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Time series forecasting presents a significant challenge, particularly when its accuracy relies on external data sources rather than solely on historical values. This issue is prevalent in the financial sector, where the future behavior of…

Machine Learning · Computer Science 2024-03-22 Hajar Emami , Xuan-Hong Dang , Yousaf Shah , Petros Zerfos

Multivariate time series (MTS) forecasting is vital across various domains but remains challenging due to the need to simultaneously model temporal and inter-variate dependencies. Existing channel-dependent models, where Transformer-based…

Machine Learning · Computer Science 2025-02-03 Junwoo Ha , Hyukjae Kwon , Sungsoo Kim , Kisu Lee , Seungjae Park , Ha Young Kim

This paper introduces FANTF (Fuzzy Attention Network-Based Transformers), a novel approach that integrates fuzzy logic with existing transformer architectures to advance time series forecasting, classification, and anomaly detection tasks.…

Machine Learning · Computer Science 2025-04-02 Sanjay Chakraborty , Fredrik Heintz

As a branch of time series forecasting, stock movement forecasting is one of the challenging problems for investors and researchers. Since Transformer was introduced to analyze financial data, many researchers have dedicated themselves to…

Statistical Finance · Quantitative Finance 2024-04-12 Chufeng Li , Jianyong Chen

We propose a novel framework, Continuous_Time Attention, which infuses partial differential equations (PDEs) into the Transformer's attention mechanism to address the challenges of extremely long input sequences. Instead of relying solely…

Machine Learning · Computer Science 2025-12-30 Yukun Zhang , Xueqing Zhou

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng

In the context of increasing demands for long-term multi-energy load forecasting in real-world applications, this paper introduces Patchformer, a novel model that integrates patch embedding with encoder-decoder Transformer-based…

Machine Learning · Computer Science 2024-04-17 Qiuyi Hong , Fanlin Meng , Felipe Maldonado

Full Waveform Inversion (FWI) is a powerful technique for estimating high-resolution subsurface velocity models by minimizing the discrepancy between modeled and observed seismic data. However, the oscillatory nature of seismic waveforms…

Reliable weather forecasting is of great importance in science, business, and society. The best performing data-driven models for weather prediction tasks rely on recurrent or convolutional neural networks, where some of which incorporate…

Machine Learning · Computer Science 2022-02-23 Onur Bilgin , Paweł Mąka , Thomas Vergutz , Siamak Mehrkanoon

The proliferation and ubiquity of temporal data across many disciplines has sparked interest for similarity, classification and clustering methods specifically designed to handle time series data. A core issue when dealing with time series…

Machine Learning · Computer Science 2023-09-26 Iñigo Martinez

Most time series observed in practice exhibit time-varying trend (first-order) and autocovariance (second-order) behaviour. Differencing is a commonly-used technique to remove the trend in such series, in order to estimate the time-varying…

Methodology · Statistics 2022-09-07 Euan T. McGonigle , Rebecca Killick , Matthew A. Nunes

Accurate energy time-series forecasting is crucial for ensuring grid stability and promoting the integration of renewable energy, yet it faces significant challenges from complex temporal dependencies and the heterogeneity of multi-source…

Machine Learning · Computer Science 2026-01-13 Mingnan Zhu , Qixuan Zhang , Yixuan Cheng , Fangzhou Gu , Shiming Lin

Learning profitable intraday trading policies from financial time series is challenging due to heavy noise, non-stationarity, and strong cross-sectional dependence among related assets. We propose \emph{WaveLSFormer}, a learnable…

Machine Learning · Computer Science 2026-03-13 Shuozhe Li , Du Cheng , Leqi Liu

Traffic flow forecasting is essential and challenging to intelligent city management and public safety. Recent studies have shown the potential of convolution-free Transformer approach to extract the dynamic dependencies among complex…

Physics and Society · Physics 2021-11-08 Xiao Yan , Xianghua Gan , Jingjing Tang , Rui Wang

Accurate wind power forecasting can help formulate scientific dispatch plans, which is of great significance for maintaining the safety, stability, and efficient operation of the power system. In recent years, wind power forecasting methods…

Machine Learning · Computer Science 2025-05-05 Yajuan Zhang , Jiahai Jiang , Yule Yan , Liang Yang , Ping Zhang

The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time…

Machine Learning · Computer Science 2023-02-08 Amin Shabani , Amir Abdi , Lili Meng , Tristan Sylvain

We revisit the use of spectral techniques to replaces the attention mechanism in Transformers through Fourier Transform based token mixing, and present a comprehensive and novel reformulation of this technique in next generation transformer…

Computation and Language · Computer Science 2025-04-24 Andrew Kiruluta , Andreas Lemos , Eric Lundy

As Transformer-based models have achieved impressive performance on various time series tasks, Long-Term Series Forecasting (LTSF) tasks have also received extensive attention in recent years. However, due to the inherent computational…

Machine Learning · Computer Science 2024-02-06 Daojun Liang , Haixia Zhang , Dongfeng Yuan , Xiaoyan Ma , Dongyang Li , Minggao Zhang

In this paper, we propose an encoder-decoder neural architecture (called Channelformer) to achieve improved channel estimation for orthogonal frequency-division multiplexing (OFDM) waveforms in downlink scenarios. The self-attention…

Signal Processing · Electrical Eng. & Systems 2023-02-10 Dianxin Luan , John Thompson

In the domain of multivariate time series analysis, the concept of channel independence has been increasingly adopted, demonstrating excellent performance due to its ability to eliminate noise and the influence of irrelevant variables.…

Machine Learning · Computer Science 2024-12-18 Haoxin Wang , Yipeng Mo , Kunlan Xiang , Nan Yin , Honghe Dai , Bixiong Li , Songhai Fan , Site Mo