Long-term time series forecasting requires learning temporal dependencies that remain stable and generalizable under temporal distribution shifts. However, real-world time series are often noisy, non-stationary, and heterogeneous, making deep learning models prone to overfitting incidental temporal interactions in the...
Yang-Ze Li, Zhen-Qiang Zhou, Qi-He Huang et al.· 0 citations
Current mainstream research in multivariate time series (MTS) forecasting often assumes that all data are static. However, real-world MTS data typically arrives continuously in a streaming manner, which we refer to as streaming MTS. The statistical characteristics and spatiotemporal graph topology of these data evolve...
Binwu Wang, Jia-Ming Ma, Yudong Zhang et al.· Proceedings of the Thirty-Fi...· 0 citations
DiDPO is proposed, a critic-free RL method that constructs fine-grained credit units directly from the structure of code diffs directly from the structure of code diffs, offering a principled framework for fine-grained credit assignment in coding agent training.
Xu-Cong Wang, Zhe Zhao, Li-Heng Yu et al.· 1 citation
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