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Vector autoregressive (VAR) models assume linearity between the endogenous variables and their lags. This assumption might be overly restrictive and could have a deleterious impact on forecasting accuracy. As a solution, we propose…

Econometrics · Economics 2021-03-10 Florian Huber , Luca Rossini

Multivariate time series forecasting involves predicting future values based on historical observations. However, existing approaches primarily rely on predefined single-scale patches or lack effective mechanisms for multi-scale feature…

Machine Learning · Computer Science 2025-09-24 Huanyao Zhang , Jiaye Lin , Wentao Zhang , Haitao Yuan , Guoliang Li

One of the key factors in language productivity and human cognition is the ability of systematic compositionality, which refers to understanding composed unseen examples of seen primitives. However, recent evidence reveals that the…

Computation and Language · Computer Science 2023-12-13 Chen Huang , Peixin Qin , Wenqiang Lei , Jiancheng Lv

Transformers have shown great power in time series forecasting due to their global-range modeling ability. However, their performance can degenerate terribly on non-stationary real-world data in which the joint distribution changes over…

Machine Learning · Computer Science 2023-11-27 Yong Liu , Haixu Wu , Jianmin Wang , Mingsheng Long

Bearing fault detection is a critical task in predictive maintenance, where accurate and timely fault identification can prevent costly downtime and equipment damage. Traditional attention mechanisms in Transformer neural networks often…

Machine Learning · Computer Science 2024-12-17 Marzieh Mirzaeibonehkhater , Mohammad Ali Labbaf-Khaniki , Mohammad Manthouri

Accurate and reliable energy time series prediction is of great significance for power generation planning and allocation. At present, deep learning time series prediction has become the mainstream method. However, the multi-scale time…

Machine Learning · Computer Science 2025-08-08 Wei Li , Zixin Wang , Qizheng Sun , Qixiang Gao , Fenglei Yang

Learning a good distance measure for distance-based classification in time series leads to significant performance improvement in many tasks. Specifically, it is critical to effectively deal with variations and temporal dependencies in time…

Machine Learning · Computer Science 2019-10-24 Dongmin Park , Susik Yoon , Hwanjun Song , Jae-Gil Lee

Conformal prediction provides machine learning models with prediction sets that offer theoretical guarantees, but the underlying assumption of exchangeability limits its applicability to time series data. Furthermore, existing approaches…

Machine Learning · Statistics 2025-05-30 Eshant English , Eliot Wong-Toi , Matteo Fontana , Stephan Mandt , Padhraic Smyth , Christoph Lippert

Optical and radar satellite time series are synergetic: optical images contain rich spectral information, while C-band radar captures useful geometrical information and is immune to cloud cover. Motivated by the recent success of temporal…

Computer Vision and Pattern Recognition · Computer Science 2021-12-15 Vivien Sainte Fare Garnot , Loic Landrieu , Nesrine Chehata

Traffic flow prediction plays a critical role in the intelligent transportation system, and it is also a challenging task because of the underlying complex Spatio-temporal patterns and heterogeneities evolving across time. However, most…

Artificial Intelligence · Computer Science 2024-12-24 Jiyao Wang , Zehua Peng , Yijia Zhang , Dengbo He , Lei Chen

The computational demands of self-attention mechanisms pose a critical challenge for transformer-based video generation, particularly in synthesizing ultra-long sequences. Current approaches, such as factorized attention and fixed sparse…

Computer Vision and Pattern Recognition · Computer Science 2025-08-19 Qirui Li , Guangcong Zheng , Qi Zhao , Jie Li , Bin Dong , Yiwu Yao , Xi Li

Non-hierarchical sparse attention Transformer-based models, such as Longformer and Big Bird, are popular approaches to working with long documents. There are clear benefits to these approaches compared to the original Transformer in terms…

Computation and Language · Computer Science 2022-10-12 Ilias Chalkidis , Xiang Dai , Manos Fergadiotis , Prodromos Malakasiotis , Desmond Elliott

Detecting anomalies in time-series data is critical in domains such as industrial operations, finance, and cybersecurity, where early identification of abnormal patterns is essential for ensuring system reliability and enabling preventive…

Machine Learning · Computer Science 2026-02-20 Hyeongwon Kang , Jinwoo Park , Seunghun Han , Pilsung Kang

Event cameras deliver visual information characterized by a high dynamic range and high temporal resolution, offering significant advantages in estimating optical flow for complex lighting conditions and fast-moving objects. Current…

Computer Vision and Pattern Recognition · Computer Science 2025-11-18 Gangwei Xu , Haotong Lin , Zhaoxing Zhang , Hongcheng Luo , Haiyang Sun , Xin Yang

Most existing forecasting systems are memory-based methods, which attempt to mimic human forecasting ability by employing various memory mechanisms and have progressed in temporal modeling for memory dependency. Nevertheless, an obvious…

Computer Vision and Pattern Recognition · Computer Science 2023-08-16 Jiahao Wang , Guo Chen , Yifei Huang , Limin Wang , Tong Lu

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

Time series forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

Machine Learning · Computer Science 2021-01-26 Zekai Chen , Jiaze E , Xiao Zhang , Hao Sheng , Xiuzheng Cheng

The success of self-attention lies in its ability to capture long-range dependencies and enhance context understanding, but it is limited by its computational complexity and challenges in handling sequential data with inherent…

Computation and Language · Computer Science 2025-05-05 Md Kowsher , Nusrat Jahan Prottasha , Chun-Nam Yu , Ozlem Ozmen Garibay , Niloofar Yousefi

Transformer-based models have gained large popularity and demonstrated promising results in long-term time-series forecasting in recent years. In addition to learning attention in time domain, recent works also explore learning attention in…

Traffic time series forecasting is challenging due to complex spatio-temporal dynamics time series from different locations often have distinct patterns; and for the same time series, patterns may vary across time, where, for example, there…

Machine Learning · Computer Science 2022-04-06 Razvan-Gabriel Cirstea , Bin Yang , Chenjuan Guo , Tung Kieu , Shirui Pan