Advanced Time Series Analysis: From probabilistic to foundational models

Advanced Time Series Analysis: From Probabilistic to Foundational Models

Time series analysis studies data that change as a function of time, such as stock market prices, weather patterns, or household electricity consumption.  This seminar covers advanced techniques for analyzing time series, starting with probabilistic methods and progressing to state-of-the-art deep learning approaches, including neural architectures and foundation models. We will also explore connections between time series and other modalities, such as text and images/videos, to offer a comprehensive view of the field. The aim is for students to critically assess existing methods, understand their strengths and limitations, and identify potential directions for future research.

The course begins with three introductory lectures to establish foundational concepts, followed by three main blocks on time series analysis, covering

• Block 1: Explicit Modeling of Time (Traditional Approaches),

• Block 2: Implicit Modeling of Time (Data-Driven Approaches)

• Block 3: Foundation Models and Task-Agnostic Approaches

Each block includes two paper sessions and a panel discussion, as detailed below. Student evaluation is based on their presentations, active participation in discussions, and a final report summarizing the seminar topics, offering critical analysis, identifying limitations, and suggesting potential research directions.

Day	Block	Content
23/04/2025	Lecture 1	Introduction to Time Series Analysis
30/04/2025	Lecture 2	Probabilistic Foundations for Time Series I
07/05/2025	Lecture 3	Probabilistic Foundations for Time Series II
14/05/2025	Block 1 - Explicit Modeling of Time	2 Student Presentations + Q&A
21/05/2025	Block 1 - Explicit Modeling of Time	2 Student Presentations + Q&A
28/05/2025	Block 1 - Explicit Modeling of Time	Round Table
04/06/2025	Block 2 - Implicit Modeling of Time	2 Student Presentations + Q&A
11/06/2025	Block 2 - Implicit Modeling of Time	2 Student Presentations + Q&A
18/06/2025	Block 2 - Implicit Modeling of Time	Round Table
25/06/2025	Block 3 - Foundation Models and Task-Agnostic Approaches	2 Student Presentations + Q&A
02/07/2025	Block 3 - Foundation Models and Task-Agnostic Approaches	2 Student Presentations + Q&A
09/07/2025	Block 3 - Foundation Models and Task-Agnostic Approaches	Round Table

 

Date and time:  Weekly.  Wednesday 12:30-14:00

Location:  SR 4 in E 2.5