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Transformer models, which leverage architectural improvements like self-attention, perform remarkably well on Natural Language Processing (NLP) tasks. The self-attention mechanism is position agnostic. In order to capture positional…

Computation and Language · Computer Science 2021-09-28 Zhiheng Huang , Davis Liang , Peng Xu , Bing Xiang

Sequential self-attention models usually rely on additive positional embeddings, which inject positional information into item representations at the input. In the absence of positional signals, the attention block is…

Information Retrieval · Computer Science 2026-02-25 Timur Nabiev , Evgeny Frolov

Time series forecasting is a significant problem in many applications, e.g., financial predictions and business optimization. Modern datasets can have multiple correlated time series, which are often generated with global (shared)…

Machine Learning · Computer Science 2021-11-10 Ling Chen , Weiqi Chen , Binqing Wu , Youdong Zhang , Bo Wen , Chenghu Yang

Predictive learning uses a known state to generate a future state over a period of time. It is a challenging task to predict spatiotemporal sequence because the spatiotemporal sequence varies both in time and space. The mainstream method is…

Computer Vision and Pattern Recognition · Computer Science 2022-10-05 Haoyu Pan , Hao Wu , Tan Yang

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

In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen

Time series forecasting is important in many fields that require accurate predictions for decision-making. Patching techniques, commonly used and effective in time series modeling, help capture temporal dependencies by dividing the data…

Machine Learning · Computer Science 2026-02-03 Xiangfei Qiu , Xvyuan Liu , Tianen Shen , Xingjian Wu , Hanyin Cheng , Bin Yang , Jilin Hu

Diffusion models have recently emerged as powerful frameworks for generating high-quality images. While recent studies have explored their application to time series forecasting, these approaches face significant challenges in cross-modal…

Computer Vision and Pattern Recognition · Computer Science 2025-02-24 Weilin Ruan , Siru Zhong , Haomin Wen , Yuxuan Liang

Unsupervised anomaly detection of multivariate time series is a challenging task, given the requirements of deriving a compact detection criterion without accessing the anomaly points. The existing methods are mainly based on reconstruction…

Machine Learning · Computer Science 2026-05-26 Qingxiang Liu , Xiaoliang Luo , Chenghao Liu , Sheng Sun , Di Yao , Lvchun Wang , Wei Yu , Yuxuan Liang

Transformers have been actively studied for time-series forecasting in recent years. While often showing promising results in various scenarios, traditional Transformers are not designed to fully exploit the characteristics of time-series…

Machine Learning · Computer Science 2022-06-22 Gerald Woo , Chenghao Liu , Doyen Sahoo , Akshat Kumar , Steven Hoi

Transformers have achieved superior performances in many tasks in natural language processing and computer vision, which also triggered great interest in the time series community. Among multiple advantages of Transformers, the ability to…

Machine Learning · Computer Science 2023-05-15 Qingsong Wen , Tian Zhou , Chaoli Zhang , Weiqi Chen , Ziqing Ma , Junchi Yan , Liang Sun

While generative modeling on time series facilitates more capable and flexible probabilistic forecasting, existing generative time series models do not address the multi-dimensional properties of time series data well. The prevalent…

Machine Learning · Computer Science 2026-02-09 Haoran Zhang , Haixuan Liu , Yong Liu , Yunzhong Qiu , Yuxuan Wang , Jianmin Wang , Mingsheng Long

Deep learning has achieved remarkable success in modeling sequential data, including event sequences, temporal point processes, and irregular time series. Recently, transformers have largely replaced recurrent networks in these tasks.…

Machine Learning · Computer Science 2025-08-05 Ivan Karpukhin , Andrey Savchenko

Predictive business process monitoring focuses on predicting future characteristics of a running process using event logs. The foresight into process execution promises great potentials for efficient operations, better resource management,…

Machine Learning · Computer Science 2021-04-05 Zaharah A. Bukhsh , Aaqib Saeed , Remco M. Dijkman

Multivariate time series forecasting tasks are usually conducted in a channel-dependent (CD) way since it can incorporate more variable-relevant information. However, it may also involve a lot of irrelevant variables, and this even leads to…

Machine Learning · Computer Science 2024-05-15 Qinshuo Liu , Yanwen Fang , Pengtao Jiang , Guodong Li

The Transformer model has shown leading performance in time series forecasting. Nevertheless, in some complex scenarios, it tends to learn low-frequency features in the data and overlook high-frequency features, showing a frequency bias.…

Machine Learning · Computer Science 2024-07-04 Xihao Piao , Zheng Chen , Taichi Murayama , Yasuko Matsubara , Yasushi Sakurai

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

Time Delay Neural Networks (TDNNs) are widely used in both DNN-HMM based hybrid speech recognition systems and recent end-to-end systems. Nevertheless, the receptive fields of TDNNs are limited and fixed, which is not desirable for tasks…

Audio and Speech Processing · Electrical Eng. & Systems 2021-05-03 Keyu An , Yi Zhang , Zhijian Ou

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

Time series forecasting is an important problem, with many real world applications. Ensembles of deep neural networks have recently achieved impressive forecasting accuracy, but such large ensembles are impractical in many real world…

Machine Learning · Computer Science 2022-08-31 Espen Haugsdal , Erlend Aune , Massimiliano Ruocco