arXiv subjects

Tatiana Konstantinova

Publications and source records attributed to Tatiana Konstantinova.

10 recordsLinked to original sources

arXiv2026

A Fully Convolutional Approach to Denoising 2D Correlation Spectra

We present a fully convolutional denoising autoencoder (FC-DAE) tailored for two-dimensional representations of dynamic correlations that is applicable to many experimental techniques. Here, we demonstrate its performance on two-time intensity correlation functions ($C_2$) from X-ray photon correlation spectroscopy (XPCS). Unlike conventional denoising autoencoders that are typically restricted to fixed input sizes, the FC-DAE accepts inputs of arbitrary dimensions while preserving correlation structures across diverse dynamical regimes. The model is trained using experimentally derived $C_2$ data collected at NSLS-II beamlines, with data augmentation applied to expand the diversity of the dataset and reduce overfitting. The FC-DAE successfully recovers intricate dynamical features in low signal-to-noise conditions while maintaining structural fidelity. To assess reconstruction reliability, we employ quantitative metrics to evaluate structural fidelity and identify potential model-induced bias. Our results demonstrate that the FC-DAE provides robust denoising performance with high computational efficiency, enabling recovery of XPCS dynamics under photon-limited and low-dose measurement conditions.

cs.LG↗

arXiv2026

Time-Aware Prior Fitted Networks for Zero-Shot Forecasting with Exogenous Variables

In many time series forecasting settings, the target time series is accompanied by exogenous covariates, such as promotions and prices in retail demand; temperature in energy load; calendar and holiday indicators for traffic or sales; and grid load or fuel costs in electricity pricing. Ignoring these exogenous signals can substantially degrade forecasting accuracy, particularly when they drive spikes, discontinuities, or regime and phase changes in the target series. Most current time series foundation models (e.g., Chronos, Sundial, TimesFM, TimeMoE, TimeLLM, and LagLlama) ignore exogenous covariates and make forecasts solely from the numerical time series history, thereby limiting their performance. In this paper, we develop ApolloPFN, a prior-data fitted network (PFN) that is time-aware (unlike prior PFNs) and that natively incorporates exogenous covariates (unlike prior univariate forecasters). Our design introduces two major advances: (i) a synthetic data generation framework that injects realistic temporal patterns, structural changes, and exogenous dependencies into the PFN prior; and (ii) time-aware architectural modifications that embed inductive biases needed to exploit temporal context. We demonstrate that ApolloPFN outperforms existing baselines across several forecasting benchmarks with exogenous information, including M5, electric price forecasting, UCI Air Quality, and Solar Energy datasets.

cs.LG↗

arXiv2026

Forking-Sequences: Statistically and Computationally Efficient Multi-Horizon Forecasting with Reduced Volatility

While accuracy is a critical requirement for time series forecasting, an equally important desideratum is reasonable forecast volatility across forecast creation dates (FCDs). Even highly accurate models can produce erratic revisions between FCDs, undermining trust and disrupting downstream decision-making. To improve the volatility of forecast revisions, state-of-the-art models like MQCNN, MQT, and SPADE employ a powerful yet underexplored neural network architectural design: forking-sequences. This architectural design jointly encodes and decodes the entire time series across all FCDs, producing an entire multi-horizon forecast grid in a single forward pass. This approach contrasts with conventional neural forecasting methods that process FCDs independently, generating only a single multi-horizon forecast per forward pass. In this work, we formalize the forking-sequences design and motivate its broader adoption by introducing a metric for quantifying excess volatility in forecast revisions and by providing theoretical and empirical analysis. We theoretically motivate three key benefits of forking-sequences: (i) reduced forecast volatility through ensembling; (ii) gradient variance reduction, improving the statistical efficiency of the training procedure; and (iii) improved inference computational efficiency. We validate the benefits of forking-sequences compared to baseline window-sampling on the M-series benchmark, using 16 datasets from the M1, M3, M4, and Tourism competitions. We observe median sCRPS improvements across datasets of 46.2%, 49.3%, 28.6%, 24.7%, and 6.4% for RNN, LSTM, CNN, Transformer, and State Space-based architectures, respectively. We then show that forecast ensembling during inference can reduce median forecast volatility by 13.2%, 13.0%, 10.9%, 10.2%, and 11.2% for these respective models trained with forking-sequences, while maintaining accuracy.

cs.LG↗

arXiv2026

Zero-shot Forecasting by Simulation Alone

Zero-shot time-series forecasting holds great promise, but is still in its infancy, hindered by limited and biased data corpora, leakage-prone evaluation, and privacy and licensing constraints. Motivated by these challenges, we propose the first practical univariate time series simulation pipeline which is simultaneously fast enough for on-the-fly data generation and enables notable zero-shot forecasting performance on M-Series and GiftEval benchmarks that capture trend/seasonality/intermittency patterns, typical of industrial forecasting applications across a variety of domains. Our simulator, which we call SarSim0 (SARIMA Simulator for Zero-Shot Forecasting), is based off of a seasonal autoregressive integrated moving average (SARIMA) model as its core data source. Due to instability in the autoregressive component, naive SARIMA simulation often leads to unusable paths. Instead, we follow a three-step procedure: (1) we sample well-behaved trajectories from its characteristic polynomial stability region; (2) we introduce a superposition scheme that combines multiple paths into rich multi-seasonality traces; and (3) we add rate-based heavy-tailed noise models to capture burstiness and intermittency alongside seasonalities and trends. SarSim0 is orders of magnitude faster than kernel-based generators, and it enables training on circa 1B unique purely simulated series, generated on the fly; after which well-established neural network backbones exhibit strong zero-shot generalization, surpassing strong statistical forecasters and recent foundation baselines, while operating under strict zero-shot protocol. Notably, on GiftEval we observe a "student-beats-teacher" effect: models trained on our simulations exceed the forecasting accuracy of the AutoARIMA generating processes.

cs.LG↗

arXiv2025

A More Realistic Evaluation of Cross-Frequency Transfer Learning and Foundation Forecasting Models

Cross-frequency transfer learning (CFTL) has emerged as a popular framework for curating large-scale time series datasets to pre-train foundation forecasting models (FFMs). Although CFTL has shown promise, current benchmarking practices fall short of accurately assessing its performance. This shortcoming stems from many factors: an over-reliance on small-scale evaluation datasets; inadequate treatment of sample size when computing summary statistics; reporting of suboptimal statistical models; and failing to account for non-negligible risks of overlap between pre-training and test datasets. To address these limitations, we introduce a unified reimplementation of widely-adopted neural forecasting networks, adapting them for the CFTL setup; we pre-train only on proprietary and synthetic data, being careful to prevent test leakage; and we evaluate on 15 large, diverse public forecast competition datasets. Our empirical analysis reveals that statistical models' accuracy is frequently underreported. Notably, we confirm that statistical models and their ensembles consistently outperform existing FFMs by more than 8.2% in sCRPS, and by more than 20% MASE, across datasets. However, we also find that synthetic dataset pre-training does improve the accuracy of a FFM by 7% percent.

cs.LG↗

arXiv2025

Efficiently Generating Correlated Sample Paths from Multi-step Time Series Foundation Models

Many time series applications require access to multi-step forecast trajectories in the form of sample paths. Recently, time series foundation models have leveraged multi-step lookahead predictions to improve the quality and efficiency of multi-step forecasts. However, these models only predict independent marginal distributions for each time step, rather than a full joint predictive distribution. To generate forecast sample paths with realistic correlation structures, one typically resorts to autoregressive sampling, which can be extremely expensive. In this paper, we present a copula-based approach to efficiently generate accurate, correlated sample paths from existing multi-step time series foundation models in one forward pass. Our copula-based approach generates correlated sample paths orders of magnitude faster than autoregressive sampling, and it yields improved sample path quality by mitigating the snowballing error phenomenon.

cs.LG↗

arXiv2024

Faster Gröbner bases for Lie derivatives of ODE systems via monomial orderings

Symbolic computation for systems of differential equations is often computationally expensive. Many practical differential models have a form of polynomial or rational ODE system with specified outputs. A basic symbolic approach to analyze these models is to compute and then symbolically process the polynomial system obtained by sufficiently many Lie derivatives of the output functions with respect to the vector field given by the ODE system. In this paper, we present a method for speeding up Gröbner basis computation for such a class of polynomial systems by using specific monomial ordering, including weights for the variables, coming from the structure of the ODE model. We provide empirical results that show improvement across different symbolic computing frameworks and apply the method to speed up structural identifiability analysis of ODE models.

cs.SC↗

arXiv2022

Machine Learning Enhances Algorithms for Quantifying Non-Equilibrium Dynamics in Correlation Spectroscopy Experiments to Reach Frame-Rate-Limited Time Resolution

Analysis of X-ray Photon Correlation Spectroscopy (XPCS) data for non-equilibrium dynamics often requires manual binning of age regions of an intensity-intensity correlation function. This leads to a loss of temporal resolution and accumulation of systematic error for the parameters quantifying the dynamics, especially in cases with considerable noise. Moreover, the experiments with high data collection rates create the need for automated online analysis, where manual binning is not possible. Here, we integrate a denoising autoencoder model into algorithms for analysis of non-equilibrium two-time intensity-intensity correlation functions. The model can be applied to an input of an arbitrary size. Noise reduction allows to extract the parameters that characterize the sample dynamics with temporal resolution limited only by frame rates. Not only does it improve the quantitative usage of the data, but it also creates the potential for automating the analytical workflow. Various approaches for uncertainty quantification and extension of the model for anomalies detection are discussed.

eess.SP↗

arXiv2022

Machine learning enabling high-throughput and remote operations at large-scale user facilities

Imaging, scattering, and spectroscopy are fundamental in understanding and discovering new functional materials. Contemporary innovations in automation and experimental techniques have led to these measurements being performed much faster and with higher resolution, thus producing vast amounts of data for analysis. These innovations are particularly pronounced at user facilities and synchrotron light sources. Machine learning (ML) methods are regularly developed to process and interpret large datasets in real-time with measurements. However, there remain conceptual barriers to entry for the facility general user community, whom often lack expertise in ML, and technical barriers for deploying ML models. Herein, we demonstrate a variety of archetypal ML models for on-the-fly analysis at multiple beamlines at the National Synchrotron Light Source II (NSLS-II). We describe these examples instructively, with a focus on integrating the models into existing experimental workflows, such that the reader can easily include their own ML techniques into experiments at NSLS-II or facilities with a common infrastructure. The framework presented here shows how with little effort, diverse ML models operate in conjunction with feedback loops via integration into the existing Bluesky Suite for experimental orchestration and data management.

cs.LG↗

arXiv2021

Noise Reduction in X-ray Photon Correlation Spectroscopy with Convolutional Neural Networks Encoder-Decoder Models

Like other experimental techniques, X-ray Photon Correlation Spectroscopy is subject to various kinds of noise. Random and correlated fluctuations and heterogeneities can be present in a two-time correlation function and obscure the information about the intrinsic dynamics of a sample. Simultaneously addressing the disparate origins of noise in the experimental data is challenging. We propose a computational approach for improving the signal-to-noise ratio in two-time correlation functions that is based on Convolutional Neural Network Encoder-Decoder (CNN-ED) models. Such models extract features from an image via convolutional layers, project them to a low dimensional space and then reconstruct a clean image from this reduced representation via transposed convolutional layers. Not only are ED models a general tool for random noise removal, but their application to low signal-to-noise data can enhance the data quantitative usage since they are able to learn the functional form of the signal. We demonstrate that the CNN-ED models trained on real-world experimental data help to effectively extract equilibrium dynamics parameters from two-time correlation functions, containing statistical noise and dynamic heterogeneities. Strategies for optimizing the models performance and their applicability limits are discussed.

cond-mat.mtrl-sci↗