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Multivariate time series (MTS) forecasting has attracted much attention in many intelligent applications. It is not a trivial task, as we need to consider both intra-variable dependencies and inter-variable dependencies. However, existing…

Machine Learning · Computer Science 2021-12-15 Donghui Chen , Ling Chen , Zongjiang Shang , Youdong Zhang , Bo Wen , Chenghu Yang

The choice of attention mechanism in Transformer models involves a critical trade-off between modeling quality and inference efficiency. Multi-Head Attention (MHA) offers the best quality but suffers from large Key-Value (KV) cache memory…

Artificial Intelligence · Computer Science 2025-12-25 Esmail Gumaan

Recent innovations in transformers have shown their superior performance in natural language processing (NLP) and computer vision (CV). The ability to capture long-range dependencies and interactions in sequential data has also triggered a…

Statistical Finance · Quantitative Finance 2025-03-24 Chu Myaet Thwal , Ye Lin Tun , Kitae Kim , Seong-Bae Park , Choong Seon Hong

Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and…

Machine Learning · Computer Science 2024-07-08 Guoqi Yu , Jing Zou , Xiaowei Hu , Angelica I. Aviles-Rivero , Jing Qin , Shujun Wang

Transformer-based models have gained large popularity and demonstrated promising results in long-term time-series forecasting in recent years. In addition to learning attention in time domain, recent works also explore learning attention in…

This paper aims to study the prediction of the bank stability index based on the Time Series Transformer model. The bank stability index is an important indicator to measure the health status and risk resistance of financial institutions.…

Risk Management · Quantitative Finance 2024-12-06 Wenying Sun , Zhen Xu , Wenqing Zhang , Kunyuan Ma , You Wu , Mengfang Sun

Recurrent Neural Networks were, until recently, one of the best ways to capture the timely dependencies in sequences. However, with the introduction of the Transformer, it has been proven that an architecture with only attention-mechanisms…

Machine Learning · Computer Science 2021-08-19 Radostin Cholakov , Todor Kolev

Transformer-based methods have shown great potential in long-term time series forecasting. However, most of these methods adopt the standard point-wise self-attention mechanism, which not only becomes intractable for long-term forecasting…

Machine Learning · Computer Science 2022-02-24 Dazhao Du , Bing Su , Zhewei Wei

The endeavor of stock trend forecasting is principally focused on predicting the future trajectory of the stock market, utilizing either manual or technical methodologies to optimize profitability. Recent advancements in machine learning…

Computational Engineering, Finance, and Science · Computer Science 2025-02-19 Mingjie Wang , Juanxi Tian , Mingze Zhang , Jianxiong Guo , Weijia Jia

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

Transformers have become the go-to architecture for language and vision tasks, yet their theoretical properties, especially memorization capacity, remain elusive. This paper investigates the memorization abilities of multi-head attention…

Machine Learning · Computer Science 2024-03-05 Sadegh Mahdavi , Renjie Liao , Christos Thrampoulidis

There is increasing interest in the use of multimodal data in various web applications, such as digital advertising and e-commerce. Typical methods for extracting important information from multimodal data rely on a mid-fusion architecture…

Multimedia · Computer Science 2022-11-23 Shunsuke Kitada , Yuki Iwazaki , Riku Togashi , Hitoshi Iyatomi

We propose a transformer architecture for time series forecasting with a focus on time series tokenisation and apply it to a real-world prediction problem from the pricing domain. Our architecture aims to learn effective representations at…

Machine Learning · Computer Science 2025-04-22 Egon Peršak , Miguel F. Anjos , Sebastian Lautz , Aleksandar Kolev

The attention mechanism has demonstrated remarkable potential in sequence modeling, exemplified by its successful application in natural language processing with models such as Bidirectional Encoder Representations from Transformers (BERT)…

Machine Learning · Computer Science 2025-11-26 Bowen Zhao , Huanlai Xing , Zhiwen Xiao , Jincheng Peng , Li Feng , Xinhan Wang , Rong Qu , Hui Li

Fault diagnosis in multimode processes plays a critical role in ensuring the safe operation of industrial systems across multiple modes. It faces a great challenge yet to be addressed - that is, the significant distributional differences…

Machine Learning · Computer Science 2025-07-24 Guangqiang Li , M. Amine Atoui , Xiangshun Li

With the widespread adoption of millimeter-wave (mmWave) massive multi-input-multi-output (MIMO) in vehicular networks, accurate beam prediction and alignment have become critical for high-speed data transmission and reliable access. While…

Information Theory · Computer Science 2026-03-27 Chenyiming Wen , Binpu Shi , Min Li , Ming-Min Zhao , Min-Jian Zhao , Jiangzhou Wang

Transformer plays a central role in many fundamental deep learning models, e.g., the ViT in computer vision and the BERT and GPT in natural language processing, whose effectiveness is mainly attributed to its multi-head attention (MHA)…

Machine Learning · Computer Science 2024-10-16 Shen Yuan , Hongteng Xu

Transformers achieve promising performance in document understanding because of their high effectiveness and still suffer from quadratic computational complexity dependency on the sequence length. General efficient transformers are…

Computer Vision and Pattern Recognition · Computer Science 2023-05-22 Mingliang Zhai , Yulin Li , Xiameng Qin , Chen Yi , Qunyi Xie , Chengquan Zhang , Kun Yao , Yuwei Wu , Yunde Jia

The Transformer architecture is widely deployed in many popular and impactful Large Language Models. At its core is the attention mechanism for calculating correlations between pairs of tokens. Performing an attention computation takes…

Machine Learning · Computer Science 2025-05-26 Josh Alman , Hantao Yu

Predicting accurate future trajectories of multiple agents is essential for autonomous systems, but is challenging due to the complex agent interaction and the uncertainty in each agent's future behavior. Forecasting multi-agent…

Artificial Intelligence · Computer Science 2021-10-08 Ye Yuan , Xinshuo Weng , Yanglan Ou , Kris Kitani