相关论文: Three-Stage Learning Unlocks Strong Performance in…

Accurate time series forecasting is a highly valuable endeavour with applications across many industries. Despite recent deep learning advancements, increased model complexity, and larger model sizes, many state-of-the-art models often…

We investigate nonlinear prediction/regression in an online setting and introduce a hybrid model that effectively mitigates, via a joint mechanism through a state space formulation, the need for domain-specific feature engineering issues of…

Spatio-temporal forecasting is crucial in many domains, such as transportation, meteorology, and energy. However, real-world scenarios frequently present challenges such as signal anomalies, noise, and distributional shifts. Existing…

Time series with long-term structure arise in a variety of contexts and capturing this temporal structure is a critical challenge in time series analysis for both inference and forecasting settings. Traditionally, state space models have…

Human mobility forecasting in a city is of utmost importance to transportation and public safety, but with the process of urbanization and the generation of big data, intensive computing and determination of mobility pattern have become…

Pattern recognition is a fundamental task in continuous sensing applications, but real-world scenarios often experience distribution shifts that necessitate learning generalizable representations for such tasks. This challenge is…

To reduce user costs and maximize cluster utilization, large model training increasingly leverages volatile but inexpensive GPU capacity, such as spot instances and reclaimable resources in shared clusters. Yet, capitalizing on these…

Can a model learn to escape its own learning plateau? Reinforcement learning methods for finetuning large reasoning models stall on datasets with low initial success rates, and thus little training signal. We investigate a fundamental…

While classical time series forecasting considers individual time series in isolation, recent advances based on deep learning showed that jointly learning from a large pool of related time series can boost the forecasting accuracy. However,…

Long-term time series forecasting (LTSF) is important for various domains but is confronted by challenges in handling the complex temporal-contextual relationships. As multivariate input models underperforming some recent univariate…

Advection-dominated dynamical systems, characterized by partial differential equations, are found in applications ranging from weather forecasting to engineering design where accuracy and robustness are crucial. There has been significant…

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…

This paper studies some temporal dependence properties and addresses the issue of parametric estimation for a class of state-dependent autoregressive models for nonlinear time series in which we assume a stochastic autoregressive…

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

Real-world time-series datasets are often multivariate with complex dynamics. To capture this complexity, high capacity architectures like recurrent- or attention-based sequential deep learning models have become popular. However, recent…

Multivariate time-series modeling and forecasting is an important problem with numerous applications. Traditional approaches such as VAR (vector auto-regressive) models and more recent approaches such as RNNs (recurrent neural networks) are…

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…

Linear Dynamical System (LDS) is an elegant mathematical framework for modeling and learning multivariate time series. However, in general, it is difficult to set the dimension of its hidden state space. A small number of hidden states may…

Spatio-temporal predictive learning plays a crucial role in self-supervised learning, with wide-ranging applications across a diverse range of fields. Previous approaches for temporal modeling fall into two categories: recurrent-based and…

Over the last years, the transportation community has witnessed a tremendous amount of research contributions on new deep learning approaches for spatio-temporal forecasting. These contributions tend to emphasize the modeling of spatial…