1 citations · 4 across the 16 of their papers we have counts for
6 papers · 1 filter
ChronoSteer: Bridging Large Language Model and Time Series Foundation Model via Synthetic Cross-Modal Alignment Dataset
Chengsen Wang, Qi Qi, Zhongwen Rao +3
Conventional forecasting methods are trained end-to-end on unimodal time series, which limits their ability to exploit textual information and undermines their generalization in da…
Unlocking the Potential of Linear Networks for Irregular Multivariate Time Series Forecasting
Chengsen Wang, Qi Qi, Jingyu Wang +3
Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of li…
MergeQuant: Accurate 4-bit Static Quantization of Large Language Models by Channel-wise Calibration
Jinguang Wang, Jingyu Wang, Haifeng Sun +6
Quantization has been widely used to compress and accelerate inference of large language models (LLMs). Existing methods focus on exploring the per-token dynamic calibration to ens…
OIPR: Evaluation for Time-series Anomaly Detection Inspired by Operator Interest
Yuhan Jing, Jingyu Wang, Lei Zhang +6
With the growing adoption of time-series anomaly detection (TAD) technology, numerous studies have employed deep learning-based detectors to analyze time-series data in the fields…
Interdependency Matters: Graph Alignment for Multivariate Time Series Anomaly Detection
Yuanyi Wang, Haifeng Sun, Chengsen Wang +6
Anomaly detection in multivariate time series (MTS) is crucial for various applications in data mining and industry. Current industrial methods typically approach anomaly detection…
Rethinking the Power of Timestamps for Robust Time Series Forecasting: A Global-Local Fusion Perspective
Chengsen Wang, Qi Qi, Jingyu Wang +4
Time series forecasting has played a pivotal role across various industries, including finance, transportation, energy, healthcare, and climate. Due to the abundant seasonal inform…