3 citations · 3 across the 11 of their papers we have counts for
12 papers
QUALS: Corpus Equilibrium for Universal Forecasting via Pattern Quantization and Learnability Synchronization
Yujie Li, Zezhi Shao, Chengqing Yu +7
Ubiquitous time series data across diverse domains enables critical applications in areas such as transportation systems and power grids. Recently, training foundation models on ma…
Zeus: Towards Tuning-Free Foundation Model for Time Series Analysis
Yisong Fu, Zezhi Shao, Chengqing Yu +4
We present Zeus, a unified tuning-free Time Series Foundation Model (TSFM) that delivers superior performance across diverse analysis tasks without any task-specific fine-tuning. U…
From Isolation to Integration: Building an Adaptive Expert Forest for Pre-Trained Model-based Class-Incremental Learning
Ruiqi Liu, Boyu Diao, Hangda Liu +3
Class-Incremental Learning (CIL) requires models to learn new classes without forgetting old ones. A common method is to freeze a pre-trained model and train a new, lightweight ada…
Semantic-Guided Dynamic Sparsification for Pre-Trained Model-based Class-Incremental Learning
Ruiqi Liu, Boyu Diao, Zijia An +5
Class-Incremental Learning (CIL) requires a model to continually learn new classes without forgetting old ones. A common and efficient solution freezes a pre-trained model and empl…
Dynamical Adapter Fusion: Constructing A Global Adapter for Pre-Trained Model-based Class-Incremental Learning
Ruiqi Liu, Boyu Diao, Zijia An +3
Class-Incremental Learning (CIL) requires models to continuously acquire new classes without forgetting previously learned ones. A dominant paradigm involves freezing a pre-trained…
APT: Affine Prototype-Timestamp For Time Series Forecasting Under Distribution Shift
Yujie Li, Zezhi Shao, Chengqing Yu +4
Time series forecasting under distribution shift remains challenging, as existing deep learning models often rely on local statistical normalization (e.g., mean and variance) that…
Selective Learning for Deep Time Series Forecasting
Yisong Fu, Zezhi Shao, Chengqing Yu +5
Benefiting from high capacity for capturing complex temporal patterns, deep learning (DL) has significantly advanced time series forecasting (TSF). However, deep models tend to suf…
Parameterized Prompt for Incremental Object Detection
Zijia An, Boyu Diao, Ruiqi Liu +5
Recent studies have demonstrated that incorporating trainable prompts into pretrained models enables effective incremental learning. However, the application of prompts in incremen…
ARIES: Relation Assessment and Model Recommendation for Deep Time Series Forecasting
Fei Wang, Yujie Li, Zezhi Shao +5
Recent advancements in deep learning models for time series forecasting have been significant. These models often leverage fundamental time series properties such as seasonality an…
Merlin: Multi-View Representation Learning for Robust Multivariate Time Series Forecasting with Unfixed Missing Rates
Chengqing Yu, Fei Wang, Chuanguang Yang +6
Multivariate Time Series Forecasting (MTSF) involves predicting future values of multiple interrelated time series. Recently, deep learning-based MTSF models have gained significan…
BLAST: Balanced Sampling Time Series Corpus for Universal Forecasting Models
Zezhi Shao, Yujie Li, Fei Wang +7
The advent of universal time series forecasting models has revolutionized zero-shot forecasting across diverse domains, yet the critical role of data diversity in training these mo…
PrePrompt: Predictive prompting for class incremental learning
Libo Huang, Zhulin An, Chuanguang Yang +5
Class Incremental Learning (CIL) based on pre-trained models offers a promising direction for open-world continual learning. Existing methods typically rely on correlation-based st…