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publications

Does Normalization Choice Matter for Causal Large Time-Series Models?

Published in ICLR 2026 TSALM Workshop, 2025

Large models for time-series forecasting have been emerged as a promisingparadigm for training models on heterogeneous collections of signals. These models typically rely on causal autoregressive architectures, where each observation is sequentially predicted from past. In practice, real-world time-series exhibit non-stationarities, which significantly influence predictive performance. To mitigate this, normalization is commonly employed However, in efficient causal settings it might induce information leakage from future observations during training. Recent alternatives, including causal normalization and statistics computed from initial observations, have been proposed to address this issue, but their practical implications remain insufficiently understood. In this work, we evaluate normalization strategies for transformer-based large time-series models trained with patching and efficient causal strategy. We showcase that normalization choice significantly influences both training convergence and forecasting performance.

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PatchTrAD: A Patch-Based Transformer focusing on Patch-Wise Reconstruction Error for Time Series Anomaly Detection

Published in EUSIPCO 2025, 2025

Time series anomaly detection (TSAD) focuses on identifying whether observations in streaming data deviate significantly from normal patterns. With the prevalence of connected devices, anomaly detection on time series has become paramount, as it enables real-time monitoring and early detection of irregular behaviors across various application domains. In this work, we introduce PatchTrAD, a Patch-based Transformer model for time series anomaly detection. Our approach leverages a Transformer encoder along with the use of patches under a reconstructionbased framework for anomaly detection. Empirical evaluations on multiple benchmark datasets show that PatchTrAD is on par, in terms of detection performance, with state-of-the-art deep learning models for anomaly detection while being time efficient during inference. Github Repo

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talks

teaching

Teaching experience 1

Undergraduate course, University 1, Department, 2014

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Teaching experience 2

Workshop, University 1, Department, 2015

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