3 papers
cs.LG2026
Extreme Adaptive Transformer for Time Series Forecasting
Sanjeev Shrestha, Hui Liu, Yifan Zhang
Time series forecasting remains challenging when the underlying data contain rare but critical extreme events. This issue is particularly important in hydrologic forecasting, where…
stat.ME2025
e-GAI: e-value-based Generalized -Investing for Online False Discovery Rate Control
Yifan Zhang, Zijian Wei, Haojie Ren +1
Online multiple hypothesis testing has attracted a lot of attention in many applications, e.g., anomaly status detection and stock market price monitoring. The state-of-the-art gen…
cs.LG2024
Sparse Transformer with Local and Seasonal Adaptation for Multivariate Time Series Forecasting
Yifan Zhang, Rui Wu, Sergiu M. Dascalu +1
Transformers have achieved remarkable performance in multivariate time series(MTS) forecasting due to their capability to capture long-term dependencies. However, the canonical att…