Related papers: Modality-aware Transformer for Financial Time seri…
Time Series Forecasting plays a crucial role in various fields such as industrial equipment maintenance, meteorology, energy consumption, traffic flow and financial investment. However, despite their considerable advantages over traditional…
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…
Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…
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…
Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…
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…
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…
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,…
Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…
Multi-Head Attention (MHA) is a key component of Transformer. In MHA, attention heads work independently, causing problems such as low-rank bottleneck of attention score matrices and head redundancy. We propose Dynamically Composable…
Time series prediction is crucial for understanding and forecasting complex dynamics in various domains, ranging from finance and economics to climate and healthcare. Based on Transformer architecture, one approach involves encoding…
In multivariate time-series forecasting (MTSF), extracting the temporal correlations of the input sequences is crucial. While popular Transformer-based predictive models can perform well, their quadratic computational complexity results in…
Recent advances in transformer architectures have revolutionised natural language processing, but their application to healthcare domains presents unique challenges. Patient timelines are characterised by irregular sampling, variable…
Transformers have been actively studied for time-series forecasting in recent years. While often showing promising results in various scenarios, traditional Transformers are not designed to fully exploit the characteristics of time-series…
The multivariate time series generated from merchant transaction history can provide critical insights for payment processing companies. The capability of predicting merchants' future is crucial for fraud detection and recommendation…
In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…
Bearing fault detection is a critical task in predictive maintenance, where accurate and timely fault identification can prevent costly downtime and equipment damage. Traditional attention mechanisms in Transformer neural networks often…
This paper presents a novel vehicle motion forecasting method based on multi-head attention. It produces joint forecasts for all vehicles on a road scene as sequences of multi-modal probability density functions of their positions. Its…
While existing time series foundation models primarily rely on large-scale unimodal pretraining, they lack complementary modalities to enhance time series understanding. Building multimodal foundation models is a natural next step, but it…
Human state recognition is a critical topic with pervasive and important applications in human-machine systems. Multi-modal fusion, the combination of metrics from multiple data sources, has been shown as a sound method for improving the…