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In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen

Anomaly detection in multivariate time series is an important problem across various fields such as healthcare, financial services, manufacturing or physics detector monitoring. Accurately identifying when unexpected errors or faults occur…

Machine Learning · Computer Science 2025-06-26 Laura Boggia , Rafael Teixeira de Lima , Bogdan Malaescu

Transformers have shown great power in time series forecasting due to their global-range modeling ability. However, their performance can degenerate terribly on non-stationary real-world data in which the joint distribution changes over…

Machine Learning · Computer Science 2023-11-27 Yong Liu , Haixu Wu , Jianmin Wang , Mingsheng Long

Time series forecasting is extensively applied across diverse domains. Transformer-based models demonstrate significant potential in modeling cross-time and cross-variable interaction. However, we notice that the cross-variable correlation…

Machine Learning · Computer Science 2024-10-08 Ao Hu , Dongkai Wang , Yong Dai , Shiyi Qi , Liangjian Wen , Jun Wang , Zhi Chen , Xun Zhou , Zenglin Xu , Jiang Duan

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

Multivariate time series classification (MTSC) has attracted significant research attention due to its diverse real-world applications. Recently, exploiting transformers for MTSC has achieved state-of-the-art performance. However, existing…

Machine Learning · Computer Science 2024-05-24 Xuan-May Le , Ling Luo , Uwe Aickelin , Minh-Tuan Tran

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

Since its introduction, the transformer has shifted the development trajectory away from traditional models (e.g., RNN, MLP) in time series forecasting, which is attributed to its ability to capture global dependencies within temporal…

Machine Learning · Computer Science 2025-01-07 Xiwen Chen , Peijie Qiu , Wenhui Zhu , Huayu Li , Hao Wang , Aristeidis Sotiras , Yalin Wang , Abolfazl Razi

Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…

Machine Learning · Computer Science 2023-02-22 Julong Young , Junhui Chen , Feihu Huang , Jian Peng

Models based on deep convolutional networks have dominated recent image interpretation tasks; we investigate whether models which are also recurrent, or "temporally deep", are effective for tasks involving sequences, visual and otherwise.…

Computer Vision and Pattern Recognition · Computer Science 2016-06-02 Jeff Donahue , Lisa Anne Hendricks , Marcus Rohrbach , Subhashini Venugopalan , Sergio Guadarrama , Kate Saenko , Trevor Darrell

Predicting the future movements of surrounding vehicles is essential for ensuring the safe operation and efficient navigation of autonomous vehicles (AVs) in urban traffic environments. Existing vehicle trajectory prediction methods…

Robotics · Computer Science 2025-12-10 Yuansheng Lian , Ke Zhang , Meng Li

Time series forecasting is essential for a wide range of real-world applications. Recent studies have shown the superiority of Transformer in dealing with such problems, especially long sequence time series input(LSTI) and long sequence…

Machine Learning · Computer Science 2022-02-15 Li Shen , Yangzhu Wang

Transformers have become the dominant architecture for sequence modeling tasks such as natural language processing or audio processing, and they are now even considered for tasks that are not naturally sequential such as image…

Machine Learning · Computer Science 2024-03-05 Jorg Bornschein , Yazhe Li , Amal Rannen-Triki

Irregularly sampled multivariate time series are ubiquitous in various fields, particularly in healthcare, and exhibit two key characteristics: intra-series irregularity and inter-series discrepancy. Intra-series irregularity refers to the…

Machine Learning · Computer Science 2023-06-19 Jiawen Zhang , Shun Zheng , Wei Cao , Jiang Bian , Jia Li

There is a recent growing interest in applying Deep Learning techniques to tabular data, in order to replicate the success of other Artificial Intelligence areas in this structured domain. Specifically interesting is the case in which…

Machine Learning · Computer Science 2025-05-06 Simone Luetto , Fabrizio Garuti , Enver Sangineto , Lorenzo Forni , Rita Cucchiara

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of…

Machine Learning · Computer Science 2024-03-15 Yong Liu , Tengge Hu , Haoran Zhang , Haixu Wu , Shiyu Wang , Lintao Ma , Mingsheng Long

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

Recurrent neural networks are widely used on time series data, yet such models often ignore the underlying physical structures in such sequences. A new class of physics-based methods related to Koopman theory has been introduced, offering…

Computational Physics · Physics 2020-07-01 Omri Azencot , N. Benjamin Erichson , Vanessa Lin , Michael W. Mahoney

Time series forecasts are often influenced by exogenous contextual features in addition to their corresponding history. For example, in financial settings, it is hard to accurately predict a stock price without considering public sentiments…

Multivariate time series classification is a crucial task in data mining, attracting growing research interest due to its broad applications. While many existing methods focus on discovering discriminative patterns in time series,…

Machine Learning · Computer Science 2024-12-24 Wenjie Xi , Rundong Zuo , Alejandro Alvarez , Jie Zhang , Byron Choi , Jessica Lin