相关论文: Multimodal Forecasting for Commodity Prices Using …

Time series forecasting is a long-standing problem in statistics and machine learning. One of the key challenges is processing sequences with long-range dependencies. To that end, a recent line of work applied the short-time Fourier…

With the increasing availability of diverse data types, particularly images and time series data from medical experiments, there is a growing demand for techniques designed to combine various modalities of data effectively. Our motivation…

Accurate beam prediction is essential for mitigating signalling overhead and latency in integrated sensing and communication-enabled massive multi-input multi-output systems. With the aid of multimodal learning, the prediction accuracy can…

There exists a correlation between geospatial activity temporal patterns and type of land use. A novel self-supervised approach is proposed to stratify landscape based on mobility activity time series. First, the time series signal is…

The recent boom of large pre-trained models witnesses remarkable success in developing foundation models (FMs) for time series forecasting. Despite impressive performance across diverse downstream forecasting tasks, existing time series FMs…

Achieving consistent sentiment representation across diverse modalities remains a key challenge in multimodal sentiment analysis. However, rapid emotional fluctuations over time often introduce instability, leading to compromised prediction…

Predicting cryptocurrency price trends remains a major challenge due to the volatility and complexity of digital asset markets. Artificial intelligence (AI) has emerged as a powerful tool to address this problem. This study proposes a…

Despite numerous research efforts in applying deep learning to time series forecasting, achieving high accuracy in multi-step predictions for volatile time series like crude oil prices remains a significant challenge. Moreover, most…

Making accurate forecasts for a complex system is a challenge in various practical applications. The major difficulty in solving such a problem concerns nonlinear spatiotemporal dynamics with time-varying characteristics. Takens' delay…

Artificial Intelligence predicts drug properties by encoding drug molecules, aiding in the rapid screening of candidates. Different molecular representations, such as SMILES and molecule graphs, contain complementary information for…

To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do…

Intelligent spectrum management is crucial for improving spectrum efficiency and achieving secure utilization of spectrum resources. However, existing intelligent spectrum management methods, typically based on small-scale models, suffer…

We present Masked Frequency Modeling (MFM), a unified frequency-domain-based approach for self-supervised pre-training of visual models. Instead of randomly inserting mask tokens to the input embeddings in the spatial domain, in this paper,…

Time series forecasting is crucial in many fields, yet current deep learning models struggle with noise, data sparsity, and capturing complex multi-scale patterns. This paper presents MFF-FTNet, a novel framework addressing these challenges…

In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications. The crucial challenge of long-term MTS…

As a prominent data modality task, time series forecasting plays a pivotal role in diverse applications. With the remarkable advancements in Large Language Models (LLMs), the adoption of LLMs as the foundational architecture for time series…

Incorporating multi-modal features as side information has recently become a trend in recommender systems. To elucidate user-item preferences, recent studies focus on fusing modalities via concatenation, element-wise sum, or attention…

Nonlinear dynamic volatility has been observed in many financial time series. The recently proposed quantile periodogram offers an alternative way to examine this phenomena in the frequency domain. The quantile periodogram is constructed…

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…

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…