Related papers: A temporal scale transformer framework for precise…
Irregular multivariate time series forecasting (IMTSF) is challenging due to non-uniform sampling and variable asynchronicity. These irregularities violate the equidistant assumptions of standard models, hindering local temporal modeling…
Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually…
Recent work has shown that either (1) increasing the input length or (2) increasing model size can improve the performance of Transformer-based neural models. In this paper, we present a new model, called LongT5, with which we explore the…
Many real-world applications require the prediction of long sequence time-series, such as electricity consumption planning. Long sequence time-series forecasting (LSTF) demands a high prediction capacity of the model, which is the ability…
Traffic flow forecasting is challenging due to the intricate spatio-temporal correlations in traffic flow data. Existing Transformer-based methods usually treat traffic flow forecasting as multivariate time series (MTS) forecasting.…
Periodicity is a fundamental characteristic of time series data and has long played a central role in forecasting. Recent deep learning methods strengthen the exploitation of periodicity by treating patches as basic tokens, thereby…
Traditional vision-based autonomous driving systems often face difficulties in navigating complex environments when relying solely on single-image inputs. To overcome this limitation, incorporating temporal data such as past image frames or…
Transformer-based time series forecasting has recently gained strong interest due to the ability of transformers to model sequential data. Most of the state-of-the-art architectures exploit either temporal or inter-channel dependencies,…
Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…
In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications. The crucial challenge of long-term MTS…
In the realm of time series forecasting (TSF), it is imperative for models to adeptly discern and distill hidden patterns within historical time series data to forecast future states. Transformer-based models exhibit formidable efficacy in…
Compared with the vanilla transformer, the window-based transformer offers a better trade-off between accuracy and efficiency. Although the window-based transformer has made great progress, its long-range modeling capabilities are limited…
Time series forecasting is essential for a wide range of real-world applications. Recent studies have shown the superiority of Transformer in dealing with such problems, especially long sequence time series input(LSTI) and long sequence…
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…
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…
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…
Recent advancements in foundation models for tabular data, such as TabPFN, demonstrated that pretrained Transformer architectures can approximate Bayesian inference with high predictive performance. However, Transformers suffer from…
Sufficiently modeling the correlations among variables (aka channels) is crucial for achieving accurate multivariate time series forecasting (MTSF). In this paper, we propose a novel technique called Temporal Query (TQ) to more effectively…
To analyze multivariate time series, most previous methods assume regular subsampling of time series, where the interval between adjacent measurements and the number of samples remain unchanged. Practically, data collection systems could…
Time series data is ubiquitous in research as well as in a wide variety of industrial applications. Effectively analyzing the available historical data and providing insights into the far future allows us to make effective decisions. Recent…