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
UnitNorm: Rethinking Normalization for Transformers in Time Series
Nan Huang, Christian Kümmerle, Xiang Zhang
Planted: a dataset for planted forest identification from multi-satellite time series
Luis Miguel Pazos-Outón, Cristina Nader Vasconcelos, Anton Raichuk, Anurag Arnab, Dan Morris, Maxim Neumann
Generating density nowcasts for U.S. GDP growth with deep learning: Bayes by Backprop and Monte Carlo dropout
Kristóf Németh, Dániel Hadházi
Towards Precision Healthcare: Robust Fusion of Time Series and Image Data
Ali Rasekh, Reza Heidari, Amir Hosein Haji Mohammad Rezaie, Parsa Sharifi Sedeh, Zahra Ahmadi, Prasenjit Mitra, Wolfgang Nejdl
FTMixer: Frequency and Time Domain Representations Fusion for Time Series Modeling
Zhengnan Li, Yunxiao Qin, Xilong Cheng, Yuting Tan
AdaWaveNet: Adaptive Wavelet Network for Time Series Analysis
Han Yu, Peikun Guo, Akane Sano
WEITS: A Wavelet-enhanced residual framework for interpretable time series forecasting
Ziyou Guo, Yan Sun, Tieru Wu
ECATS: Explainable-by-design concept-based anomaly detection for time series
Irene Ferfoglia, Gaia Saveri, Laura Nenzi, Luca Bortolussi
UniCL: A Universal Contrastive Learning Framework for Large Time Series Models
Jiawei Li, Jingshu Peng, Haoyang Li, Lei Chen