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Introducing Spectral Attention for Long-Range Dependency in Time Series Forecasting

Neural Information Processing Systems

Spectral Attention preserves long-period trends through a low-pass filter and facilitates gradient to flow between samples. Spectral Attention can be seamlessly integrated into most sequence models, allowing models with fixed-sized look-back windows to capture long-range dependencies over thousands of steps.



AutoTimes: Autoregressive Time Series Forecasters via Large Language Models

Neural Information Processing Systems

By introducing LLM-embedded textual timestamps, Auto-Times can utilize chronological information to align multivariate time series. Empirically, AutoTimes achieves state-of-the-art with 0.1% trainable parameters and


Utilizing Image Transforms and Diffusion Models for Generative Modeling of Short and Long Time Series Ilan Naiman Nimrod Berman

Neural Information Processing Systems

Lately, there has been a surge in interest surrounding generative modeling of time series data. Most existing approaches are designed either to process short sequences or to handle long-range sequences. This dichotomy can be attributed to gradient issues with recurrent networks, computational costs associated with transformers, and limited expressiveness of state space models. Towards a unified generative model for varying-length time series, we propose in this work to transform sequences into images.