23 citations · 99 across the 15 of their papers we have counts for
4 papers · 1 filter
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…