arXiv:2508. 16509v3 Announce Type: replace-cross Abstract: The ability to quantify information transmission is crucial for the analysis and design of both natural and engineered systems.
arXiv:2607. 00470v1 Announce Type: cross Abstract: We investigate a forecasting framework based on a simple discrete-time dynamic model with coefficients varying in time.
We investigate a forecasting framework based on a simple discrete-time dynamic model with coefficients varying in time. The parameters of the model are recovered within a deep learning framework, which makes it possible to retain a transparent parametric structure while simultaneously accounting for complex and nonstationary patterns in the observed phenomenon.
arXiv:2608. 15362v1 Announce Type: cross Abstract: We propose a methodology based on the standard ReLU Deep Neural Networks (DNN) to make predictions and quantify their uncertainty.
arXiv:2606. 01999v1 Announce Type: cross Abstract: Modern deep learning models for forecasting groups of time series rely on increasingly longer observation windows.
arXiv:2512. 00239v2 Announce Type: replace Abstract: The effectiveness of self-supervised learning (SSL) for physiological time series depends on the ability of a pretraining objective to preserve information about the underlying physiological state while filtering out unrelated noise.
arXiv:2606. 27711v1 Announce Type: cross Abstract: We introduce a neural network-based framework for learning time series estimators through a process we term decision-theoretic pretraining.
arXiv:2510. 05589v3 Announce Type: replace-cross Abstract: Effective time series forecasting enables various real-world applications, benefiting from the proliferation of mobile devices.
arXiv:2607. 07500v1 Announce Type: cross Abstract: Time series classification (TSC) is dominated by a two-stage paradigm: train a feature encoder -- either from scratch on the target dataset or via pretraining on large corpora -- and then fit a task-specific classifier on top.
arXiv:2606. 00241v1 Announce Type: cross Abstract: Measuring statistical dependency between high-dimensional random variables is a fundamental task in data science and machine learning.
arXiv:2608. 17293v1 Announce Type: cross Abstract: Existing research on irregular time-series forecasting has primarily focused on model design, while evaluation metrics remain insufficiently studied.
arXiv:2601. 09776v2 Announce Type: replace Abstract: As black box models and pretrained models gain traction in time series applications, understanding and explaining their predictions becomes increasingly vital, especially in high-stakes domains where interpretability and trust are essential.
arXiv:2607. 28124v1 Announce Type: new Abstract: As forecasts increasingly drive decisions in fields such as energy, transportation, and healthcare, understanding the historical data behind these predictions has become as crucial as the predictions themselves.