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This paper introduces an enhanced RWKV architecture with adaptive temporal gating mechanisms for improved long-context language modeling. We propose two principal innovations: (1) a position-aware convolutional shift operator that captures…

Computation and Language · Computer Science 2025-02-25 Xinghan Pan

We propose Lite-STGNN, a lightweight spatial-temporal graph neural network for long-term multivariate forecasting that integrates decomposition-based temporal modeling with learnable sparse graph structure. The temporal module applies…

Machine Learning · Computer Science 2025-12-22 Henok Tenaw Moges , Deshendran Moodley

Time series prediction is crucial for understanding and forecasting complex dynamics in various domains, ranging from finance and economics to climate and healthcare. Based on Transformer architecture, one approach involves encoding…

Machine Learning · Computer Science 2024-05-24 Xin Cheng , Xiuying Chen , Shuqi Li , Di Luo , Xun Wang , Dongyan Zhao , Rui Yan

Applying machine learning models to meteorological data brings many opportunities to the Geosciences field, such as predicting future weather conditions more accurately. In recent years, modeling meteorological data with deep neural…

Machine Learning · Computer Science 2020-11-11 Rafaela Castro , Yania M. Souto , Eduardo Ogasawara , Fabio Porto , Eduardo Bezerra

In this paper, we find that ubiquitous time series (TS) forecasting models are prone to severe overfitting. To cope with this problem, we embrace a de-redundancy approach to progressively reinstate the intrinsic values of TS for future…

Machine Learning · Computer Science 2024-06-18 Daojun Liang , Haixia Zhang , Dongfeng Yuan , Bingzheng Zhang , Minggao Zhang

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…

Machine Learning · Computer Science 2024-02-09 Linfeng Du , Ji Xin , Alex Labach , Saba Zuberi , Maksims Volkovs , Rahul G. Krishnan

The development of robust generative models for highly varied non-stationary time series data is a complex yet important problem. Traditional models for time series data prediction, such as Long Short-Term Memory (LSTM), are inefficient and…

Machine Learning · Computer Science 2024-11-18 Anton Johansson , Arunselvan Ramaswamy

Spatial and time-dependent data is of interest in many applications. This task is difficult due to its complex spatial dependency, long-range temporal dependency, data non-stationarity, and data heterogeneity. To address these challenges,…

Machine Learning · Computer Science 2021-01-11 Yang Li , José M. F. Moura

Models with random effects, such as generalised linear mixed models (GLMMs), are often used for analysing clustered data. Parameter inference with these models is difficult because of the presence of cluster-specific random effects, which…

Computation · Statistics 2024-04-19 Bao Anh Vu , David Gunawan , Andrew Zammit-Mangion

Multivariate time series analysis is an important problem in data mining because of its widespread applications. With the increase of time series data available for training, implementing deep neural networks in the field of time series…

Machine Learning · Computer Science 2020-09-25 Chao Yang , Mingxing Jiang , Zhongwen Guo , Yuan Liu

Spatio-temporal forecasting in various domains, like traffic prediction and weather forecasting, is a challenging endeavor, primarily due to the difficulties in modeling propagation dynamics and capturing high-dimensional interactions among…

Machine Learning · Computer Science 2024-05-29 Xiaobei Zou , Luolin Xiong , Yang Tang , Jürgen Kurths

In recent times, Large Language Models (LLMs) have captured a global spotlight and revolutionized the field of Natural Language Processing. One of the factors attributed to the effectiveness of LLMs is the model architecture used for…

Machine Learning · Computer Science 2023-08-31 Oluwaseyi Ogunfowora , Homayoun Najjaran

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…

Machine Learning · Computer Science 2020-05-26 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Xiaojun Chang , Chengqi Zhang

This paper compares recurrent neural networks (RNNs) with different types of gated cells for forecasting time series with multiple seasonality. The cells we compare include classical long short term memory (LSTM), gated recurrent unit…

Machine Learning · Computer Science 2022-03-18 Grzegorz Dudek , Slawek Smyl , Paweł Pełka

With the rapid development of artificial intelligence, long short term memory (LSTM), one kind of recurrent neural network (RNN), has been widely applied in time series prediction. Like RNN, Transformer is designed to handle the sequential…

Trading and Market Microstructure · Quantitative Finance 2023-09-21 Paul Bilokon , Yitao Qiu

Among various branches of offline reinforcement learning (RL) methods, goal-conditioned supervised learning (GCSL) has gained increasing popularity as it formulates the offline RL problem as a sequential modeling task, therefore bypassing…

Machine Learning · Computer Science 2024-12-17 Guan Wang , Haoyi Niu , Jianxiong Li , Li Jiang , Jianming Hu , Xianyuan Zhan

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

In recent years, transformer-based models have gained prominence in multivariate long-term time series forecasting (LTSF), demonstrating significant advancements despite facing challenges such as high computational demands, difficulty in…

Machine Learning · Computer Science 2024-08-13 Musleh Alharthi , Ausif Mahmood

Accurate traffic flow forecasting is a crucial research topic in transportation management. However, it is a challenging problem due to rapidly changing traffic conditions, high nonlinearity of traffic flow, and complex spatial and temporal…

Machine Learning · Computer Science 2024-06-06 Sanghyun Lee , Chanyoung Park

Large Language Models (LLMs) and Foundation Models (FMs) have recently become prevalent for time series forecasting tasks. While fine-tuning LLMs enables domain adaptation, they often struggle to generalize across diverse and unseen…