Related papers: CITRAS: Covariate-Informed Transformer for Time Se…

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Current Transformer methods for Multivariate Time-Series Forecasting (MTSF) are all based on the conventional attention mechanism. They involve sequence embedding and performing a linear projection of Q, K, and V, and then computing…

Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…

Recent advancements have underscored the impact of deep learning techniques on multivariate time series forecasting (MTSF). Generally, these techniques are bifurcated into two categories: Channel-independence and Channel-mixing approaches.…

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

We propose an adaptation to the training of Vision Transformers (ViTs) that allows for an explicit modeling of objects during the attention computation. This is achieved by adding a new branch to selected attention layers that computes an…

Modeling of longitudinal cohort data typically involves complex temporal dependencies between multiple variables. There, the transformer architecture, which has been highly successful in language and vision applications, allows us to…

Clustering high-dimensional multivariate spatiotemporal climate data is challenging due to complex temporal dependencies, evolving spatial interactions, and non-stationary dynamics. Conventional clustering methods, including recurrent and…

Multivariate time series long-term prediction, which aims to predict the change of data in a long time, can provide references for decision-making. Although transformer-based models have made progress in this field, they usually do not make…

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…

Time series forecasting has recently achieved significant progress with multi-scale models to address the heterogeneity between long and short range patterns. Despite their state-of-the-art performance, we identify two potential areas for…

Subsequence clustering of multivariate time series is a useful tool for discovering repeated patterns in temporal data. Once these patterns have been discovered, seemingly complicated datasets can be interpreted as a temporal sequence of…

Time series forecasting methods generally fall into two main categories: Channel Independent (CI) and Channel Dependent (CD) strategies. While CI overlooks important covariate relationships, CD captures all dependencies without distinction,…

Deep learning utilizing transformers has recently achieved a lot of success in many vital areas such as natural language processing, computer vision, anomaly detection, and recommendation systems, among many others. Among several merits of…

Time series forecasting presents significant challenges due to the complex temporal dependencies at multiple time scales. This paper introduces ScatterFusion, a novel framework that synergistically integrates scattering transforms with…

Since Transformer has found widespread use in NLP, the potential of Transformer in CV has been realized and has inspired many new approaches. However, the computation required for replacing word tokens with image patches for Transformer…

Various Transformer-based models have been proposed for time series forecasting. These models leverage the self-attention mechanism to capture long-term temporal or variate dependencies in sequences. Existing methods can be divided into two…

Time series forecasting remains a critical challenge across various domains, often complicated by high-dimensional data and long-term dependencies. This paper presents a novel transformer architecture for time series forecasting,…

Currently, iTransformer is one of the most popular and effective models for multivariate time series (MTS) forecasting. Thanks to its inverted framework, iTransformer effectively captures multivariate correlation. However, the inverted…

Generative models have gained significant attention in multivariate time series forecasting (MTS), particularly due to their ability to generate high-fidelity samples. Forecasting the probability distribution of multivariate time series is…