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The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Machine Learning · Computer Science 2023-05-09 Riccardo Ughi , Eugenio Lomurno , Matteo Matteucci

Spatio-temporal forecasting has numerous applications in analyzing wireless, traffic, and financial networks. Many classical statistical models often fall short in handling the complexity and high non-linearity present in time-series data.…

Machine Learning · Statistics 2021-06-14 Soumyasundar Pal , Liheng Ma , Yingxue Zhang , Mark Coates

Time series prediction is crucial for understanding and forecasting complex dynamics in various domains, ranging from finance and economics to climate and healthcare. Based on Transformer architecture, one approach involves encoding…

Machine Learning · Computer Science 2024-05-24 Xin Cheng , Xiuying Chen , Shuqi Li , Di Luo , Xun Wang , Dongyan Zhao , Rui Yan

Recency bias is a useful inductive prior for sequential modeling: it emphasizes nearby observations and can still allow longer-range dependencies. Standard Transformer attention lacks this property, relying on all-to-all interactions that…

Machine Learning · Computer Science 2026-04-23 Kareem Hegazy , Michael W. Mahoney , N. Benjamin Erichson

Due to the huge progress of the recording devices, data from heterogeneous nature can be recorded, such as spatial, temporal and spatio-temporal. Nowadays, time-based data is of particular interest since it has the ability to capture the…

Audio and Speech Processing · Electrical Eng. & Systems 2018-12-06 Imad Rida

Time-series forecasting plays an important role in many real-world scenarios, such as equipment life cycle forecasting, weather forecasting, and traffic flow forecasting. It can be observed from recent research that a variety of…

Machine Learning · Computer Science 2022-06-14 Benhan Li , Shengdong Du , Tianrui Li , Jie Hu , Zhen Jia

Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…

Machine Learning · Computer Science 2024-05-24 Noam Koren , Kira Radinsky

In recent years, Transformer-based models (Transformers) have achieved significant success in multivariate time series forecasting (MTSF). However, previous works focus on extracting features either from the time domain or the frequency…

Machine Learning · Computer Science 2024-11-22 Aobo Liang , Yan Sun , Nadra Guizani

Given a sequence of sets, where each set contains an arbitrary number of elements, the problem of temporal sets prediction aims to predict the elements in the subsequent set. In practice, temporal sets prediction is much more complex than…

Machine Learning · Computer Science 2020-07-09 Le Yu , Leilei Sun , Bowen Du , Chuanren Liu , Hui Xiong , Weifeng Lv

While existing multivariate time series forecasting models have advanced significantly in modeling periodicity, they largely neglect the periodic heterogeneity common in real-world data, where variables exhibit distinct and dynamically…

Machine Learning · Computer Science 2026-03-03 Jiaming Ma , Qihe Huang , Haofeng Ma , Guanjun Wang , Sheng Huang , Zhengyang Zhou , Pengkun Wang , Binwu Wang , Yang Wang

Recent learning-based image classification and speech recognition approaches make extensive use of attention mechanisms to achieve state-of-the-art recognition power, which demonstrates the effectiveness of attention mechanisms. Motivated…

Signal Processing · Electrical Eng. & Systems 2022-01-12 Shangao Lin , Yuan Zeng , Yi Gong

Attention mechanisms have been extensively employed in various applications, including time series modeling, owing to their capacity to capture intricate dependencies; however, their utility is often constrained by quadratic computational…

Machine Learning · Computer Science 2025-11-06 Mingtao Zhang , Guoli Yang , Zhanxing Zhu , Mengzhu Wang , Xiaoying Bai

Multivariate time series (MTS) forecasting is vital across various domains but remains challenging due to the need to simultaneously model temporal and inter-variate dependencies. Existing channel-dependent models, where Transformer-based…

Machine Learning · Computer Science 2025-02-03 Junwoo Ha , Hyukjae Kwon , Sungsoo Kim , Kisu Lee , Seungjae Park , Ha Young Kim

Time series analysis is of immense importance in extensive applications, such as weather forecasting, anomaly detection, and action recognition. This paper focuses on temporal variation modeling, which is the common key problem of extensive…

Machine Learning · Computer Science 2023-04-13 Haixu Wu , Tengge Hu , Yong Liu , Hang Zhou , Jianmin Wang , Mingsheng Long

Graph-based next-step prediction models have recently been very successful in modeling complex high-dimensional physical systems on irregular meshes. However, due to their short temporal attention span, these models suffer from error…

Machine Learning · Computer Science 2022-05-27 Xu Han , Han Gao , Tobias Pfaff , Jian-Xun Wang , Li-Ping Liu

Mining frequent episodes aims at recovering sequential patterns from temporal data sequences, which can then be used to predict the occurrence of related events in advance. On the other hand, gradual patterns that capture co-variation of…

Machine Learning · Computer Science 2020-10-21 Jerry Lonlac , Arnaud Doniec , Marin Lujak , Stephane Lecoeuche

Time series data analysis is a critical component in various domains such as finance, healthcare, and meteorology. Despite the progress in deep learning for time series analysis, there remains a challenge in addressing the non-stationary…

Machine Learning · Computer Science 2025-09-12 Han Yu , Peikun Guo , Akane Sano

Multi-horizon probabilistic time series forecasting has wide applicability to real-world tasks such as demand forecasting. Recent work in neural time-series forecasting mainly focus on the use of Seq2Seq architectures. For example,…

Machine Learning · Computer Science 2022-09-09 Sitan Yang , Carson Eisenach , Dhruv Madeka

Encoder-decoder-based recurrent neural network (RNN) has made significant progress in sequence-to-sequence learning tasks such as machine translation and conversational models. Recent works have shown the advantage of this type of network…

Machine Learning · Computer Science 2023-05-10 Jing Xiong , Pengyang Zhou , Alan Chen , Yu Zhang

The increasing accessibility and precision of Earth observation satellite data offers considerable opportunities for industrial and state actors alike. This calls however for efficient methods able to process time-series on a global scale.…

Computer Vision and Pattern Recognition · Computer Science 2020-07-09 Vivien Sainte Fare Garnot , Loic Landrieu