English
Related papers

Related papers: A Transformer approach for Electricity Price Forec…

200 papers

In the current landscape of large models, the Transformer stands as a cornerstone, playing a pivotal role in shaping the trajectory of modern models. However, its application encounters challenges attributed to the substantial computational…

Machine Learning · Computer Science 2024-09-03 Gaoxiang Duan , Junkai Zhang , Xiaoying Zheng , Yongxin Zhu , Victor Chang

Recent advancements in attention mechanisms have replaced recurrent neural networks and its variants for machine translation tasks. Transformer using attention mechanism solely achieved state-of-the-art results in sequence modeling. Neural…

Computation and Language · Computer Science 2020-04-02 Prakhar Thapak , Prodip Hore

Transformers are one of the most successful architectures of modern neural networks. At their core there is the so-called attention mechanism, which recently interested the physics community as it can be written as the derivative of an…

Machine Learning · Computer Science 2024-09-25 Francesco D'Amico , Matteo Negri

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

Retrosynthesis prediction is one of the fundamental challenges in organic synthesis. The task is to predict the reactants given a core product. With the advancement of machine learning, computer-aided synthesis planning has gained…

Chemical Physics · Physics 2022-02-01 Yue Wan , Benben Liao , Chang-Yu Hsieh , Shengyu Zhang

Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…

Machine Learning · Computer Science 2022-11-01 Junlong Tong , Liping Xie , Wankou Yang , Kanjian Zhang

Recently, there has been a surge of Transformer-based solutions for the long-term time series forecasting (LTSF) task. Despite the growing performance over the past few years, we question the validity of this line of research in this work.…

Artificial Intelligence · Computer Science 2022-08-18 Ailing Zeng , Muxi Chen , Lei Zhang , Qiang Xu

Accurate day-ahead electricity price forecasting is essential for residential welfare, yet current methods often fall short in forecast accuracy. We observe that commonly used time series models struggle to utilize the prior correlation…

Machine Learning · Computer Science 2024-08-20 Linian Wang , Jianghong Liu , Huibin Zhang , Leye Wang

We introduce the Momentum Transformer, an attention-based deep-learning architecture, which outperforms benchmark time-series momentum and mean-reversion trading strategies. Unlike state-of-the-art Long Short-Term Memory (LSTM)…

Machine Learning · Computer Science 2022-11-24 Kieran Wood , Sven Giegerich , Stephen Roberts , Stefan Zohren

Transformers have become one of the dominant architectures in deep learning, particularly as a powerful alternative to convolutional neural networks (CNNs) in computer vision. However, Transformer training and inference in previous works…

Computer Vision and Pattern Recognition · Computer Science 2021-12-24 Zizheng Pan , Bohan Zhuang , Haoyu He , Jing Liu , Jianfei Cai

The increasing transmission capacity needs in a future energy system raise the question how associated costs should be allocated to the users of a strengthened power grid. In contrast to straightforward oversimplified methods, a flow…

Transformer is a powerful architecture that achieves superior performance on various sequence learning tasks, including neural machine translation, language understanding, and sequence prediction. At the core of the Transformer is the…

Machine Learning · Computer Science 2019-11-13 Yao-Hung Hubert Tsai , Shaojie Bai , Makoto Yamada , Louis-Philippe Morency , Ruslan Salakhutdinov

Modern data acquisition routinely produce massive amounts of event sequence data in various domains, such as social media, healthcare, and financial markets. These data often exhibit complicated short-term and long-term temporal…

Machine Learning · Computer Science 2021-02-23 Simiao Zuo , Haoming Jiang , Zichong Li , Tuo Zhao , Hongyuan Zha

Modern power systems are at risk of largely reducing the inertia of generation assets and prone to experience extreme dynamics. The consequence is that, during electromechanical transients triggered by large contingencies, transmission of…

Systems and Control · Electrical Eng. & Systems 2019-06-27 Asja Derviškadić , Guglielmo Frigo , Mario Paolone

We employ a recently proposed change-point detection algorithm, the Narrowest-Over-Threshold (NOT) method, to select subperiods of past observations that are similar to the currently recorded values. Then, contrarily to the traditional time…

Statistical Finance · Quantitative Finance 2022-04-05 Julia Nasiadka , Weronika Nitka , Rafał Weron

Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…

Machine Learning · Computer Science 2024-12-02 Sahabeh Saadati , Mohammad Manthouri

Transformers are increasingly adopted for modeling and forecasting time-series, yet their internal mechanisms remain poorly understood from a dynamical systems perspective. In contrast to classical autoregressive and state-space models,…

Machine Learning · Computer Science 2025-12-25 Gregory Duthé , Nikolaos Evangelou , Wei Liu , Ioannis G. Kevrekidis , Eleni Chatzi

Transformers have excelled in many tasks including vision. However, efficient deployment of transformer models in low-latency or high-throughput applications is hindered by the computation in the attention mechanism which involves expensive…

Computer Vision and Pattern Recognition · Computer Science 2024-06-12 John Yang , Le An , Su Inn Park

Understanding the link between urban planning and commuting flows is crucial for guiding urban development and policymaking. This research, bridging computer science and urban studies, addresses the challenge of integrating these fields…

Machine Learning · Computer Science 2024-02-26 Yan Luo , Zhuoyue Wan , Yuzhong Chen , Gengchen Mai , Fu-lai Chung , Kent Larson

Video prediction is a challenging computer vision task that has a wide range of applications. In this work, we present a new family of Transformer-based models for video prediction. Firstly, an efficient local spatial-temporal separation…

Computer Vision and Pattern Recognition · Computer Science 2022-12-13 Xi Ye , Guillaume-Alexandre Bilodeau