Edit StudentProjectForm: Foundation Models for Time Series Analysis

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Summary:	MANDATORY: (provide a one-line* summary of the project)*
Programme:	OPTIONAL: (Name and the number of credits)
Keywords:	OPTIONAL: (Give 4-5 keywords)
TimeFrame:	MANDATORY: (Indicate time for the project, for example, Fall 2024)
References:	- Liang, Y., Wen, H., Nie, Y., Jiang, Y., Jin, M., Song, D., ... & Wen, Q. (2024, August). Foundation models for time series analysis: A tutorial and survey. In Proceedings of the 30th ACM SIGKDD Conference on Knowledge Discovery and Data Mining (pp. 6555-6565). - Rasul, K., Ashok, A., Williams, A. R., Khorasani, A., Adamopoulos, G., Bhagwatkar, R., ... & Rish, I. (2023). Lag-llama: Towards foundation models for time series forecasting. arXiv preprint arXiv:2310.08278. - Jin, M., Wang, S., Ma, L., Chu, Z., Zhang, J. Y., Shi, X., ... & Wen, Q. (2023). Time-llm: Time series forecasting by reprogramming large language models. arXiv preprint arXiv:2310.01728. - Liu, Y., Qin, G., Huang, X., Wang, J., & Long, M. (2024). Autotimes: Autoregressive time series forecasters via large language models. arXiv preprint arXiv:2402.02370. - Liu, X., Hu, J., Li, Y., Diao, S., Liang, Y., Hooi, B., & Zimmermann, R. (2024, May). Unitime: A language-empowered unified model for cross-domain time series forecasting. In Proceedings of the ACM on Web Conference 2024 (pp. 4095-4106). - Huang, X., Tang, J., & Shen, Y. (2024). Long time series of ocean wave prediction based on PatchTST model. Ocean Engineering, 301, 117572. - Zhou, H., Zhang, S., Peng, J., Zhang, S., Li, J., Xiong, H., & Zhang, W. (2021, May). Informer: Beyond efficient transformer for long sequence time-series forecasting. In Proceedings of the AAAI conference on artificial intelligence (Vol. 35, No. 12, pp. 11106-11115). - Wu, H., Xu, J., Wang, J., & Long, M. (2021). Autoformer: Decomposition transformers with auto-correlation for long-term series forecasting. Advances in neural information processing systems, 34, 22419-22430. - Wang, Y., Wu, H., Dong, J., Liu, Y., Qiu, Y., Zhang, H., ... & Long, M. (2024). Timexer: Empowering transformers for time series forecasting with exogenous variables. arXiv preprint arXiv:2402.19072. OPTIONAL: (Give 2-3 references for students to start with)
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Level:	MANDATORY: choose one, preferably <Master>
Status:	MANDATORY: choose <Open> when the topic is ready for students to select

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Time series (TS) data is pervasive across various fields, including finance, healthcare, and energy, often characterized by its sequential nature and temporal dependencies. However, traditional machine learning models face challenges in effectively capturing the complex patterns inherent in time series data. Foundation models, pre-trained on large-scale datasets with deep representational capabilities, offer a promising solution to address these challenges in time series tasks. This thesis aims to explore the potential of foundation models for time series analysis, investigating how their powerful generalization abilities can be adapted to capture temporal relationships and improve performance across tasks such as forecasting, anomaly detection, and classification. A special focus of this research is designing methods, e.g. curriculum learning (CL), that fine-tune the foundation models for specific time series tasks while maintaining their broad generalization capabilities. Key areas of investigation include adapting transformer-based foundation models to handle the sequential structure of time series data, incorporating temporal attention mechanisms, and developing transfer learning strategies to use pre-trained models in different time series domains. Through experimental evaluations on diverse time series datasets, this study seeks to demonstrate the advantages of using foundation models for time series tasks and propose techniques for optimizing their performance. Work packages - Conduct a literature review on time series foundation models (TSFM), e.g. transformer-based, non-transformer-based (MLPs, RNNs, CNNs), and diffusion-based models. - Evaluate and develop fine-tuning strategies, e.g. CL, of promising methods for improved performance on several specific time series applications - Investigate and explore the interpretability of the models

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