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We consider change-point latent factor models for high-dimensional time series, where a structural break may exist in the underlying factor structure. In particular, we propose consistent estimators for factor loading spaces before and…

Methodology · Statistics 2019-07-24 Xialu Liu , Ting Zhang

In vision-based action recognition, spatio-temporal features from different modalities are used for recognizing activities. Temporal modeling is a long challenge of action recognition. However, there are limited methods such as pre-computed…

Computer Vision and Pattern Recognition · Computer Science 2023-02-06 Elham Shabaninia , Hossein Nezamabadi-pour , Fatemeh Shafizadegan

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

General Economics · Economics 2025-04-29 Tiantian Tu

Transformer-based models have been achieving state-of-the-art results in several fields of Natural Language Processing. However, its direct application to speech tasks is not trivial. The nature of this sequences carries problems such as…

Computation and Language · Computer Science 2022-05-17 Gerard Sant , Gerard I. Gállego , Belen Alastruey , Marta R. Costa-Jussà

Passenger demand forecasting helps optimize vehicle scheduling, thereby improving urban efficiency. Recently, attention-based methods have been used to adequately capture the dynamic nature of spatio-temporal data. However, existing methods…

Artificial Intelligence · Computer Science 2025-06-06 Haichen Wang , Liu Yang , Xinyuan Zhang , Haomin Yu , Ming Li , Jilin Hu

Transformer architecture has become ubiquitous in the natural language processing field. To interpret the Transformer-based models, their attention patterns have been extensively analyzed. However, the Transformer architecture is not only…

Computation and Language · Computer Science 2021-09-16 Goro Kobayashi , Tatsuki Kuribayashi , Sho Yokoi , Kentaro Inui

Transformer-based models have become state-of-the-art tools in various machine learning tasks, including time series classification, yet their complexity makes understanding their internal decision-making challenging. Existing…

Machine Learning · Computer Science 2025-11-27 Matīss Kalnāre , Sofoklis Kitharidis , Thomas Bäck , Niki van Stein

The growing interest in Temporal Graph Neural Networks (TGNNs) stems from their ability to model complex dynamics and deliver superior performance. However, TGNNs encounter fundamental challenges in capturing long-term dependencies and…

Machine Learning · Computer Science 2026-05-26 Hongjiang Chen , Pengfei Jiao , Ming Du , Xuan Guo , Zhidong Zhao , Di Jin , Xiao Liu

Multivariate time series long-term prediction, which aims to predict the change of data in a long time, can provide references for decision-making. Although transformer-based models have made progress in this field, they usually do not make…

Machine Learning · Computer Science 2023-08-08 Chengqing Yu , Fei Wang , Zezhi Shao , Tao Sun , Lin Wu , Yongjun Xu

Transformers have emerged as a powerful neural network architecture capable of tackling a wide range of learning tasks. In this work, we provide a theoretical analysis of their ability to automatically extract structure from data in an…

Machine Learning · Statistics 2025-10-29 Rodrigo Maulen-Soto , Pierre Marion , Claire Boyer

Transformers have achieved remarkable performance in multivariate time series(MTS) forecasting due to their capability to capture long-term dependencies. However, the canonical attention mechanism has two key limitations: (1) its quadratic…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

Transformer models have achieved remarkable results in a wide range of applications. However, their scalability is hampered by the quadratic time and memory complexity of the self-attention mechanism concerning the sequence length. This…

Machine Learning · Computer Science 2024-02-27 Yury Nahshan , Joseph Kampeas , Emir Haleva

Predictive process monitoring aims to support the execution of a process during runtime with various predictions about the further evolution of a process instance. In the last years a plethora of deep learning architectures have been…

Machine Learning · Computer Science 2024-08-15 Martin Käppel , Lars Ackermann , Stefan Jablonski , Simon Härtl

Transformer-based methods have shown great potential in long-term time series forecasting. However, most of these methods adopt the standard point-wise self-attention mechanism, which not only becomes intractable for long-term forecasting…

Machine Learning · Computer Science 2022-02-24 Dazhao Du , Bing Su , Zhewei Wei

This paper introduces a couple of new time-frequency transforms, designed to adapt their scale to specific features of the analyzed function. Such an adaptation is implemented via so-called focus functions, which control the window scale as…

Classical Analysis and ODEs · Mathematics 2024-06-19 Pierre Warion , Bruno Torrésani

Recently, there has been a surge of Transformer-based solutions for the long-term time series forecasting (LTSF) task. Despite the growing performance over the past few years, we question the validity of this line of research in this work.…

Artificial Intelligence · Computer Science 2022-08-18 Ailing Zeng , Muxi Chen , Lei Zhang , Qiang Xu

Time series analysis faces significant challenges in handling variable-length data and achieving robust generalization. While Transformer-based models have advanced time series tasks, they often struggle with feature redundancy and limited…

Machine Learning · Computer Science 2025-09-23 Kai Zhang , Siming Sun , Zhengyu Fan , Qinmin Yang , Xuejun Jiang

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

Transformer architecture has widespread applications, particularly in Natural Language Processing and computer vision. Recently Transformers have been employed in various aspects of time-series analysis. This tutorial provides an overview…

Machine Learning · Computer Science 2023-07-27 Sabeen Ahmed , Ian E. Nielsen , Aakash Tripathi , Shamoon Siddiqui , Ghulam Rasool , Ravi P. Ramachandran

Deep learning models for tabular data typically do not allow for imposing a graph of external dependencies between samples, which can be useful for accounting for relatedness in tasks such as treatment effect estimation. Graph neural…

Machine Learning · Computer Science 2025-12-09 Andrei V. Konstantinov , Valerii A. Zuev , Lev V. Utkin