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We introduce the concept of multiple temporal perspectives, a novel approach applicable to Recurrent Neural Network (RNN) architectures for enhancing their understanding of sequential data. This method involves maintaining diverse temporal…

Machine Learning · Computer Science 2024-07-15 Razvan-Gabriel Dumitru , Darius Peteleaza , Mihai Surdeanu

Transformers for time series forecasting mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. We propose Pathformer, a multi-scale Transformer with…

Machine Learning · Computer Science 2024-09-17 Peng Chen , Yingying Zhang , Yunyao Cheng , Yang Shu , Yihang Wang , Qingsong Wen , Bin Yang , Chenjuan Guo

We propose an efficient design of Transformer-based models for multivariate time series forecasting and self-supervised representation learning. It is based on two key components: (i) segmentation of time series into subseries-level patches…

Machine Learning · Computer Science 2023-03-07 Yuqi Nie , Nam H. Nguyen , Phanwadee Sinthong , Jayant Kalagnanam

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

Nowadays, our mobility systems are evolving into the era of intelligent vehicles that aim to improve road safety. Due to their vulnerability, pedestrians are the users who will benefit the most from these developments. However, predicting…

Computer Vision and Pattern Recognition · Computer Science 2022-03-18 Lina Achaji , Thierno Barry , Thibault Fouqueray , Julien Moreau , Francois Aioun , Francois Charpillet

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

With the development of Internet of Things (IoT) systems, precise long-term forecasting method is requisite for decision makers to evaluate current statuses and formulate future policies. Currently, Transformer and MLP are two paradigms for…

Machine Learning · Computer Science 2023-12-12 Li Shen , Yuning Wei , Yangzhu Wang , Hongguang Li

We introduce a new way of learning to encode position information for non-recurrent models, such as Transformer models. Unlike RNN and LSTM, which contain inductive bias by loading the input tokens sequentially, non-recurrent models are…

Machine Learning · Computer Science 2020-03-23 Xuanqing Liu , Hsiang-Fu Yu , Inderjit Dhillon , Cho-Jui Hsieh

Multivariate long-term time series forecasting is of great application across many domains, such as energy consumption and weather forecasting. With the development of transformer-based methods, the performance of multivariate long-term…

Machine Learning · Computer Science 2023-05-29 Zheng Sun , Yi Wei , Wenxiao Jia , Long Yu

Extending the forecasting time is a critical demand for real applications, such as extreme weather early warning and long-term energy consumption planning. This paper studies the long-term forecasting problem of time series. Prior…

Machine Learning · Computer Science 2022-01-10 Haixu Wu , Jiehui Xu , Jianmin Wang , Mingsheng Long

Long-term time-series forecasting (LTTF) has become a pressing demand in many applications, such as wind power supply planning. Transformer models have been adopted to deliver high prediction capacity because of the high computational…

Machine Learning · Computer Science 2023-01-06 Yan Li , Xinjiang Lu , Haoyi Xiong , Jian Tang , Jiantao Su , Bo Jin , Dejing Dou

The growing interest in Temporal Graph Neural Networks (TGNNs) stems from their ability to model complex dynamics and deliver superior performance. However, TGNNs encounter fundamental challenges in capturing long-term dependencies and…

Machine Learning · Computer Science 2026-05-26 Hongjiang Chen , Pengfei Jiao , Ming Du , Xuan Guo , Zhidong Zhao , Di Jin , Xiao Liu

What sets timeseries analysis apart from other machine learning exercises is that time representation becomes a primary aspect of the experiment setup, as it must adequately represent the temporal relations that are relevant for the…

Machine Learning · Computer Science 2024-11-20 Natalia Koliou , Tatiana Boura , Stasinos Konstantopoulos , George Meramveliotakis , George Kosmadakis

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and…

Machine Learning · Computer Science 2025-01-14 Malcolm L. Wolff , Shenghao Yang , Kari Torkkola , Michael W. Mahoney

Sequence modeling faces challenges in capturing long-range dependencies across diverse tasks. Recent linear and transformer-based forecasters have shown superior performance in time series forecasting. However, they are constrained by their…

Machine Learning · Computer Science 2024-11-25 Bong Gyun Kang , Dongjun Lee , HyunGi Kim , DoHyun Chung , Sungroh Yoon

This study reports an unintuitive finding that positional encoding enhances learning of recurrent neural networks (RNNs). Positional encoding is a high-dimensional representation of time indices on input data. Most famously, positional…

Machine Learning · Computer Science 2024-11-28 Takashi Morita

We propose here an extended attention model for sequence-to-sequence recurrent neural networks (RNNs) designed to capture (pseudo-)periods in time series. This extended attention model can be deployed on top of any RNN and is shown to yield…

Machine Learning · Computer Science 2017-08-22 Yagmur G. Cinar , Hamid Mirisaee , Parantapa Goswami , Eric Gaussier , Ali Ait-Bachir , Vadim Strijov

Recent progress on parse tree encoder for sentence representation learning is notable. However, these works mainly encode tree structures recursively, which is not conducive to parallelization. On the other hand, these works rarely take…

Computation and Language · Computer Science 2022-05-10 Junhua Ma , Jiajun Li , Yuxuan Liu , Shangbo Zhou , Xue Li

Although the Transformer has been the dominant architecture for time series forecasting tasks in recent years, a fundamental challenge remains: the permutation-invariant self-attention mechanism within Transformers leads to a loss of…

Machine Learning · Computer Science 2024-10-15 Zeying Gong , Yujin Tang , Junwei Liang