Deep time series models: A comprehensive survey and benchmark

Y Wang, H Wu, J Dong, Y Liu, M Long… - arxiv preprint arxiv …, 2024 - arxiv.org
Time series, characterized by a sequence of data points arranged in a discrete-time order,
are ubiquitous in real-world applications. Different from other modalities, time series present …

Is mamba effective for time series forecasting?

Z Wang, F Kong, S Feng, M Wang, X Yang, H Zhao… - Neurocomputing, 2025 - Elsevier
In the realm of time series forecasting (TSF), it is imperative for models to adeptly discern
and distill hidden patterns within historical time series data to forecast future states …

Simba: Simplified mamba-based architecture for vision and multivariate time series

BN Patro, VS Agneeswaran - arxiv preprint arxiv:2403.15360, 2024 - arxiv.org
Transformers have widely adopted attention networks for sequence mixing and MLPs for
channel mixing, playing a pivotal role in achieving breakthroughs across domains. However …

Tsi-bench: Benchmarking time series imputation

W Du, J Wang, L Qian, Y Yang, Z Ibrahim, F Liu… - arxiv preprint arxiv …, 2024 - arxiv.org
Effective imputation is a crucial preprocessing step for time series analysis. Despite the
development of numerous deep learning algorithms for time series imputation, the …

Deep Time Series Forecasting Models: A Comprehensive Survey

X Liu, W Wang - Mathematics, 2024 - mdpi.com
Deep learning, a crucial technique for achieving artificial intelligence (AI), has been
successfully applied in many fields. The gradual application of the latest architectures of …

Deep frequency derivative learning for non-stationary time series forecasting

W Fan, K Yi, H Ye, Z Ning, Q Zhang, N An - arxiv preprint arxiv …, 2024 - arxiv.org
While most time series are non-stationary, it is inevitable for models to face the distribution
shift issue in time series forecasting. Existing solutions manipulate statistical measures …

Cryptotrade: A reflective llm-based agent to guide zero-shot cryptocurrency trading

Y Li, B Luo, Q Wang, N Chen, X Liu… - Proceedings of the 2024 …, 2024 - aclanthology.org
Abstract The utilization of Large Language Models (LLMs) in financial trading has primarily
been concentrated within the stock market, aiding in economic and financial decisions. Yet …

Learning adaptive shift and task decoupling for discriminative one-step person search

Q Zhang, D Miao, Q Zhang, C Wang, Y Li… - Knowledge-Based …, 2024 - Elsevier
Mainstream person search models aim to jointly optimize person detection and re-
identification (ReID) in a one-step manner. Despite notable progress, existing one-step …

Frequency spectrum is more effective for multimodal representation and fusion: A multimodal spectrum rumor detector

A Lao, Q Zhang, C Shi, L Cao, K Yi, L Hu… - Proceedings of the AAAI …, 2024 - ojs.aaai.org
Multimodal content, such as mixing text with images, presents significant challenges to
rumor detection in social media. Existing multimodal rumor detection has focused on mixing …

Rpmixer: Shaking up time series forecasting with random projections for large spatial-temporal data

CCM Yeh, Y Fan, X Dai, US Saini, V Lai… - Proceedings of the 30th …, 2024 - dl.acm.org
Spatial-temporal forecasting systems play a crucial role in addressing numerous real-world
challenges. In this paper, we investigate the potential of addressing spatial-temporal …