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Multivariate dynamic time series models are widely encountered in practical studies, e.g., modelling policy transmission mechanism and measuring connectedness between economic agents. To better capture the dynamics, this paper proposes a…

Econometrics · Economics 2020-10-06 Yayi Yan , Jiti Gao , Bin Peng

Modeling continuous-time dynamics on irregular time series is critical to account for data evolution and correlations that occur continuously. Traditional methods including recurrent neural networks or Transformer models leverage inductive…

Machine Learning · Computer Science 2024-02-19 Yuqi Chen , Kan Ren , Yansen Wang , Yuchen Fang , Weiwei Sun , Dongsheng Li

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

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Machine Learning · Computer Science 2023-05-09 Riccardo Ughi , Eugenio Lomurno , Matteo Matteucci

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

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…

Machine Learning · Computer Science 2025-12-16 Tan Wang , Yun Wei Dong , Qi Wang

Temporal modeling in complex systems requires capturing dependencies across multiple time scales while managing inherent uncertainties. We propose HierCVAE, a novel architecture that integrates hierarchical attention mechanisms with…

Machine Learning · Computer Science 2025-08-27 Yao Wu

Visual prompting techniques are widely used to efficiently fine-tune pretrained Vision Transformers (ViT) by learning a small set of shared prompts for all tokens. However, existing methods overlook the unique roles of different tokens in…

Computer Vision and Pattern Recognition · Computer Science 2025-05-08 Zichen Liu , Xu Zou , Gang Hua , Jiahuan Zhou

Multivariate time series forecasting (MTSF) is a fundamental problem in numerous real-world applications. Recently, Transformer has become the de facto solution for MTSF, especially for the long-term cases. However, except for the one…

Machine Learning · Computer Science 2022-12-07 Zanwei Zhou , Ruizhe Zhong , Chen Yang , Yan Wang , Xiaokang Yang , Wei Shen

Time series sequence prediction and modelling has proven to be a challenging endeavor in real world datasets. Two key issues are the multi-dimensionality of data and the interaction of independent dimensions forming a latent output signal,…

Machine Learning · Computer Science 2020-10-09 Jakob Aungiers

Time series forecasting (TSF) faces challenges in modeling complex intra-channel temporal dependencies and inter-channel correlations. Although recent research has highlighted the efficiency of linear architectures in capturing global…

Machine Learning · Computer Science 2026-01-29 Gawon Lee , Hanbyeol Park , Minseop Kim , Dohee Kim , Hyerim Bae

Time series forecasting is a critical task in domains such as energy, finance, and meteorology, where accurate long-term predictions are essential. While Transformer-based models have shown promise in capturing temporal dependencies, their…

Machine Learning · Computer Science 2024-12-10 Zhenkai Qin , Baozhong Wei , Caifeng Gao , Jianyuan Ni

Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and…

Machine Learning · Computer Science 2024-07-08 Guoqi Yu , Jing Zou , Xiaowei Hu , Angelica I. Aviles-Rivero , Jing Qin , Shujun Wang

The Transformer model has shown strong performance in multivariate time series forecasting by leveraging channel-wise self-attention. However, this approach lacks temporal constraints when computing temporal features and does not utilize…

Machine Learning · Computer Science 2025-05-06 Shiwei Guo , Ziang Chen , Yupeng Ma , Yunfei Han , Yi Wang

Existing Transformer-based RGBT trackers achieve remarkable performance benefits by leveraging self-attention to extract uni-modal features and cross-attention to enhance multi-modal feature interaction and template-search correlation…

Computer Vision and Pattern Recognition · Computer Science 2024-08-06 Yun Xiao , Jiacong Zhao , Andong Lu , Chenglong Li , Yin Lin , Bing Yin , Cong Liu

AI-based methods have been widely applied to tourism demand forecasting. However, current AI-based methods are short of the ability to process long-term dependency, and most of them lack interpretability. The Transformer used initially for…

Machine Learning · Computer Science 2021-07-26 Siyuan Yi , Xing Chen , Chuanming Tang

Anomaly detection in multivariate time series is a central challenge in industrial monitoring, as failures frequently arise from complex temporal dynamics and cross-sensor interactions. While recent deep learning models, including graph…

Machine Learning · Computer Science 2026-04-21 Pooyan Khosravinia , João Gama , Bruno Veloso

In the context of increasing demands for long-term multi-energy load forecasting in real-world applications, this paper introduces Patchformer, a novel model that integrates patch embedding with encoder-decoder Transformer-based…

Machine Learning · Computer Science 2024-04-17 Qiuyi Hong , Fanlin Meng , Felipe Maldonado

Time-series data analysis is important because numerous real-world tasks such as forecasting weather, electricity consumption, and stock market involve predicting data that vary over time. Time-series data are generally recorded over a long…

Machine Learning · Computer Science 2022-10-07 Bumjun Jung , Yusuke Mukuta , Tatsuya Harada

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
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