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Regression problems with time-series predictors are common in banking and many other areas of application. In this paper, we use multi-head attention networks to develop interpretable features and use them to achieve good predictive…

Machine Learning · Computer Science 2022-05-26 Tianjie Wang , Jie Chen , Joel Vaughan , Vijayan N. Nair

We explore the promising performance of a transformer model in predicting outputs of parametric dynamical systems with external time-varying input signals. The outputs of such systems vary not only with physical parameters but also with…

Machine Learning · Computer Science 2025-05-02 Shuwen Sun , Lihong Feng , Peter Benner

Multivariate time series forecasting (MTSF) seeks to model temporal dynamics among variables to predict future trends. Transformer-based models and large language models (LLMs) have shown promise due to their ability to capture long-range…

Machine Learning · Computer Science 2025-08-07 Abdul Monaf Chowdhury , Rabeya Akter , Safaeid Hossain Arib

Accurate forecasting in financial markets requires integrating diverse data sources, from historical prices to macroeconomic indicators and financial news. However, existing models often fail to align these modalities effectively, limiting…

Machine Learning · Computer Science 2025-11-04 Yunhua Pei , John Cartlidge , Anandadeep Mandal , Daniel Gold , Enrique Marcilio , Riccardo Mazzon

Temporal graph classification plays a critical role in applications such as cybersecurity, brain connectivity analysis, social dynamics, and traffic monitoring. Despite its significance, this problem remains underexplored compared to…

Machine Learning · Computer Science 2025-11-26 Md. Joshem Uddin , Soham Changani , Baris Coskunuzer

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

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of…

Machine Learning · Computer Science 2024-03-15 Yong Liu , Tengge Hu , Haoran Zhang , Haixu Wu , Shiyu Wang , Lintao Ma , Mingsheng Long

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng

An impact of climate change is the increase in frequency and intensity of extreme precipitation events. However, confidently predicting the likelihood of extreme precipitation at seasonal scales remains an outstanding challenge. Here, we…

Machine Learning · Computer Science 2021-07-15 Daniel Salles Civitarese , Daniela Szwarcman , Bianca Zadrozny , Campbell Watson

Combining attention with recurrence has shown to be valuable in sequence modeling, including hydrological predictions. Here, we explore the strength of Temporal Fusion Transformers (TFTs) over Long Short-Term Memory (LSTM) networks in…

Geophysics · Physics 2025-06-27 Sinan Rasiya Koya , Tirthankar Roy

Time series analysis faces significant challenges in handling variable-length data and achieving robust generalization. While Transformer-based models have advanced time series tasks, they often struggle with feature redundancy and limited…

Machine Learning · Computer Science 2025-09-23 Kai Zhang , Siming Sun , Zhengyu Fan , Qinmin Yang , Xuejun Jiang

Time series forecasting is essential for a wide range of real-world applications. Recent studies have shown the superiority of Transformer in dealing with such problems, especially long sequence time series input(LSTI) and long sequence…

Machine Learning · Computer Science 2022-02-15 Li Shen , Yangzhu Wang

Multivariate time series forecasting has been widely used in various practical scenarios. Recently, Transformer-based models have shown significant potential in forecasting tasks due to the capture of long-range dependencies. However,…

Machine Learning · Computer Science 2023-02-10 Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

Machine Learning · Computer Science 2023-11-01 Liyilei Su , Xumin Zuo , Rui Li , Xin Wang , Heng Zhao , Bingding Huang

Accurate workload forecasting is critical for efficient resource management in cloud computing systems, enabling effective scheduling and autoscaling. Despite recent advances with transformer-based forecasting models, challenges remain due…

Machine Learning · Computer Science 2024-08-20 Shiyu Wang , Zhixuan Chu , Yinbo Sun , Yu Liu , Yuliang Guo , Yang Chen , Huiyang Jian , Lintao Ma , Xingyu Lu , Jun Zhou

Trajectory forecasting in healthcare data has been an important area of research in precision care and clinical integration for computational methods. In recent years, generative AI models have demonstrated promising results in capturing…

Signal Processing · Electrical Eng. & Systems 2024-12-09 Rosemary Y. He , Jeffrey N. Chiang

Transformer-based models are at the forefront in long time-series forecasting (LTSF). While in many cases, these models are able to achieve state of the art results, they suffer from a bias toward low-frequencies in the data and high…

Machine Learning · Computer Science 2026-05-13 Elisha Dayag , Nhat Thanh Van Tran , Jack Xin

Fault diagnosis in multimode processes plays a critical role in ensuring the safe operation of industrial systems across multiple modes. It faces a great challenge yet to be addressed - that is, the significant distributional differences…

Machine Learning · Computer Science 2025-07-24 Guangqiang Li , M. Amine Atoui , Xiangshun Li

Forecasting geopolitical conflict from data sources like the Global Database of Events, Language, and Tone (GDELT) is a critical challenge for national security. The inherent sparsity, burstiness, and overdispersion of such data cause…

Machine Learning · Statistics 2025-06-27 Hsin-Hsiung Huang , Hayden Hampton

Simulating the long-term dynamics of multi-scale and multi-physics systems poses a significant challenge in understanding complex phenomena across science and engineering. The complexity arises from the intricate interactions between scales…

Machine Learning · Computer Science 2025-09-22 Da Long , Shandian Zhe , Samuel Williams , Leonid Oliker , Zhe Bai