Совместный семинар HDI Lab & TFAIM Lab «Forecasting of multi-variate time series and event sequences»

In this talk, I'll analyze modern methods for forecasting of multivariate time series on the horizon. I will discuss either regular or irregular (event sequences, e.g., banking transactions) time series. I'll also present several innovative ways to apply large language models to event sequence analysis. The talk is mainly based on two papers from AAAI'26 (main track): 1) Detecting the Future: All-at-Once Event Sequence Forecasting with Horizon Matching (oral talk), and 2) HN-MVTS: HyperNetwork-based Multivariate Time Series Forecasting