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The paper develops a Transformer architecture for estimating dynamic factors from multivariate time series data under flexible identification assumptions. Performance on small datasets is improved substantially by using a conventional…

Econometrics · Economics 2026-01-21 Oliver Snellman

The aim of multi-agent reinforcement learning systems is to provide interacting agents with the ability to collaboratively learn and adapt to the behavior of other agents. In many real-world applications, the agents can only acquire a…

Artificial Intelligence · Computer Science 2019-10-10 Mingyang Geng , Kele Xu , Yiying Li , Shuqi Liu , Bo Ding , Huaimin Wang

Multi-variate time series (MTS) forecasting is crucial for various applications. Existing methods have shown promising results owing to their strong ability to capture intra- and inter-variate dependencies. However, these methods often…

Machine Learning · Computer Science 2025-09-05 Binqing Wu , Zongjiang Shang , Jianlong Huang , Ling Chen

Retrieval-Augmented Generation (RAG) utilizes external knowledge to augment Large Language Models' (LLMs) reliability. For flexibility, agentic RAG employs autonomous, multi-round retrieval and reasoning to resolve queries. Although recent…

Information Retrieval · Computer Science 2025-11-10 Chao Zhang , Yuhao Wang , Derong Xu , Haoxin Zhang , Yuanjie Lyu , Yuhao Chen , Shuochen Liu , Tong Xu , Xiangyu Zhao , Yan Gao , Yao Hu , Enhong Chen

The success of AI assistants based on language models (LLMs) hinges crucially on Reinforcement Learning from Human Feedback (RLHF), which enables the generation of responses more aligned with human preferences. As universal AI assistants,…

Machine Learning · Computer Science 2023-12-27 Rui Zheng , Wei Shen , Yuan Hua , Wenbin Lai , Shihan Dou , Yuhao Zhou , Zhiheng Xi , Xiao Wang , Haoran Huang , Tao Gui , Qi Zhang , Xuanjing Huang

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

Tokenization and transfer learning are two critical components in building state of the art time series foundation models for forecasting. In this work, we systematically study the effect of tokenizer design, specifically scaling and…

Machine Learning · Computer Science 2025-11-18 Alexis Roger , Gwen Legate , Kashif Rasul , Yuriy Nevmyvaka , Irina Rish

Notifications are an important communication channel for delivering timely and relevant information. Optimizing their delivery involves addressing complex sequential decision-making challenges under constraints such as message utility and…

Learning formulas in Linear Temporal Logic (LTLf) from finite traces is a fundamental research problem which has found applications in artificial intelligence, software engineering, programming languages, formal methods, control of…

Artificial Intelligence · Computer Science 2026-01-14 Gabriel Bathie , Nathanaël Fijalkow , Théo Matricon , Baptiste Mouillon , Pierre Vandenhove

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

Although a variety of methods have been proposed for sequential recommendation, it is still far from being well solved partly due to two challenges. First, the existing methods often lack the simultaneous consideration of the global…

Information Retrieval · Computer Science 2022-08-10 Lihua Chen , Ning Yang , Philip S Yu

Transformers have gained attention in atmospheric time series forecasting (ATSF) for their ability to capture global spatial-temporal correlations. However, their complex architectures lead to excessive parameter counts and extended…

Machine Learning · Computer Science 2025-09-25 Yisong Fu , Fei Wang , Zezhi Shao , Boyu Diao , Lin Wu , Zhulin An , Chengqing Yu , Yujie Li , Yongjun Xu

AI systems are notorious for their fragility; minor input changes can potentially cause major output swings. When such systems are deployed in critical areas like finance, the consequences of their uncertain behavior could be severe. In…

Machine Learning · Computer Science 2024-06-21 Kausik Lakkaraju , Rachneet Kaur , Zhen Zeng , Parisa Zehtabi , Sunandita Patra , Biplav Srivastava , Marco Valtorta

This paper investigates the limitations of transformers for entity-tracking tasks in large language models. We identify a theoretical constraint, showing that transformers require at least $\log_2 (n+1)$ layers to handle entity tracking…

Machine Learning · Computer Science 2024-12-12 Erwan Fagnou , Paul Caillon , Blaise Delattre , Alexandre Allauzen

This paper introduces temporal-conditioned normalizing flows (tcNF), a novel framework that addresses anomaly detection in time series data with accurate modeling of temporal dependencies and uncertainty. By conditioning normalizing flows…

Machine Learning · Computer Science 2026-03-11 David Baumgartner , Helge Langseth , Kenth Engø-Monsen , Heri Ramampiaro

Time-series forecasting plays an important role in many real-world scenarios, such as equipment life cycle forecasting, weather forecasting, and traffic flow forecasting. It can be observed from recent research that a variety of…

Machine Learning · Computer Science 2022-06-14 Benhan Li , Shengdong Du , Tianrui Li , Jie Hu , Zhen Jia

Reinforcement learning (RL) algorithms face two distinct challenges: learning effective representations of past and present observations, and determining how actions influence future returns. Both challenges involve modeling long-term…

Machine Learning · Computer Science 2023-11-06 Tianwei Ni , Michel Ma , Benjamin Eysenbach , Pierre-Luc Bacon

Existing data-driven methods rely on the extraction of static features from time series to approximate the material removal rate (MRR) of semiconductor manufacturing processes such as chemical mechanical polishing (CMP). However, this leads…

Machine Learning · Computer Science 2025-12-08 Jonathan Adam Rico , Nagarajan Raghavan , Senthilnath Jayavelu

Long-term time series forecasting (LTSF) involves predicting a large number of future values of a time series based on the past values. This is an essential task in a wide range of domains including weather forecasting, stock market…

Quantum Physics · Physics 2025-03-19 Hari Hara Suthan Chittoor , Paul Robert Griffin , Ariel Neufeld , Jayne Thompson , Mile Gu

The self-attention module is a key component of Transformer-based models, wherein each token pays attention to every other token. Recent studies have shown that these heads exhibit syntactic, semantic, or local behaviour. Some studies have…

Computation and Language · Computer Science 2020-08-14 Madhura Pande , Aakriti Budhraja , Preksha Nema , Pratyush Kumar , Mitesh M. Khapra