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Precise short-term price prediction in the highly volatile cryptocurrency market is critical for informed trading strategies. Although Temporal Fusion Transformers (TFTs) have shown potential, their direct use often struggles in the face of…

Statistical Finance · Quantitative Finance 2025-09-16 Arash Peik , Mohammad Ali Zare Chahooki , Amin Milani Fard , Mehdi Agha Sarram

Convolutional Neural Networks (CNNs) are widely used in fault diagnosis of mechanical systems due to their powerful feature extraction and classification capabilities. However, the CNN is a typical black-box model, and the mechanism of…

Artificial Intelligence · Computer Science 2024-03-12 Qian Chen , Xingjian Dong , Guowei Tu , Dong Wang , Baoxuan Zhao , Zhike Peng

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

Transformers for time series forecasting mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. We propose Pathformer, a multi-scale Transformer with…

Machine Learning · Computer Science 2024-09-17 Peng Chen , Yingying Zhang , Yunyao Cheng , Yang Shu , Yihang Wang , Qingsong Wen , Bin Yang , Chenjuan Guo

In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications. The crucial challenge of long-term MTS…

Machine Learning · Computer Science 2024-11-06 Zhenwei Zhang , Linghang Meng , Yuantao Gu

In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Machine Learning · Computer Science 2023-11-21 Quang Minh Nguyen , Lam M. Nguyen , Subhro Das

We study the intrinsic transformation of feature maps across convolutional network layers with explicit top-down control. To this end, we develop top-down feature transformer (TFT), under controllable parameters, that are able to account…

Computer Vision and Pattern Recognition · Computer Science 2018-11-06 Zhiwei Jia , Haoshen Hong , Siyang Wang , Kwonjoon Lee , Zhuowen Tu

Recurrent Neural Networks were, until recently, one of the best ways to capture the timely dependencies in sequences. However, with the introduction of the Transformer, it has been proven that an architecture with only attention-mechanisms…

Machine Learning · Computer Science 2021-08-19 Radostin Cholakov , Todor Kolev

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

Machine Learning · Computer Science 2022-04-26 Jimeng Shi , Mahek Jain , Giri Narasimhan

Time series forecasting requires capturing patterns across multiple temporal scales while maintaining computational efficiency. This paper introduces AWGformer, a novel architecture that integrates adaptive wavelet decomposition with…

Machine Learning · Computer Science 2026-01-29 Wei Li

Multivariate time series classification is increasingly investigated in space weather research as a means to predict intense solar flare events, which can cause widespread disruptions across modern technological systems. Magnetic field…

Machine Learning · Computer Science 2025-11-18 Onur Vural , Shah Muhammad Hamdi , Soukaina Filali Boubrahimi

The complex world around us is inherently multimodal and sequential (continuous). Information is scattered across different modalities and requires multiple continuous sensors to be captured. As machine learning leaps towards better…

Machine Learning · Computer Science 2019-11-25 Amir Zadeh , Chengfeng Mao , Kelly Shi , Yiwei Zhang , Paul Pu Liang , Soujanya Poria , Louis-Philippe Morency

Accurate long-term predictions are the foundations for many machine learning applications and decision-making processes. Traditional time series approaches for prediction often focus on either autoregressive modeling, which relies solely on…

Machine Learning · Computer Science 2025-04-22 Kshitij Tayal , Arvind Renganathan , Xiaowei Jia , Vipin Kumar , Dan Lu

Recent advances in deep learning have significantly elevated weather prediction models. However, these models often falter in real-world scenarios due to their sensitivity to spatial-temporal shifts. This issue is particularly acute in…

Machine Learning · Computer Science 2023-12-04 Lu Han , Xu-Yang Chen , Han-Jia Ye , De-Chuan Zhan

The classical temporal point process (TPP) constructs an intensity function by taking the occurrence times into account. Nevertheless, occurrence time may not be the only relevant factor, other contextual data, termed covariates, may also…

Machine Learning · Computer Science 2024-07-24 Zizhuo Meng , Boyu Li , Xuhui Fan , Zhidong Li , Yang Wang , Fang Chen , Feng Zhou

Transformer-based models have achieved remarkable success in multivariate time series forecasting (MTSF) by capturing long-range dependencies. However, their widespread adoption is hindered by the quadratic computational complexity of…

Machine Learning · Computer Science 2026-05-12 Fanpu Cao , Shu Yang , Zhengjian Chen , Ye Liu , Laizhong Cui

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

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

Sufficiently modeling the correlations among variables (aka channels) is crucial for achieving accurate multivariate time series forecasting (MTSF). In this paper, we propose a novel technique called Temporal Query (TQ) to more effectively…

Machine Learning · Computer Science 2025-09-12 Shengsheng Lin , Haojun Chen , Haijie Wu , Chunyun Qiu , Weiwei Lin