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Traffic flow forecasting is a crucial task in transportation management and planning. The main challenges for traffic flow forecasting are that (1) as the length of prediction time increases, the accuracy of prediction will decrease; (2)…
Effective stock price forecasting (estimating future prices) and prediction (estimating future price changes) are pivotal for investors, regulatory agencies, and policymakers. These tasks enable informed decision-making, risk management,…
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…
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…
Transformer plays an increasingly important role in various computer vision areas and remarkable achievements have also been made in point cloud analysis. Since they mainly focus on point-wise transformer, an adaptive channel encoding…
Transformer is the state-of-the-art model for many natural language processing, computer vision, and audio analysis problems. Transformer effectively combines information from the past input and output samples in auto-regressive manner so…
This paper leverages machine learning algorithms to forecast and analyze financial time series. The process begins with a denoising autoencoder to filter out random noise fluctuations from the main contract price data. Then, one-dimensional…
Predicting the behaviors of other agents on the road is critical for autonomous driving to ensure safety and efficiency. However, the challenging part is how to represent the social interactions between agents and output different possible…
Accurate forecasting of financial markets remains a long-standing challenge due to complex temporal and often latent dependencies, non-linear dynamics, and high volatility. Building on our earlier recurrent neural network framework, we…
Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…
Feature extraction from financial data is one of the most important problems in market prediction domain for which many approaches have been suggested. Among other modern tools, convolutional neural networks (CNN) have recently been applied…
Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…
Dynamic graph embedding has emerged as a very effective technique for addressing diverse temporal graph analytic tasks (i.e., link prediction, node classification, recommender systems, anomaly detection, and graph generation) in various…
There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…
Organizing and managing cryptocurrency portfolios and decision-making on transactions is crucial in this market. Optimal selection of assets is one of the main challenges that requires accurate prediction of the price of cryptocurrencies.…
We propose a new positional encoding method for a neural network architecture called the Transformer. Unlike the standard sinusoidal positional encoding, our approach is based on solid mathematical grounds and has a guarantee of not losing…
This study presents an innovative approach for predicting cryptocurrency time series, specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use of technical indicators, a Performer neural network, and…
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…
Graph embedding techniques, which learn low-dimensional representations of a graph, are achieving state-of-the-art performance in many graph mining tasks. Most existing embedding algorithms assign a single vector to each node, implicitly…
In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…