Time Series
Time series analysis focuses on understanding and modeling data points collected over time, aiming to extract patterns, make predictions, and gain insights from sequential information. Current research emphasizes developing advanced model architectures, such as transformers and recurrent neural networks (RNNs/LSTMs), to handle increasingly complex, high-dimensional, and non-stationary time series data, often incorporating techniques like attention mechanisms and mixture-of-experts models for improved efficiency and accuracy. This field is crucial for numerous applications across diverse domains, including finance, healthcare, and environmental monitoring, enabling better forecasting, anomaly detection, and decision-making based on temporal data.
Papers
Moirai-MoE: Empowering Time Series Foundation Models with Sparse Mixture of Experts
Xu Liu, Juncheng Liu, Gerald Woo, Taha Aksu, Yuxuan Liang, Roger Zimmermann, Chenghao Liu, Silvio Savarese, Caiming Xiong, Doyen Sahoo
StatioCL: Contrastive Learning for Time Series via Non-Stationary and Temporal Contrast
Yu Wu, Ting Dang, Dimitris Spathis, Hong Jia, Cecilia Mascolo
Less is more: Embracing sparsity and interpolation with Esiformer for time series forecasting
Yangyang Guo, Yanjun Zhao, Sizhe Dang, Tian Zhou, Liang Sun, Yi Qian
Diffusion Auto-regressive Transformer for Effective Self-supervised Time Series Forecasting
Daoyu Wang, Mingyue Cheng, Zhiding Liu, Qi Liu, Enhong Chen
Metadata Matters for Time Series: Informative Forecasting with Transformers
Jiaxiang Dong, Haixu Wu, Yuxuan Wang, Li Zhang, Jianmin Wang, Mingsheng Long
Local Attention Mechanism: Boosting the Transformer Architecture for Long-Sequence Time Series Forecasting
Ignacio Aguilera-Martos, Andrés Herrera-Poyatos, Julián Luengo, Francisco Herrera
Forest Proximities for Time Series
Ben Shaw, Jake Rhodes, Soukaina Filali Boubrahimi, Kevin R. Moon
Flow Matching with Gaussian Process Priors for Probabilistic Time Series Forecasting
Marcel Kollovieh, Marten Lienen, David Lüdke, Leo Schwinn, Stephan Günnemann
Plots Unlock Time-Series Understanding in Multimodal Models
Mayank Daswani, Mathias M.J. Bellaiche, Marc Wilson, Desislav Ivanov, Mikhail Papkov, Eva Schnider, Jing Tang, Kay Lamerigts, Gabriela Botea, Michael A. Sanchez, Yojan Patel, Shruthi Prabhakara, Shravya Shetty, Umesh Telang
Learning K-U-Net with constant complexity: An Application to time series forecasting
Jiang You, Arben Cela, René Natowicz, Jacob Ouanounou, Patrick Siarry