相关论文: TimeAPN: Adaptive Amplitude-Phase Non-Stationarity…

Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent neural networks (RNNs) have been introduced for TS…

Multi-step-ahead forecasts are often updated as new observations become available, since shorter forecast horizons typically improve forecast quality. However, such improvements come at the cost of forecast instability, i.e., variability in…

A new approach for the analysis of nonstationary signals is proposed, with a focus on audio applications. Following earlier contributions, nonstationarity is modeled via stationarity-breaking operators acting on Gaussian stationary random…

Accurate forecasting of industrial time series requires balancing predictive accuracy with physical plausibility under non-stationary operating conditions. Existing data-driven models often achieve strong statistical performance but…

The non-stationary evolution of observable quantities in complex systems can frequently be described as a juxtaposition of quasi-stationary spells. Given that standard theoretical and data analysis approaches usually rely on the assumption…

Multivariate time-series forecasting plays a crucial role in many real-world applications. It is a challenging problem as one needs to consider both intra-series temporal correlations and inter-series correlations simultaneously. Recently,…

Accurate prediction of wind power is essential for the grid integration of this intermittent renewable source and aiding grid planners in forecasting available wind capacity. Spatial differences lead to discrepancies in climatological data…

While time series prediction is an important, actively studied problem, the predictive accuracy of time series models is complicated by non-stationarity. We develop a fast and effective approach to allow for non-stationarity in the…

Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). While Transformer-based methods excel in capturing long-range dependencies, they suffer from high computational complexities and…

This paper presents a practical approach for detecting non-stationarity in time series prediction. This method is called SAFE and works by monitoring the evolution of the spectral contents of time series through a distance function. This…

Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…

This article introduces a nonparametric approach to multivariate time-varying power spectrum analysis. The procedure adaptively partitions a time series into an unknown number of approximately stationary segments, where some spectral…

In this paper, we develop a time-varying parameter based seasonally-adjusted Bayesian state-space model for non-stationary time series datasets where both the trend and seasonal components are present and it is the general scenario for most…

In complex systems, crucial parameters are often subject to unpredictable changes in time. Climate, biological evolution and networks provide numerous examples for such non-stationarities. In many cases, improved statistical models are…

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Non-stationary systems are found throughout the world, from climate patterns under the influence of variation in carbon dioxide concentration, to brain dynamics driven by ascending neuromodulation. Accordingly, there is a need for methods…

Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

In this article we introduce a broad family of adaptive, linear time-frequency representations termed superposition frames, and show that they admit desirable fast overlap-add reconstruction properties akin to standard short-time Fourier…

Spiking Neural Networks (SNNs) offer a more energy-efficient alternative to Artificial Neural Networks (ANNs) by mimicking biological neural principles, establishing them as a promising approach to mitigate the increasing energy demands of…