Authors

Yang Shu

Publications 6

Preprint Open access

QiYao-M: Multimodal Time Series Foundation Model with Role-Aware Modeling of Endogenous and Exogenous Modalities

Existing multimodal time series foundation models (TSFMs) typically model heterogeneous modalities through largely shared mechanisms, overlooking the distinct forecasting roles of endogenous and exogenous modalities. In this work, we propose QiYao-M, a role-aware multimodal TSFM that models the two types of modalities …

Preprint Open access

XMatch: Enhancing Covariate-Aware Time Series Forecasting through Tree-Structured Exogenous Matching

Future exogenous variables provide valuable information for forecasting endogenous time series. Existing covariate-aware methods primarily learn the direct influence of exogenous variables on endogenous variables. However, these effects can be complex and change with the pattern of the exogenous variables, making them …

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