4 papers
Far Tails of the Positional Distribution in random walk: A Saddle-Point Approach
Chen Zhou, YuDa Cheng, Yangji Li +2
Rare events and large-deviation theory have attracted considerable interest in the study of random walks. Here, we investigate the rare events of the positional distribution of con…
LLM-Generated Feature Pools for Time Series Anomaly Detection
Youssef Attia El Hili, Malik Tiomoko, Corinne Ancourt
We study how far a simple statistical pipeline can go on univariate time series anomaly detection under a strict selection protocol. The method extracts a small pool of statistics…
Tabby: An Open Pretraining Recipe for Time Series Foundation Models
Shifeng Xie, Bahaeddine Abdessalem, Zehao Xiao +9
In this report, we release Tabby, a long context probabilistic time series foundation model, together with a complete and open recipe of how it was built. Tabby adopts an encoder-o…
FlowTSFM: Turning Encoder Depth into Quantile Transport
Bahaeddine Abdessalem, Shifeng Xie, Zehao Xiao +6
Encoder-based time series foundation models (TSFMs) typically rely on deep stacks of independently parameterized Transformer layers, where only the final forecast is supervised and…