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While LSTMs show increasingly promising results for forecasting Financial Time Series (FTS), this paper seeks to assess if attention mechanisms can further improve performance. The hypothesis is that attention can help prevent long-term…

Machine Learning · Computer Science 2018-12-20 Thomas Hollis , Antoine Viscardi , Seung Eun Yi

This paper proposes a forward attention method for the sequenceto- sequence acoustic modeling of speech synthesis. This method is motivated by the nature of the monotonic alignment from phone sequences to acoustic sequences. Only the…

Computation and Language · Computer Science 2020-01-14 Jing-Xuan Zhang , Zhen-Hua Ling , Li-Rong Dai

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

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

Time series forecasting has important applications in financial analysis, weather forecasting, and traffic management. However, existing deep learning models are limited in processing non-stationary time series data because they cannot…

Machine Learning · Computer Science 2025-05-13 Yuqi Xiong , Yang Wen

Simultaneous machine translation models start generating a target sequence before they have encoded or read the source sequence. Recent approaches for this task either apply a fixed policy on a state-of-the art Transformer model, or a…

Computation and Language · Computer Science 2019-09-30 Xutai Ma , Juan Pino , James Cross , Liezl Puzon , Jiatao Gu

In recent years, Transformer-based models (Transformers) have achieved significant success in multivariate time series forecasting (MTSF). However, previous works focus on extracting features either from the time domain or the frequency…

Machine Learning · Computer Science 2024-11-22 Aobo Liang , Yan Sun , Nadra Guizani

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

Machine Learning · Computer Science 2022-04-26 Jimeng Shi , Mahek Jain , Giri Narasimhan

The performance of transformers for time-series forecasting has improved significantly. Recent architectures learn complex temporal patterns by segmenting a time-series into patches and using the patches as tokens. The patch size controls…

Machine Learning · Computer Science 2024-03-25 Yitian Zhang , Liheng Ma , Soumyasundar Pal , Yingxue Zhang , Mark Coates

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

Visual attention mechanisms have proven to be integrally important constituent components of many modern deep neural architectures. They provide an efficient and effective way to utilize visual information selectively, which has shown to be…

Computer Vision and Pattern Recognition · Computer Science 2019-05-24 Siddhesh Khandelwal , Leonid Sigal

Time series forecasting presents a significant challenge, particularly when its accuracy relies on external data sources rather than solely on historical values. This issue is prevalent in the financial sector, where the future behavior of…

Machine Learning · Computer Science 2024-03-22 Hajar Emami , Xuan-Hong Dang , Yousaf Shah , Petros Zerfos

Multivariate time series forecasting (MTSF) seeks to model temporal dynamics among variables to predict future trends. Transformer-based models and large language models (LLMs) have shown promise due to their ability to capture long-range…

Machine Learning · Computer Science 2025-08-07 Abdul Monaf Chowdhury , Rabeya Akter , Safaeid Hossain Arib

The highly popular Transformer architecture, based on self-attention, is the foundation of large pretrained models such as BERT, that have become an enduring paradigm in NLP. While powerful, the computational resources and time required to…

Computation and Language · Computer Science 2021-08-31 Ran Tian , Joshua Maynez , Ankur P. Parikh

Recently, self-attention based models have achieved state-of-the-art performance in sequential recommendation task. Following the custom from language processing, most of these models rely on a simple positional embedding to exploit the…

Machine Learning · Computer Science 2020-08-24 Sung Min Cho , Eunhyeok Park , Sungjoo Yoo

The enhancement of spectrum efficiency and the realization of secure spectrum utilization are critically dependent on spectrum cognition. However, existing spectrum cognition methods often exhibit limited generalization and suboptimal…

Signal Processing · Electrical Eng. & Systems 2025-08-12 Chunyu Liu , Hao Zhang , Wei Wu , Fuhui Zhou , Qihui Wu , Derrick Wing Kwan Ng , Chan-Byoung Chae

The state-of-the-art speech enhancement has limited performance in speech estimation accuracy. Recently, in deep learning, the Transformer shows the potential to exploit the long-range dependency in speech by self-attention. Therefore, it…

Sound · Computer Science 2023-05-10 Yi Li , Yang Sun , Syed Mohsen Naqvi

Accurate trajectory prediction is vital for safe autonomous driving, yet existing approaches struggle to balance modeling power and computational efficiency. Attention-based architectures incur quadratic complexity with increasing agents,…

Computer Vision and Pattern Recognition · Computer Science 2026-03-03 Yizhou Huang , Gengze Jiang , Yihua Cheng , Kezhi Wang

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 probability prediction of multivariate time series is a notoriously challenging but practical task. On the one hand, the challenge is how to effectively capture the cross-series correlations between interacting time series, to achieve…

Machine Learning · Computer Science 2023-07-24 Shibo Feng , Chunyan Miao , Ke Xu , Jiaxiang Wu , Pengcheng Wu , Yang Zhang , Peilin Zhao