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We conducted empirical experiments to assess the transferability of a light curve transformer to datasets with different cadences and magnitude distributions using various positional encodings (PEs). We proposed a new approach to…

Learning representations on large-sized graphs is a long-standing challenge due to the inter-dependence nature involved in massive data points. Transformers, as an emerging class of foundation encoders for graph-structured data, have shown…

Machine Learning · Computer Science 2024-08-19 Qitian Wu , Wentao Zhao , Chenxiao Yang , Hengrui Zhang , Fan Nie , Haitian Jiang , Yatao Bian , Junchi Yan

Precise short-term price prediction in the highly volatile cryptocurrency market is critical for informed trading strategies. Although Temporal Fusion Transformers (TFTs) have shown potential, their direct use often struggles in the face of…

Statistical Finance · Quantitative Finance 2025-09-16 Arash Peik , Mohammad Ali Zare Chahooki , Amin Milani Fard , Mehdi Agha Sarram

Transformer architecture has been showing its great strength in visual object tracking, for its effective attention mechanism. Existing transformer-based approaches adopt the pixel-to-pixel attention strategy on flattened image features and…

Computer Vision and Pattern Recognition · Computer Science 2022-05-10 Zikai Song , Junqing Yu , Yi-Ping Phoebe Chen , Wei Yang

Energy system models require a large amount of technical and economic data, the quality of which significantly influences the reliability of the results. Some of the variables on the important data source ENTSO-E transparency platform, such…

General Economics · Economics 2023-02-23 Thomas Möbius , Mira Watermeyer , Oliver Grothe , Felix Müsgens

In this work we considered several hybrid modelling approaches for forecasting energy spot prices in EPEC market. Hybridization is performed through combining a Naive model, Fourier analysis, ARMA and GARCH models, a mean-reversion and…

Statistical Finance · Quantitative Finance 2020-10-19 Tahir Miriyev , Alessandro Contu , Kevin Schafers , Ion Gabriel Ion

Transformers have achieved remarkable performance in a myriad of fields including natural language processing and computer vision. However, when it comes to the graph mining area, where graph neural network (GNN) has been the dominant…

Machine Learning · Computer Science 2021-10-26 Jianan Zhao , Chaozhuo Li , Qianlong Wen , Yiqi Wang , Yuming Liu , Hao Sun , Xing Xie , Yanfang Ye

Increasingly, homeowners opt for photovoltaic (PV) systems and/or battery storage to minimize their energy bills and maximize renewable energy usage. This has spurred the development of advanced control algorithms that maximally achieve…

Machine Learning · Computer Science 2023-10-31 Gargya Gokhale , Jonas Van Gompel , Bert Claessens , Chris Develder

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

General Economics · Economics 2025-04-29 Tiantian Tu

The Transformer, with its scaled dot-product attention mechanism, has become a foundational architecture in modern AI. However, this mechanism is computationally intensive and incurs substantial energy costs. We propose a new Transformer…

Machine Learning · Computer Science 2025-08-07 Xin Gao , Xingming Xu , Shirin Amiraslani , Hong Xu

Accurate photovoltaic (PV) power forecasting is critical for integrating renewable energy sources into the grid, optimizing real-time energy management, and ensuring energy reliability amidst increasing demand. However, existing models…

Machine Learning · Computer Science 2025-05-08 Guang Wu , Yun Wang , Qian Zhou , Ziyang Zhang

Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

Machine Learning · Computer Science 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso

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…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

Transformer-based models have achieved remarkable success in multivariate time series forecasting (MTSF) by capturing long-range dependencies. However, their widespread adoption is hindered by the quadratic computational complexity of…

Machine Learning · Computer Science 2026-05-12 Fanpu Cao , Shu Yang , Zhengjian Chen , Ye Liu , Laizhong Cui

Transformers have become widely used in various tasks, such as natural language processing and machine vision. This paper proposes Gransformer, an algorithm based on Transformer for generating graphs. We modify the Transformer encoder to…

Machine Learning · Computer Science 2024-06-03 Ahmad Khajenezhad , Seyed Ali Osia , Mahmood Karimian , Hamid Beigy

Transformer-based methods have achieved state-of-the-art performance in time series forecasting (TSF) by capturing positional and semantic topological relationships among input tokens. However, it remains unclear whether existing…

Artificial Intelligence · Computer Science 2025-10-27 Jianqi Zhang , Wenwen Qiang , Jingyao Wang , Jiahuan Zhou , Changwen Zheng , Hui Xiong

Transformers have recently shown superior performances on various vision tasks. The large, sometimes even global, receptive field endows Transformer models with higher representation power over their CNN counterparts. Nevertheless, simply…

Computer Vision and Pattern Recognition · Computer Science 2022-05-25 Zhuofan Xia , Xuran Pan , Shiji Song , Li Erran Li , Gao Huang

We present a new class of efficient attention mechanisms applying universal 3D Relative Positional Encoding (RPE) methods given by arbitrary integrable modulation functions $f$. They lead to the new class of 3D-Transformer models, called…

Machine Learning · Computer Science 2026-05-12 Byeongchan Kim , Arijit Sehanobish , Avinava Dubey , Min-hwan Oh , Krzysztof Choromanski

In multivariate time series forecasting (MTSF), accurately modeling the intricate dependencies among multiple variables remains a significant challenge due to the inherent limitations of traditional approaches. Most existing models adopt…

Machine Learning · Computer Science 2025-11-19 Yuchen Luo , Xinyu Li , Liuhua Peng , Mingming Gong

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