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Performance forecasting is an age-old problem in economics and finance. Recently, developments in machine learning and neural networks have given rise to non-linear time series models that provide modern and promising alternatives to…

Statistical Finance · Quantitative Finance 2022-01-21 Carmina Fjellström

We propose an efficient design of Transformer-based models for multivariate time series forecasting and self-supervised representation learning. It is based on two key components: (i) segmentation of time series into subseries-level patches…

Machine Learning · Computer Science 2023-03-07 Yuqi Nie , Nam H. Nguyen , Phanwadee Sinthong , Jayant Kalagnanam

Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…

Machine Learning · Computer Science 2024-02-09 Linfeng Du , Ji Xin , Alex Labach , Saba Zuberi , Maksims Volkovs , Rahul G. Krishnan

Transformers have become the dominant architecture for sequence modeling tasks such as natural language processing or audio processing, and they are now even considered for tasks that are not naturally sequential such as image…

Machine Learning · Computer Science 2024-03-05 Jorg Bornschein , Yazhe Li , Amal Rannen-Triki

Partial orders are used extensively for modeling and analyzing concurrent computations. In this paper, we define two properties of partially ordered sets: width-extensibility and interleaving-consistency, and show that a partial order can…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-10-07 Himanshu Chauhan , Vijay K. Garg

Transformer-based models have gained increasing attention in time series research, driving interest in Large Language Models (LLMs) and foundation models for time series analysis. As the field moves toward multi-modality, Large Vision…

Machine Learning · Computer Science 2025-07-11 Ziming Zhao , ChengAo Shen , Hanghang Tong , Dongjin Song , Zhigang Deng , Qingsong Wen , Jingchao Ni

We introduce PRISM (Predictive Reasoning in Sequential Medicine), a transformer-based architecture designed to model the sequential progression of clinical decision-making processes. Unlike traditional approaches that rely on isolated…

Computation and Language · Computer Science 2025-06-16 Lionel Levine , John Santerre , Alex S. Young , T. Barry Levine , Francis Campion , Majid Sarrafzadeh

Transformers excel at discovering patterns in sequential data, yet their fundamental limitations and learning mechanisms remain crucial topics of investigation. In this paper, we study the ability of Transformers to learn pseudo-random…

Machine Learning · Computer Science 2025-07-10 Tao Tao , Darshil Doshi , Dayal Singh Kalra , Tianyu He , Maissam Barkeshli

Normalization techniques are crucial for enhancing Transformer models' performance and stability in time series analysis tasks, yet traditional methods like batch and layer normalization often lead to issues such as token shift, attention…

Machine Learning · Computer Science 2024-05-28 Nan Huang , Christian Kümmerle , Xiang Zhang

The transformer architecture has demonstrated remarkable capabilities in modern artificial intelligence, among which the capability of implicitly learning an internal model during inference time is widely believed to play a key role in the…

Machine Learning · Computer Science 2026-02-10 Zhiheng Chen , Ruofan Wu , Guanhua Fang

Transformer-based models have demonstrated remarkable in-context learning capabilities, prompting extensive research into its underlying mechanisms. Recent studies have suggested that Transformers can implement first-order optimization…

Machine Learning · Computer Science 2024-03-06 Angeliki Giannou , Liu Yang , Tianhao Wang , Dimitris Papailiopoulos , Jason D. Lee

The prevalent approach to sequence to sequence learning maps an input sequence to a variable length output sequence via recurrent neural networks. We introduce an architecture based entirely on convolutional neural networks. Compared to…

Computation and Language · Computer Science 2017-07-26 Jonas Gehring , Michael Auli , David Grangier , Denis Yarats , Yann N. Dauphin

Ordered item response models that are in common use can be divided into three groups, cumulative, sequential and adjacent categories model. The derivation and motivation of the models is typically based on the assumed presence of latent…

Methodology · Statistics 2019-06-11 Gerhard Tutz

Tracking entities throughout a procedure described in a text is challenging due to the dynamic nature of the world described in the process. Firstly, we propose to formulate this task as a question answering problem. This enables us to use…

Computation and Language · Computer Science 2021-04-16 Hossein Rajaby Faghihi , Parisa Kordjamshidi

Transformer-based architectures have achieved remarkable success in natural language processing and computer vision. However, their performance in multivariate long-term forecasting often falls short compared to simpler linear baselines.…

Machine Learning · Computer Science 2025-07-09 Dizhen Liang

Clinical case reports encode temporal patient trajectories that are often underexploited by traditional machine learning methods relying on structured data. In this work, we introduce the forecasting problem from textual time series, where…

Computation and Language · Computer Science 2025-12-30 Shahriar Noroozizadeh , Sayantan Kumar , Jeremy C. Weiss

Recurrent neural networks with a gating mechanism such as an LSTM or GRU are powerful tools to model sequential data. In the mechanism, a forget gate, which was introduced to control information flow in a hidden state in the RNN, has…

Machine Learning · Statistics 2021-11-08 Kentaro Ohno , Atsutoshi Kumagai

Transformers have become the dominant architecture for sequence modeling by using self-attention to enable expressive and highly parallel processing. However, the resulting quadratic time and memory costs limit efficiency in long-context…

Machine Learning · Computer Science 2026-05-19 Tristan Gaudreault , Yongyi Mao

Short Term Load Forecast (STLF) is necessary for effective scheduling, operation optimization trading, and decision-making for electricity consumers. Modern and efficient machine learning methods are recalled nowadays to manage complicated…

Applications · Statistics 2021-10-20 Junjie Hu , Brenda López Cabrera , Awdesch Melzer

The analysis of long sequence data remains challenging in many real-world applications. We propose a novel architecture, ChunkFormer, that improves the existing Transformer framework to handle the challenges while dealing with long time…

Machine Learning · Computer Science 2022-01-03 Yue Ju , Alka Isac , Yimin Nie
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