B Lim, S Zohren - … Transactions of the Royal Society A, 2021 - royalsocietypublishing.org
Numerous deep learning architectures have been developed to accommodate the diversity of time-series datasets across different domains. In this article, we survey common encoder …
Transformers have shown great power in time series forecasting due to their global-range modeling ability. However, their performance can degenerate terribly on non-stationary real …
Recent progress in neural forecasting accelerated improvements in the performance of large- scale forecasting systems. Yet, long-horizon forecasting remains a very difficult task. Two …
H Wu, J Xu, J Wang, M Long - Advances in neural …, 2021 - proceedings.neurips.cc
Extending the forecasting time is a critical demand for real applications, such as extreme weather early warning and long-term energy consumption planning. This paper studies the …
Z Yue, Y Wang, J Duan, T Yang, C Huang… - Proceedings of the …, 2022 - ojs.aaai.org
This paper presents TS2Vec, a universal framework for learning representations of time series in an arbitrary semantic level. Unlike existing methods, TS2Vec performs contrastive …
H Zhou, S Zhang, J Peng, S Zhang, J Li… - Proceedings of the …, 2021 - ojs.aaai.org
Many real-world applications require the prediction of long sequence time-series, such as electricity consumption planning. Long sequence time-series forecasting (LSTF) demands a …
We introduce Chronos, a simple yet effective framework for pretrained probabilistic time series models. Chronos tokenizes time series values using scaling and quantization into a …
Multi-horizon forecasting often contains a complex mix of inputs–including static (ie time- invariant) covariates, known future inputs, and other exogenous time series that are only …
Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and …