Related papers: FEDformer: Frequency Enhanced Decomposed Transform…
The long horizon forecasting (LHF) problem has come up in the time series literature for over the last 35 years or so. This review covers aspects of LHF in this period and how deep learning has incorporated variants of trend, seasonality,…
To address the complexity of financial time series, this paper proposes a forecasting model combining sliding window and variational mode decomposition (VMD) methods. Historical stock prices and relevant market indicators are used to…
Origin-Destination (OD) matrices record directional flow data between pairs of OD regions. The intricate spatiotemporal dependency in the matrices makes the OD matrix forecasting (ODMF) problem not only intractable but also non-trivial.…
Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural…
In multivariable time series (MTS) forecasting, existing state-of-the-art deep learning approaches tend to focus on autoregressive formulations and often overlook the potential of using exogenous variables in enhancing the prediction of the…
Various modifications of TRANSFORMER were recently used to solve time-series forecasting problem. We propose Query Selector - an efficient, deterministic algorithm for sparse attention matrix. Experiments show it achieves state-of-the art…
Meta-forecasting is a newly emerging field which combines meta-learning and time series forecasting. The goal of meta-forecasting is to train over a collection of source time series and generalize to new time series one-at-a-time. Previous…
Transformer-based architectures achieved breakthrough performance in natural language processing and computer vision, yet they remain inferior to simpler linear baselines in multivariate long-term forecasting. To better understand this…
Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…
To analyze multivariate time series, most previous methods assume regular subsampling of time series, where the interval between adjacent measurements and the number of samples remain unchanged. Practically, data collection systems could…
Diagnosing Major Depressive Disorder (MDD) from functional magnetic resonance imaging (fMRI) using functional connectivity (FC) analysis requires large amounts of labeled data that are scarce in clinical settings. Existing augmentation…
Bases have become an integral part of modern deep learning-based models for time series forecasting due to their ability to act as feature extractors or future references. To be effective, a basis must be tailored to the specific set of…
Forecasting long-term time series in IoT environments remains a significant challenge due to the non-stationary and multi-scale characteristics of sensor signals. Furthermore, error accumulation causes a decrease in forecast quality when…
A recent variation of Transformer, Performer, scales Transformer to longer sequences with a linear attention mechanism. However, it is not compatible with relative position encoding, which has advantages over absolute position encoding. In…
Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…
Accurate forecasting of passenger flows is critical for maintaining the efficiency and resilience of airport operations. Recent advances in patch-based Transformer models have shown strong potential in various time series forecasting tasks.…
With the development of Artificial Intelligence, numerous real-world tasks have been accomplished using technology integrated with deep learning. To achieve optimal performance, deep neural networks typically require large volumes of data…
Radio Frequency Fingerprint Identification (RFFI) has emerged as a pivotal task for reliable device authentication. Despite advancements in RFFI methods, background noise and intentional modulation features result in weak energy and subtle…
In recent years, finding an effective and efficient strategy for exploiting spatial and temporal information has been a hot research topic in video saliency prediction (VSP). With the emergence of spatio-temporal transformers, the weakness…
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…