23 citations · 99 across the 15 of their papers we have counts for
12 papers · 1 filter
Enhancing Foundation Models for Time Series Forecasting via Wavelet-based Tokenization
Luca Masserano, Abdul Fatir Ansari, Boran Han +8
How to best develop foundational models for time series forecasting remains an important open question. Tokenization is a crucial consideration in this effort: what is an effective…
Theoretical Guarantees of Learning Ensembling Strategies with Applications to Time Series Forecasting
Hilaf Hasson, Danielle C. Maddix, Yuyang Wang +2
Ensembling is among the most popular tools in machine learning (ML) due to its effectiveness in minimizing variance and thus improving generalization. Most ensembling methods for b…
Testing Causality for High Dimensional Data
Arun Jambulapati, Hilaf Hasson, Youngsuk Park +1
Determining causal relationship between high dimensional observations are among the most important tasks in scientific discoveries. In this paper, we revisited the \emph{linear tra…
Adaptive Sampling for Probabilistic Forecasting under Distribution Shift
Luca Masserano, Syama Sundar Rangapuram, Shubham Kapoor +3
The world is not static: This causes real-world time series to change over time through external, and potentially disruptive, events such as macroeconomic cycles or the COVID-19 pa…
First De-Trend then Attend: Rethinking Attention for Time-Series Forecasting
Xiyuan Zhang, Xiaoyong Jin, Karthick Gopalswamy +6
Transformer-based models have gained large popularity and demonstrated promising results in long-term time-series forecasting in recent years. In addition to learning attention in…
Robust Multivariate Time-Series Forecasting: Adversarial Attacks and Defense Mechanisms
Linbo Liu, Youngsuk Park, Trong Nghia Hoang +2
This work studies the threats of adversarial attack on multivariate probabilistic forecasting models and viable defense mechanisms. Our studies discover a new attack pattern that n…
Robust Probabilistic Time Series Forecasting
TaeHo Yoon, Youngsuk Park, Ernest K. Ryu +1
Probabilistic time series forecasting has played critical role in decision-making processes due to its capability to quantify uncertainties. Deep forecasting models, however, could…
Multivariate Quantile Function Forecaster
Kelvin Kan, François-Xavier Aubet, Tim Januschowski +4
We propose Multivariate Quantile Function Forecaster (MQF), a global probabilistic forecasting method constructed using a multivariate quantile function and investigate its app…
Learning Quantile Functions without Quantile Crossing for Distribution-free Time Series Forecasting
Youngsuk Park, Danielle Maddix, François-Xavier Aubet +3
Quantile regression is an effective technique to quantify uncertainty, fit challenging underlying distributions, and often provide full probabilistic predictions through joint lear…
Variance Reduced Training with Stratified Sampling for Forecasting Models
Yucheng Lu, Youngsuk Park, Lifan Chen +3
In large-scale time series forecasting, one often encounters the situation where the temporal patterns of time series, while drifting over time, differ from one another in the same…
Domain Adaptation for Time Series Forecasting via Attention Sharing
Xiaoyong Jin, Youngsuk Park, Danielle C. Maddix +2
Recently, deep neural networks have gained increasing popularity in the field of time series forecasting. A primary reason for their success is their ability to effectively capture…
Network Inference via the Time-Varying Graphical Lasso
David Hallac, Youngsuk Park, Stephen Boyd +1
Many important problems can be modeled as a system of interconnected entities, where each entity is recording time-dependent observations or measurements. In order to spot trends,…