Enhancing Foundation Models for Time Series Forecasting via Wavelet-based Tokenization

Note

Code coming soon. Code release for WaveToken has been deprioritized due to other engagements. If you are interested in a reference implementation of WaveToken, please open a discussion in this repo.

📝 Citation

If you find the code useful for your research, please consider citing the associated paper:

@InProceedings{masserano2024enhancing,
  title={Enhancing Foundation Models for Time Series Forecasting via Wavelet-based Tokenization},
  author={Masserano, Luca and Ansari, Abdul Fatir and Han, Boran and Zhang, Xiyuan and Faloutsos, Christos and Mahoney, Michael W and Wilson, Andrew Gordon and Park, Youngsuk and Rangapuram, Syama and Maddix, Danielle C and and Wang, Yuyang},
  booktitle = {Proceedings of the 40th International Conference on Machine Learning},
  year={2025}
}

🛡️ Security

See CONTRIBUTING for more information.

📃 License

This project is licensed under the Apache-2.0 License.