Learning Discrete Temporal Patterns for Time Series Forecasting

Forschungsthema/Bereich
Time Series Forecasting with Deep Learning
Typ der Abschlussarbeit
Bachelor / Master
Startzeitpunkt
05.06.2025
Bewerbungsschluss
31.07.2025
Dauer der Arbeit
6 months

Beschreibung

Background

Traditional deep learning models for time series (e.g., LSTM, Transformer) often struggle with noisy, redundant, or high-dimensional input signals. Inspired by advances in sequence modeling, this project explores a novel intermediate representation to improve forecasting performance and interpretability.

Core Idea

The thesis investigates a two-stage approach where time series data are first discretized into a learned symbolic form, followed by a sequence model trained on this compact representation. This abstraction allows the model to focus on recurring temporal motifs rather than raw data.

Why It’s Exciting
  • * New representation: Extract and operate on high-level temporal units.
  • * Modular & extensible: Encourages transfer learning and hybrid architectures.
  • * Real-world impact: Applicable to scenarios with noise, missing data, or limited labels.
  • * Evaluation: Compare against existing state-of-the-art on standard forecasting benchmarks.

Learning Outcomes
  • * Implement unsupervised sequence compression techniques for time series.
  • * Apply sequence models on symbolic or latent representations.
  • * Conduct rigorous benchmarking and performance analysis.
  • * Investigate interpretability and robustness in challenging environments.

Stretch Goals (Optional)
  • * Study latent attention patterns and temporal abstraction.
  • * Experiment with self-supervised objectives for time series.
  • * Apply the model in domains such as energy, finance, or scientific sensor data.


Voraussetzung

Voraussetzungen an Studierende
  • Solid programming skills in Python
  • Basic knowledge of machine learning
  • Initial experience with deep learning (e.g., PyTorch or TensorFlow)
  • Interest in time series analysis and modeling
  • Willingness to engage with current research literature
  • Good understanding of mathematics (especially linear algebra and statistics)
  • Beneficial: Experience with autoencoders or transformer models

Studiengangsbereiche
  • Ingenieurwissenschaften
    Elektrotechnik & Informationstechnik
    Informatik
    Energy Engineering and Management
    Financial Engineering
    Information System Engineering and Management


Betreuung

Titel, Vorname, Name
Dr-Ing., Nicholas, Tan Jerome
Organisationseinheit
Institute for Data Processing and Electronics
E-Mail Adresse
nicholas.tanjerome@kit.edu
Link zur eigenen Homepage/Personenseite
Website

Bewerbung per E-Mail

Bewerbungsunterlagen
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E-Mail Adresse für die Bewerbung
Senden Sie die oben genannten Bewerbungsunterlagen bitte per Mail an nicholas.tanjerome@kit.edu


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