相关论文: Stationarity Exploration for Multivariate Time Ser…

Reliable periodic patterns serve as a fundamental basis for accurate multivariate time series forecasting. However, existing methods either implicitly extract periodicity through complex model architectures (e.g., Transformers) with high…

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Time series data in real-world scenarios contain a substantial amount of nonlinear information, which significantly interferes with the training process of models, leading to decreased prediction performance. Therefore, during the time…

Long-term time series forecasting is a vital task and has a wide range of real applications. Recent methods focus on capturing the underlying patterns from one single domain (e.g. the time domain or the frequency domain), and have not taken…

The intricate nature of time series data analysis benefits greatly from the distinct advantages offered by time and frequency domain representations. While the time domain is superior in representing local dependencies, particularly in…

The prediction of periodical time-series remains challenging due to various types of data distortions and misalignments. Here, we propose a novel model called Temporal embedding-enhanced convolutional neural Network (TeNet) to learn…

Multivariate time series forecasting poses an ongoing challenge across various disciplines. Time series data often exhibit diverse intra-series and inter-series correlations, contributing to intricate and interwoven dependencies that have…

In this paper, an unsupervised Recurrent Wavelet Probabilistic Neural Network (RWPNN) is proposed, which aims at detecting anomalies in non-stationary environments by modelling the temporal features using a nonparametric density estimation…

The attention mechanism has demonstrated remarkable potential in sequence modeling, exemplified by its successful application in natural language processing with models such as Bidirectional Encoder Representations from Transformers (BERT)…

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

The stable periodic patterns present in time series data serve as the foundation for conducting long-horizon forecasts. In this paper, we pioneer the exploration of explicitly modeling this periodicity to enhance the performance of models…

Designing effective models for learning time series representations is foundational for time series analysis. Many previous works have explored time series representation modeling approaches and have made progress in this area. Despite…

Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters…

Recent CNN and Transformer-based models tried to utilize frequency and periodicity information for long-term time series forecasting. However, most existing work is based on Fourier transform, which cannot capture fine-grained and local…

Time series data analysis is a critical component in various domains such as finance, healthcare, and meteorology. Despite the progress in deep learning for time series analysis, there remains a challenge in addressing the non-stationary…

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

The task of multi-channel time series forecasting is ubiquitous in numerous fields such as finance, supply chain management, and energy planning. It is critical to effectively capture complex dynamic dependencies within and between channels…

Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for…

While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering…