相关论文: TimeEmb: A Lightweight Static-Dynamic Disentanglem…

In contemporary data-driven environments, the generation and processing of multivariate time series data is an omnipresent challenge, often complicated by time delays between different time series. These delays, originating from a multitude…

A univariate time series with high variability can pose a challenge even to Deep Neural Network (DNN). To overcome this, a univariate time series is decomposed into simpler constituent series, whose sum equals the original series. As…

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…

Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…

Decomposing complex time series into trend, seasonality, and remainder components is an important task to facilitate time series anomaly detection and forecasting. Although numerous methods have been proposed, there are still many time…

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Time series forecasting has become an increasingly popular research area due to its critical applications in various real-world domains such as traffic management, weather prediction, and financial analysis. Despite significant…

Non-stationarity is a fundamental challenge in multivariate long-term time series forecasting, often manifested as rapid changes in amplitude and phase. These variations lead to severe distribution shifts and consequently degrade predictive…

Deep learning has shown impressive results in a variety of time series forecasting tasks, where modeling the conditional distribution of the future given the past is the essence. However, when this conditional distribution is…

Time series forecasting is prevalent in various real-world applications. Despite the promising results of deep learning models in time series forecasting, especially the Recurrent Neural Networks (RNNs), the explanations of time series…

Self-supervised representation learning, particularly through contrastive methods like TS2Vec, has advanced the analysis of time series data. However, these models often falter in forecasting tasks because their objective functions…

This paper proposes a method for modeling event sequences with ambiguous timestamps, a time-discounting convolution. Unlike in ordinary time series, time intervals are not constant, small time-shifts have no significant effect, and…

Time-series forecasting models often encounter abrupt changes in a given period of time which generally occur due to unexpected or unknown events. Despite their scarce occurrences in the training set, abrupt changes incur loss that…

Long-term Time Series Forecasting (LTSF) is crucial across various domains, but complex deep models like Transformers are often prone to overfitting on extended sequences. Linear Fully Connected models have emerged as a powerful…

Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…

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…

Spherically embedded time series are time series with values naturally residing on or can be equivalently mapped to the sphere. Despite their ubiquity in diverse scientific fields, these data frequently exhibit complex non-stationarity…

In recent years, traffic flow prediction has become a highlight in the field of intelligent transportation systems. However, due to the temporal variations and dynamic spatial correlations of traffic data, traffic prediction remains highly…

Accurate electricity demand forecasting is challenging due to the strong multi-periodicity of real-world demand series, which makes effective modeling of recurrent temporal patterns crucial. Decomposition techniques make such structure…

Recent lightweight MLP-based models have achieved strong performance in time series forecasting by capturing stable trends and seasonal patterns. However, their effectiveness hinges on an implicit assumption of local stationarity…