Chimera: Effectively Modeling Multivariate Time Series with 2-Dimensional State Space Models

A Behrouz, M Santacatterina, R Zabih - arXiv preprint arXiv:2406.04320, 2024 - arxiv.org
Modeling multivariate time series is a well-established problem with a wide range of
applications from healthcare to financial markets. Traditional State Space Models (SSMs) …

TimeInf: Time Series Data Contribution via Influence Functions

Y Zhang, J Shen, X Xiong, Y Kwon - arXiv preprint arXiv:2407.15247, 2024 - arxiv.org
Evaluating the contribution of individual data points to a model's prediction is critical for
interpreting model predictions and improving model performance. Existing data contribution …

A Practical Approach to Causal Inference over Time

M Cinquini, I Beretta, S Ruggieri, I Valera - arXiv preprint arXiv …, 2024 - arxiv.org
In this paper, we focus on estimating the causal effect of an intervention over time on a
dynamical system. To that end, we formally define causal interventions and their effects over …

Revisited Large Language Model for Time Series Analysis through Modality Alignment

LN Zheng, CG Dong, WE Zhang, L Yue, M Xu… - arXiv preprint arXiv …, 2024 - arxiv.org
Large Language Models have demonstrated impressive performance in many pivotal web
applications such as sensor data analysis. However, since LLMs are not designed for time …

[PDF][PDF] DTMamba: Dual Twin Mamba for Time Series Forecasting

Z Wu, Y Gong, A Zhang - arXiv preprint arXiv:2405.07022, 2024 - arxiv.org
DTMamba : Dual Twin Mamba for Time Series Forecasting Page 1 DTMamba : Dual Twin
Mamba for Time Series Forecasting Zexue Wu ∗ Yifeng Gong ∗ zexue.wu@bit.edu.cn …

Beyond Trend and Periodicity: Guiding Time Series Forecasting with Textual Cues

Z Xu, Y Bian, J Zhong, X Wen, Q Xu - arXiv preprint arXiv:2405.13522, 2024 - arxiv.org
This work introduces a novel Text-Guided Time Series Forecasting (TGTSF) task. By
integrating textual cues, such as channel descriptions and dynamic news, TGTSF addresses …

LiNo: Advancing Recursive Residual Decomposition of Linear and Nonlinear Patterns for Robust Time Series Forecasting

G Yu, Y Li, X Guo, D Wang, Z Liu, S Wang… - arXiv preprint arXiv …, 2024 - arxiv.org
Forecasting models are pivotal in a data-driven world with vast volumes of time series data
that appear as a compound of vast Linear and Nonlinear patterns. Recent deep time series …

TiDBITS: Time-Domain Based Interpolation for Time Series

G Andriano - 2024 - aaltodoc.aalto.fi
Deep neural networks have significantly advanced time-series forecasting but often at the
cost of high computational requirements. Linear models, on the other hand, have …