Related papers: Minusformer: Improving Time Series Forecasting by …
Long-term time series forecasting (LTSF) is a crucial aspect of modern society, playing a pivotal role in facilitating long-term planning and developing early warning systems. While many Transformer-based models have recently been…
The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the…
In this paper, we present a new approach to time series forecasting. Time series data are prevalent in many scientific and engineering disciplines. Time series forecasting is a crucial task in modeling time series data, and is an important…
Financial time series forecasting is particularly challenging for transformer-based time series foundation models (TSFMs) due to non-stationarity, heavy-tailed distributions, and high-frequency noise present in data. Low-rank adaptation…
Financial markets are inherently volatile and prone to sudden disruptions such as market crashes, flash collapses, and liquidity crises. Accurate anomaly detection and early risk forecasting in financial time series are therefore crucial…
Self-supervised learning has garnered increasing attention in time series analysis for benefiting various downstream tasks and reducing reliance on labeled data. Despite its effectiveness, existing methods often struggle to comprehensively…
Most current multivariate time series (MTS) classification algorithms focus on improving the predictive accuracy. However, for large-scale (either high-dimensional or long-sequential) time series (TS) datasets, there is an additional…
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…
Transformer models have consistently achieved remarkable results in various domains such as natural language processing and computer vision. However, despite ongoing research efforts to better understand these models, the field still lacks…
Precise load forecasting in buildings could increase the bill savings potential and facilitate optimized strategies for power generation planning. With the rapid evolution of computer science, data-driven techniques, in particular the Deep…
Unsupervised/self-supervised time series representation learning is a challenging problem because of its complex dynamics and sparse annotations. Existing works mainly adopt the framework of contrastive learning with the time-based…
The objective of this work is to improve the accuracy of building demand forecasting. This is a more challenging task than grid level forecasting. For the said purpose, we develop a new technique called recurrent transform learning (RTL).…
Recurrent neural networks are effective models to process sequences. However, they are unable to learn long-term dependencies because of their inherent sequential nature. As a solution, Vaswani et al. introduced the Transformer, a model…
While vision-and-language models significantly advance in many fields, the challenge of continual learning is unsolved. Parameter-efficient modules like adapters and prompts present a promising way to alleviate catastrophic forgetting.…
Deep learning has shown strong performance in time series forecasting tasks. However, issues such as missing values and anomalies in sequential data hinder its further development in prediction tasks. Previous research has primarily focused…
Time series analysis faces significant challenges in handling variable-length data and achieving robust generalization. While Transformer-based models have advanced time series tasks, they often struggle with feature redundancy and limited…
The current landscape in time-series forecasting is dominated by Transformer-based models. Their high parameter count and corresponding demand in computational resources pose a challenge to real-world deployment, especially for commercial…
In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications. The crucial challenge of long-term MTS…
Large Language Models (LLMs) are trained with next-token prediction, implemented in autoregressive Transformers via causal masking for parallelism. This creates a subtle misalignment: residual connections tie activations to the current…
Although Transformers excel in natural language processing, their extension to time series forecasting remains challenging due to insufficient consideration of the differences between textual and temporal modalities. In this paper, we…