series remains challenging due to the complex spatiotemporal heterogeneity. In…

Univariate time series (UTS), where each timestamp records a single variable, serve as crucial indicators in web systems and cloud servers. Anomaly detection in UTS plays an essential role in both data mining and system reliability…

Time series generation focuses on modeling the underlying data distribution and resampling to produce authentic time series data. Key components, such as trend and seasonality, drive temporal fluctuations, yet many existing approaches fail…

Irregularly sampled time series (ISTS) are widespread in real-world scenarios, exhibiting asynchronous observations on uneven time intervals across variables. Existing ISTS forecasting methods often solely utilize historical observations to…

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Temporal non-stationarity, the phenomenon that time series distributions change over time, poses fundamental challenges to reliable time series forecasting. Intuitively, the complex time series can be decomposed into two factors, \ie…

Many real-world time series exhibit multiple seasonality with different lengths. The removal of seasonal components is crucial in numerous applications of time series, including forecasting and anomaly detection. However, many…