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Transformers have shown great power in time series forecasting due to their global-range modeling ability. However, their performance can degenerate terribly on non-stationary real-world data in which the joint distribution changes over…

Machine Learning · Computer Science 2023-11-27 Yong Liu , Haixu Wu , Jianmin Wang , Mingsheng Long

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski

AI-based methods have been widely applied to tourism demand forecasting. However, current AI-based methods are short of the ability to process long-term dependency, and most of them lack interpretability. The Transformer used initially for…

Machine Learning · Computer Science 2021-07-26 Siyuan Yi , Xing Chen , Chuanming Tang

To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do…

Computational Finance · Quantitative Finance 2025-02-17 Shuozhe Li , Zachery B Schulwol , Risto Miikkulainen

Time series forecasting task predicts future trends based on historical information. Transformer-based U-Net architectures, despite their success in medical image segmentation, have limitations in both expressiveness and computation…

Machine Learning · Computer Science 2024-09-10 Jiang You , Arben Cela , René Natowicz , Jacob Ouanounou , Patrick Siarry

Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the…

Machine Learning · Computer Science 2024-03-14 Kexuan Zhang , Xiaobei Zou , Yang Tang

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

The increasing severity of climate change necessitates an urgent transition to renewable energy sources, making the large-scale adoption of wind energy crucial for mitigating environmental impact. However, the inherent uncertainty of wind…

Machine Learning · Computer Science 2024-10-18 Chongyang Wan , Shunbo Lei , Yuan Luo

Motion prediction plays an important role in autonomous driving. This study presents LMFormer, a lane-aware transformer network for trajectory prediction tasks. In contrast to previous studies, our work provides a simple mechanism to…

Computer Vision and Pattern Recognition · Computer Science 2025-04-15 Harsh Yadav , Maximilian Schaefer , Kun Zhao , Tobias Meisen

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Machine Learning · Computer Science 2021-09-28 Fatoumata Dama , Christine Sinoquet

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

The Transformer and its variants have been proven to be efficient sequence learners in many different domains. Despite their staggering success, a critical issue has been the enormous number of parameters that must be trained (ranging from…

Machine Learning · Computer Science 2021-10-28 Subhabrata Dutta , Tanya Gautam , Soumen Chakrabarti , Tanmoy Chakraborty

Transformers have reached remarkable success in sequence modeling. However, these models have efficiency issues as they need to store all the history token-level representations as memory. We present Memformer, an efficient neural network…

Computation and Language · Computer Science 2022-04-14 Qingyang Wu , Zhenzhong Lan , Kun Qian , Jing Gu , Alborz Geramifard , Zhou Yu

This paper introduces WeatherFormer, a transformer encoder-based model designed to learn robust weather features from minimal observations. It addresses the challenge of modeling complex weather dynamics from small datasets, a bottleneck…

Computer Vision and Pattern Recognition · Computer Science 2024-05-29 Adib Hasan , Mardavij Roozbehani , Munther Dahleh

The quadratic complexity of standard self-attention severely limits the application of Transformer-based models to long-context tasks. While efficient Transformer variants exist, they often require architectural changes and costly…

Computation and Language · Computer Science 2025-11-14 Jiangshu Du , Wenpeng Yin , Philip Yu

Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…

Machine Learning · Computer Science 2025-09-30 Skye Gunasekaran , Assel Kembay , Hugo Ladret , Rui-Jie Zhu , Laurent Perrinet , Omid Kavehei , Jason Eshraghian

Temporal causal discovery is a crucial task aimed at uncovering the causal relations within time series data. The latest temporal causal discovery methods usually train deep learning models on prediction tasks to uncover the causality…

Machine Learning · Computer Science 2024-06-25 Lingbai Kong , Wengen Li , Hanchen Yang , Yichao Zhang , Jihong Guan , Shuigeng Zhou

One critical component in lossy deep image compression is the entropy model, which predicts the probability distribution of the quantized latent representation in the encoding and decoding modules. Previous works build entropy models upon…

Image and Video Processing · Electrical Eng. & Systems 2023-03-16 Yichen Qian , Ming Lin , Xiuyu Sun , Zhiyu Tan , Rong Jin

Sequence classification is essential in NLP for understanding and categorizing language patterns in tasks like sentiment analysis, intent detection, and topic classification. Transformer-based models, despite achieving state-of-the-art…

Computation and Language · Computer Science 2025-09-30 Hongbo Liu , Jia Xu

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…