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20242026
most citedTimeBridge: Non-Stationarity Matters for Long-term Time Series Forecasting

4 citations · 9 across the 11 of their papers we have counts for

collaborators

11 papers

cs.LG2026

Forecasting as Rendering: A 2D Gaussian Splatting Framework for Time Series Forecasting

Yixin Wang, Yifan Hu, Peiyuan Liu +3

Time series forecasting remains a challenging problem due to the intricate entanglement of intra-period fluctuations and inter-period trends. While recent advances have attempted t…

cs.LG2026

CP Loss: Channel-wise Perceptual Loss for Time Series Forecasting

Yaohua Zha, Chunlin Fan, Peiyuan Liu +4

Multi-channel time-series data, prevalent across diverse applications, is characterized by significant heterogeneity in its different channels. However, existing forecasting models…

cs.LG2025

Efficient Differentiable Approximation of Generalized Low-rank Regularization

Naiqi Li, Yuqiu Xie, Peiyuan Liu +3

Low-rank regularization (LRR) has been widely applied in various machine learning tasks, but the associated optimization is challenging. Directly optimizing the rank function under…

cs.CE2025★ 1 cited

FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting

Yifan Hu, Yuante Li, Peiyuan Liu +6

Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investmen…

cs.CE2025

FinMamba: Market-Aware Graph Enhanced Multi-Level Mamba for Stock Movement Prediction

Yifan Hu, Peiyuan Liu, Yuante Li +5

Recently, combining stock features with inter-stock correlations has become a common and effective approach for stock movement prediction. However, financial data presents signific…

cs.LG2025★ 1 cited

TimeFilter: Patch-Specific Spatial-Temporal Graph Filtration for Time Series Forecasting

Yifan Hu, Guibin Zhang, Peiyuan Liu +6

Time series forecasting methods generally fall into two main categories: Channel Independent (CI) and Channel Dependent (CD) strategies. While CI overlooks important covariate rela…

cs.CV2024★ 1 cited

Diffusion Prior Interpolation for Flexibility Real-World Face Super-Resolution

Jiarui Yang, Tao Dai, Yufei Zhu +3

Diffusion models represent the state-of-the-art in generative modeling. Due to their high training costs, many works leverage pre-trained diffusion models' powerful representations…

cs.LG2024★ 4 cited

TimeBridge: Non-Stationarity Matters for Long-term Time Series Forecasting

Peiyuan Liu, Beiliang Wu, Yifan Hu +4

Non-stationarity poses significant challenges for multivariate time series forecasting due to the inherent short-term fluctuations and long-term trends that can lead to spurious re…

cs.CE2024

Generative Pre-Trained Diffusion Paradigm for Zero-Shot Time Series Forecasting

Jiarui Yang, Tao Dai, Naiqi Li +6

In recent years, generative pre-trained paradigms such as Large Language Models (LLMs) and Large Vision Models (LVMs) have achieved revolutionary advancements and widespread real-w…

cs.LG2024★ 2 cited

Adaptive Multi-Scale Decomposition Framework for Time Series Forecasting

Yifan Hu, Peiyuan Liu, Peng Zhu +2

Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). While Transformer-based methods excel in capturing long-range dependenc…

cs.CV2024

LCM: Locally Constrained Compact Point Cloud Model for Masked Point Modeling

Yaohua Zha, Naiqi Li, Yanzi Wang +6

The pre-trained point cloud model based on Masked Point Modeling (MPM) has exhibited substantial improvements across various tasks. However, these models heavily rely on the Transf…