62 citations · 76 across the 26 of their papers we have counts for
39 papers · 1 filter
Causal Semantic Alignment for LLM-based Time Series Forecasting
Kexuan Zhang, Xiaobei Zou, Cesare Alippi +2
Recent advances in Large Language Models (LLMs) have opened new possibilities for time series forecasting by enabling alignment between temporal patterns and pretrained word embedd…
Why Do Time Series Models Need Long Context Windows?
Luca Butera, Giovanni De Felice, Andrea Cini +1
Modern deep learning models for forecasting groups of time series rely on increasingly longer observation windows. However, the benefit of increasing the window size is often simpl…
TimeOmni-VL: Unified Models for Time Series Understanding and Generation
Tong Guan, Sheng Pan, Johan Barthelemy +5
Recent time series modeling faces a sharp divide between numerical generation and semantic understanding, with research showing that generation models often rely on superficial pat…
SWING: Unlocking Implicit Graph Representations for Graph Random Features
Alessandro Manenti, Avinava Dubey, Arijit Sehanobish +2
We propose SWING: Space Walks for Implicit Network Graphs, a new class of algorithms for computations involving Graph Random Features on graphs given by implicit representations (i…
Equilibrium Policy Generalization: A Reinforcement Learning Framework for Cross-Graph Zero-Shot Generalization in Pursuit-Evasion Games
Runyu Lu, Peng Zhang, Ruochuan Shi +5
Equilibrium learning in adversarial games is an important topic widely examined in the fields of game theory and reinforcement learning (RL). Pursuit-evasion game (PEG), as an impo…
Position: Current Benchmarking Hinders Real Progress in Deep Learning for Time Series Forecasting
Valentina Moretti, Ivan Marisca, Cesare Alippi +1
Deep learning models have grown popular in time series applications. However, the large quantity of newly proposed architectures and the often contradictory empirical results make…