5 accepted papers
Although LLMs have demonstrated remarkable capabilities in processing and generating textual data, their pretrained vocabularies are ill-suited for capturing the nuanced temporal dynamics and patterns inherent in time series. The discrete, symbolic nature of natural language tokens, which these voca…
The efficiency of business processes relies on business key performance indicators (Biz-KPIs), that can be negatively impacted by IT failures. Business and IT Observability (BizITObs) data fuses both Biz-KPIs and IT event channels together as multivariate time series data. Forecasting Biz-KPIs in ad…
Large pre-trained models excel in zero/few-shot learning for language and vision tasks but face challenges in multivariate time series (TS) forecasting due to diverse data characteristics. Consequently, recent research efforts have focused on developing pre-trained TS forecasting models. These model…
We propose an efficient design of Transformer-based models for multivariate time series forecasting and self-supervised representation learning. It is based on two key components: (i) segmentation of time series into subseries-level patches which are served as input tokens to Transformer; (ii) chann…
It has been empirically observed that the flatness of minima obtained from training deep networks seems to correlate with better generalization. However, for deep networks with positively homogeneous activations, most measures of flatness are not invariant to rescaling of the network parameters. Thi…