相关论文: Numerion: A Multi-Hypercomplex Model for Time Seri…

Time series forecasting is essential in a wide range of real world applications. Recently, frequency-domain methods have attracted increasing interest for their ability to capture global dependencies. However, when applied to non-stationary…

The non-stationarity characteristic of the solar power renders traditional point forecasting methods to be less useful due to large prediction errors. This results in increased uncertainties in the grid operation, thereby negatively…

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Recent works have demonstrated reasonable success of representation learning in hypercomplex space. Specifically, "fully-connected layers with Quaternions" (4D hypercomplex numbers), which replace real-valued matrix multiplications in…

Time series forecasting occurs in a range of financial applications providing essential decision-making support to investors, regulatory institutions, and analysts. Unlike multivariate time series from other domains, stock time series…

Hierarchical forecasting problems arise when time series have a natural group structure, and predictions at multiple levels of aggregation and disaggregation across the groups are needed. In such problems, it is often desired to satisfy the…

Time series forecasting remains a challenging task, particularly in the context of complex multiscale temporal patterns. This study presents LLM-Mixer, a framework that improves forecasting accuracy through the combination of multiscale…

Real-world time-series data often exhibit non-stationarity, including changing trends, irregular seasonality, and residuals. In terms of changing trends, recently proposed multi-layer perceptron (MLP)-based models have shown excellent…

Large collections of time series data are often organized into hierarchies with different levels of aggregation; examples include product and geographical groupings. Probabilistic coherent forecasting is tasked to produce forecasts…

As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…

Hypergraphs are vital in modelling data with higher-order relations containing more than two entities, gaining prominence in machine learning and signal processing. Many hypergraph neural networks leverage message passing over hypergraph…

Ambiguity is inherently present in many machine learning tasks, but especially for sequential models seldom accounted for, as most only output a single prediction. In this work we propose an extension of the Multiple Hypothesis Prediction…

The goal of this paper is to test three classes of neural network (NN) architectures based on four-dimensional (4D) hypercomplex algebras for time series prediction. We evaluate different architectures, varying the input layers to include…

Time series forecasting is a fundamental tool with wide ranging applications, yet recent debates question whether complex nonlinear architectures truly outperform simple linear models. Prior claims of dominance of the linear model often…

Time-series is ubiquitous across applications, such as transportation, finance and healthcare. Time-series is often influenced by external factors, especially in the form of asynchronous events, making forecasting difficult. However,…

Traffic forecasting task is significant to modern urban management. Recently, there is growing attention on large-scale forecasting, as it better reflects the complexity of real-world traffic networks. However, existing models often exhibit…

Time-series prediction is an active area of research across various fields, often challenged by the fluctuating influence of short-term and long-term factors. In this study, we introduce a feature engineering method that enhances the…

The majority of real-world processes are spatiotemporal, and the data generated by them exhibits both spatial and temporal evolution. Weather is one of the most essential processes in this domain, and weather forecasting has become a…

We present a neural network technique for the analysis and extrapolation of time-series data called Neural Decomposition (ND). Units with a sinusoidal activation function are used to perform a Fourier-like decomposition of training samples…

Long-term time-series forecasting is essential for planning and decision-making in economics, energy, and transportation, where long foresight is required. To obtain such long foresight, models must be both efficient and effective in…