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Time series analysis remains a major challenge due to its sparse characteristics, high dimensionality, and inconsistent data quality. Recent advancements in transformer-based techniques have enhanced capabilities in forecasting and…

Machine Learning · Computer Science 2024-05-29 Robert Leppich , Vanessa Borst , Veronika Lesch , Samuel Kounev

Real-world problems often involve complex and unstructured sets of measurements, which occur when sensors are sparsely placed in either space or time. Being able to model this irregular spatiotemporal data and extract meaningful forecasts…

Machine Learning · Computer Science 2024-04-17 Arnaud Pannatier , Kyle Matoba , François Fleuret

The self-attention mechanism in Transformer architecture, invariant to sequence order, necessitates positional embeddings to encode temporal order in time series prediction. We argue that this reliance on positional embeddings restricts the…

Machine Learning · Computer Science 2024-08-21 Yongbo Yu , Weizhong Yu , Feiping Nie , Xuelong Li

Existing research largely attributes the global sequence modeling capability of Transformers to the explicit computation of attention weights, a process that inherently incurs quadratic computational complexity. In this work, we offer a…

Computer Vision and Pattern Recognition · Computer Science 2026-05-07 Ruize He , Dongchen Han , Gao Huang

Transformer-based models have become state-of-the-art tools in various machine learning tasks, including time series classification, yet their complexity makes understanding their internal decision-making challenging. Existing…

Machine Learning · Computer Science 2025-11-27 Matīss Kalnāre , Sofoklis Kitharidis , Thomas Bäck , Niki van Stein

Attention-based architectures have become ubiquitous in time series forecasting tasks, including spatio-temporal (STF) and long-term time series forecasting (LTSF). Yet, our understanding of the reasons for their effectiveness remains…

Machine Learning · Computer Science 2025-05-13 Suhan Guo , Jiahong Deng , Yi Wei , Hui Dou , Furao Shen , Jian Zhao

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…

Machine Learning · Computer Science 2022-09-21 Hugo Inzirillo , Ludovic De Villelongue

Standard attention mechanisms in transformers employ static token representations that remain unchanged across all pair-wise computations in each layer. This limits their representational alignment with the potentially diverse relational…

Machine Learning · Computer Science 2026-05-26 Hunjae Lee , Corey Clark

Transformer is a ubiquitous model for natural language processing and has attracted wide attentions in computer vision. The attention maps are indispensable for a transformer model to encode the dependencies among input tokens. However,…

Machine Learning · Computer Science 2021-02-26 Yujing Wang , Yaming Yang , Jiangang Bai , Mingliang Zhang , Jing Bai , Jing Yu , Ce Zhang , Gao Huang , Yunhai Tong

Time series forecasting is an important problem, with many real world applications. Ensembles of deep neural networks have recently achieved impressive forecasting accuracy, but such large ensembles are impractical in many real world…

Machine Learning · Computer Science 2022-08-31 Espen Haugsdal , Erlend Aune , Massimiliano Ruocco

Recent studies have demonstrated the great power of Transformer models for time series forecasting. One of the key elements that lead to the transformer's success is the channel-independent (CI) strategy to improve the training robustness.…

Machine Learning · Computer Science 2024-02-19 Wang Xue , Tian Zhou , Qingsong Wen , Jinyang Gao , Bolin Ding , Rong Jin

Transformers have demonstrated remarkable efficacy in forecasting time series data. However, their extensive dependence on self-attention mechanisms demands significant computational resources, thereby limiting their practical applicability…

Machine Learning · Computer Science 2024-06-26 Cat P. Le , Chris Cannella , Ali Hasan , Yuting Ng , Vahid Tarokh

The advent of Transformers marked a significant breakthrough in sequence modelling, providing a highly performant architecture capable of leveraging GPU parallelism. However, Transformers are computationally expensive at inference time,…

Machine Learning · Computer Science 2024-05-29 Leo Feng , Frederick Tung , Hossein Hajimirsadeghi , Mohamed Osama Ahmed , Yoshua Bengio , Greg Mori

Transformers based on the attention mechanism have achieved impressive success in various areas. However, the attention mechanism has a quadratic complexity, significantly impeding Transformers from dealing with numerous tokens and scaling…

Machine Learning · Computer Science 2022-06-17 Haixu Wu , Jialong Wu , Jiehui Xu , Jianmin Wang , Mingsheng Long

Regression problems with time-series predictors are common in banking and many other areas of application. In this paper, we use multi-head attention networks to develop interpretable features and use them to achieve good predictive…

Machine Learning · Computer Science 2022-05-26 Tianjie Wang , Jie Chen , Joel Vaughan , Vijayan N. Nair

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Machine Learning · Computer Science 2023-11-21 Quang Minh Nguyen , Lam M. Nguyen , Subhro Das

Real-world graphs naturally exhibit hierarchical or cyclical structures that are unfit for the typical Euclidean space. While there exist graph neural networks that leverage hyperbolic or spherical spaces to learn representations that embed…

Machine Learning · Computer Science 2023-09-11 Sungjun Cho , Seunghyuk Cho , Sungwoo Park , Hankook Lee , Honglak Lee , Moontae Lee

Accurate weather forecasting is crucial in various sectors, impacting decision-making processes and societal events. Data-driven approaches based on machine learning models have recently emerged as a promising alternative to numerical…

Machine Learning · Computer Science 2024-05-14 Zijie Li , Anthony Zhou , Saurabh Patil , Amir Barati Farimani

Graph-based next-step prediction models have recently been very successful in modeling complex high-dimensional physical systems on irregular meshes. However, due to their short temporal attention span, these models suffer from error…

Machine Learning · Computer Science 2022-05-27 Xu Han , Han Gao , Tobias Pfaff , Jian-Xun Wang , Li-Ping Liu

Time series forecasting is a critical task across domains such as energy, finance, and meteorology, where accurate predictions enable informed decision-making. While transformer-based and large-parameter models have recently achieved…

Machine Learning · Computer Science 2026-02-11 Julien Guité-Vinet , Alexandre Blondin Massé , Éric Beaudry