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Transformers have achieved remarkable progress in time series forecasting, yet their reliance on deterministic dot-product attention limits their capacity to model uncertainty and nonlinear dependencies across multivariate temporal…

Machine Learning · Computer Science 2026-03-24 Bulent Haznedar , Levent Karacan

Recent advances in neural forecasting have produced major improvements in accuracy for probabilistic demand prediction. In this work, we propose novel improvements to the current state of the art by incorporating changes inspired by recent…

Machine Learning · Computer Science 2022-01-28 Carson Eisenach , Yagna Patel , Dhruv Madeka

While attention has been empirically shown to improve model performance, it lacks a rigorous mathematical justification. This short paper establishes a novel connection between attention mechanisms and multinomial regression. Specifically,…

Machine Learning · Computer Science 2025-10-28 Jonas A. Actor , Anthony Gruber , Eric C. Cyr

Differential Transformer has recently been proposed to improve performance in Transformer models by canceling out noise through a denoiser attention mechanism. In this work, we introduce DiffLoRA, a parameter-efficient adaptation of the…

Computation and Language · Computer Science 2025-08-01 Alexandre Misrahi , Nadezhda Chirkova , Maxime Louis , Vassilina Nikoulina

Transformers have achieved remarkable performance in multivariate time series(MTS) forecasting due to their capability to capture long-term dependencies. However, the canonical attention mechanism has two key limitations: (1) its quadratic…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

The scope of data-driven fault diagnosis models is greatly extended through deep learning (DL). However, the classical convolution and recurrent structure have their defects in computational efficiency and feature representation, while the…

Artificial Intelligence · Computer Science 2021-12-07 Yifei Ding , Minping Jia , Qiuhua Miao , Yudong Cao

Human intention prediction is a growing area of research where an activity in a video has to be anticipated by a vision-based system. To this end, the model creates a representation of the past, and subsequently, it produces future…

Computer Vision and Pattern Recognition · Computer Science 2022-10-27 Nada Osman , Guglielmo Camporese , Lamberto Ballan

Transformer-based models have recently become dominant in Long-term Time Series Forecasting (LTSF), yet the variations in their architecture, such as encoder-only, encoder-decoder, and decoder-only designs, raise a crucial question: What…

Machine Learning · Computer Science 2025-07-18 Lefei Shen , Mouxiang Chen , Han Fu , Xiaoxue Ren , Xiaoyun Joy Wang , Jianling Sun , Zhuo Li , Chenghao Liu

Dynamic link prediction plays a crucial role in diverse applications including social network analysis, communication forecasting, and financial modeling. While recent Transformer-based approaches have demonstrated promising results in…

Machine Learning · Computer Science 2026-03-05 Hantong Feng , Yonggang Wu , Duxin Chen , Wenwu Yu

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

Transformer tends to overallocate attention to irrelevant context. In this work, we introduce Diff Transformer, which amplifies attention to the relevant context while canceling noise. Specifically, the differential attention mechanism…

Computation and Language · Computer Science 2025-04-08 Tianzhu Ye , Li Dong , Yuqing Xia , Yutao Sun , Yi Zhu , Gao Huang , Furu Wei

In this paper, we tackle the challenge of predicting stock movements in financial markets by introducing Higher Order Transformers, a novel architecture designed for processing multivariate time-series data. We extend the self-attention…

Machine Learning · Computer Science 2024-12-17 Soroush Omranpour , Guillaume Rabusseau , Reihaneh Rabbany

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

Transformers are built upon multi-head scaled dot-product attention and positional encoding, which aim to learn the feature representations and token dependencies. In this work, we focus on enhancing the distinctive representation by…

Computer Vision and Pattern Recognition · Computer Science 2022-07-12 Litao Yu , Jian Zhang

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

Anomalies in multivariate time series often arise from temporal context and cross-channel coordination rather than isolated outliers. We present Pi-Transformer (Prior-Informed Transformer), a transformer with two attention pathways:…

Machine Learning · Computer Science 2026-03-20 Sepehr Maleki , Negar Pourmoazemi

Transformer is a powerful architecture that achieves superior performance on various sequence learning tasks, including neural machine translation, language understanding, and sequence prediction. At the core of the Transformer is the…

Machine Learning · Computer Science 2019-11-13 Yao-Hung Hubert Tsai , Shaojie Bai , Makoto Yamada , Louis-Philippe Morency , Ruslan Salakhutdinov

Long-term time series forecasting is a vital task and has a wide range of real applications. Recent methods focus on capturing the underlying patterns from one single domain (e.g. the time domain or the frequency domain), and have not taken…

Machine Learning · Computer Science 2023-08-28 Yuxiao Luo , Ziyu Lyu , Xingyu Huang

We introduce a model-agnostic forward diffusion process for time-series forecasting that decomposes signals into spectral components, preserving structured temporal patterns such as seasonality more effectively than standard diffusion.…

Machine Learning · Statistics 2026-02-17 Francisco Caldas , Sahil Kumar , Cláudia Soares

With the development of Internet of Things (IoT) systems, precise long-term forecasting method is requisite for decision makers to evaluate current statuses and formulate future policies. Currently, Transformer and MLP are two paradigms for…

Machine Learning · Computer Science 2023-12-12 Li Shen , Yuning Wei , Yangzhu Wang , Hongguang Li
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