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Short-term precipitation forecasting remains challenging due to the difficulty in capturing long-term spatiotemporal dependencies. Current deep learning methods fall short in establishing effective dependencies between conditions and…

Machine Learning · Computer Science 2024-10-18 ChaoRong Li , XuDong Ling , YiLan Xue , Wenjie Luo , LiHong Zhu , FengQing Qin , Yaodong Zhou , Yuanyuan Huang

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,…

Machine Learning · Computer Science 2025-03-25 Davide Villaboni , Alberto Castellini , Ivan Luciano Danesi , Alessandro Farinelli

Self-attention has recently been adopted for a wide range of sequence modeling problems. Despite its effectiveness, self-attention suffers from quadratic compute and memory requirements with respect to sequence length. Successful approaches…

Machine Learning · Computer Science 2020-10-27 Aurko Roy , Mohammad Saffar , Ashish Vaswani , David Grangier

Transformers based on the attention mechanism have achieved impressive success in various areas. However, the attention mechanism has a quadratic complexity, significantly impeding Transformers from dealing with numerous tokens and scaling…

Machine Learning · Computer Science 2022-06-17 Haixu Wu , Jialong Wu , Jiehui Xu , Jianmin Wang , Mingsheng Long

Transformers have demonstrated remarkable efficacy in forecasting time series data. However, their extensive dependence on self-attention mechanisms demands significant computational resources, thereby limiting their practical applicability…

Machine Learning · Computer Science 2024-06-26 Cat P. Le , Chris Cannella , Ali Hasan , Yuting Ng , Vahid Tarokh

The estimation of time-varying quantities is a fundamental component of decision making in fields such as healthcare and finance. However, the practical utility of such estimates is limited by how accurately they quantify predictive…

Machine Learning · Computer Science 2022-06-29 Alexandre Drouin , Étienne Marcotte , Nicolas Chapados

Transformer-based models have emerged as a leading architecture for natural language processing, natural language generation, and image generation tasks. A fundamental element of the transformer architecture is self-attention, which allows…

Machine Learning · Computer Science 2025-07-01 Venmugil Elango

Recency bias is a useful inductive prior for sequential modeling: it emphasizes nearby observations and can still allow longer-range dependencies. Standard Transformer attention lacks this property, relying on all-to-all interactions that…

Machine Learning · Computer Science 2026-04-23 Kareem Hegazy , Michael W. Mahoney , N. Benjamin Erichson

Recurrent Neural Networks were, until recently, one of the best ways to capture the timely dependencies in sequences. However, with the introduction of the Transformer, it has been proven that an architecture with only attention-mechanisms…

Machine Learning · Computer Science 2021-08-19 Radostin Cholakov , Todor Kolev

In recent years, Transformer-based models (Transformers) have achieved significant success in multivariate time series forecasting (MTSF). However, previous works focus on extracting features either from the time domain or the frequency…

Machine Learning · Computer Science 2024-11-22 Aobo Liang , Yan Sun , Nadra Guizani

Large transformer models have shown extraordinary success in achieving state-of-the-art results in many natural language processing applications. However, training and deploying these models can be prohibitively costly for long sequences,…

Machine Learning · Computer Science 2020-06-16 Sinong Wang , Belinda Z. Li , Madian Khabsa , Han Fang , Hao Ma

Transformer has shown great successes in natural language processing, computer vision, and audio processing. As one of its core components, the softmax attention helps to capture long-range dependencies yet prohibits its scale-up due to the…

Computation and Language · Computer Science 2022-02-18 Zhen Qin , Weixuan Sun , Hui Deng , Dongxu Li , Yunshen Wei , Baohong Lv , Junjie Yan , Lingpeng Kong , Yiran Zhong

Multivariate time series classification is a crucial task in data mining, attracting growing research interest due to its broad applications. While many existing methods focus on discovering discriminative patterns in time series,…

Machine Learning · Computer Science 2024-12-24 Wenjie Xi , Rundong Zuo , Alejandro Alvarez , Jie Zhang , Byron Choi , Jessica Lin

Time series forecasting is widely used in the fields of equipment life cycle forecasting, weather forecasting, traffic flow forecasting, and other fields. Recently, some scholars have tried to apply Transformer to time series forecasting…

Machine Learning · Computer Science 2022-02-24 Benhan Li , Shengdong Du , Tianrui Li

Attention mechanisms in deep neural networks have achieved excellent performance on sequence-prediction tasks. Here, we show that these recently-proposed attention-based mechanisms---in particular, the Transformer with its parallelizable…

Machine Learning · Computer Science 2019-07-10 Zhengxuan Wu , Xiyu Zhang , Tan Zhi-Xuan , Jamil Zaki , Desmond C. Ong

Although Transformer models such as Google's BERT and OpenAI's GPT-3 are successful in many natural language processing tasks, training and deploying these models are costly and inefficient.Even if pre-trained models are used, deploying…

Machine Learning · Computer Science 2021-01-26 Madhusudan Verma

Recently, Transformer-based models for long sequence time series forecasting have demonstrated promising results. The self-attention mechanism as the core component of these Transformer-based models exhibits great potential in capturing…

Machine Learning · Computer Science 2024-12-17 Zhicheng Zhang , Yong Wang , Shaoqi Tan , Bowei Xia , Yujie Luo

In this paper, we tackle the challenge of predicting stock movements in financial markets by introducing Higher Order Transformers, a novel architecture designed for processing multivariate time-series data. We extend the self-attention…

Machine Learning · Computer Science 2024-12-17 Soroush Omranpour , Guillaume Rabusseau , Reihaneh Rabbany

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…

Machine Learning · Computer Science 2022-01-10 Haixu Wu , Jiehui Xu , Jianmin Wang , Mingsheng Long

Time series forecasting is an important problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. In this paper, we propose to tackle such forecasting problem with…

Machine Learning · Computer Science 2020-01-06 Shiyang Li , Xiaoyong Jin , Yao Xuan , Xiyou Zhou , Wenhu Chen , Yu-Xiang Wang , Xifeng Yan