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The task of multi-channel time series forecasting is ubiquitous in numerous fields such as finance, supply chain management, and energy planning. It is critical to effectively capture complex dynamic dependencies within and between channels…
Nonstationary time series forecasting suffers from the distribution shift issue due to the different distributions that produce the training and test data. Existing methods attempt to alleviate the dependence by, e.g., removing low-order…
In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…
Test-time training (TTT) with KV binding as sequence modeling layer is commonly interpreted as a form of online meta-learning that memorizes a key-value mapping at test time. However, our analysis reveals multiple phenomena that contradict…
Following the success of dot-product attention in Transformers, numerous approximations have been recently proposed to address its quadratic complexity with respect to the input length. While these variants are memory and compute efficient,…
Transformers have been actively studied for time-series forecasting in recent years. While often showing promising results in various scenarios, traditional Transformers are not designed to fully exploit the characteristics of time-series…
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…
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…
To date, most state-of-the-art sequence modeling architectures use attention to build generative models for language based tasks. Some of these models use all the available sequence tokens to generate an attention distribution which results…
Time series anomaly detection is critical for maintaining the reliability of mission-critical systems. While Transformer-based models like PatchTST have shown remarkable performance, their $\mathcal{O}(L^2)$ computational complexity…
Recent research has challenged the necessity of complex deep learning architectures for time series forecasting, demonstrating that simple linear models can often outperform sophisticated approaches. Building upon this insight, we introduce…
Modern multivariate time series forecasting primarily relies on two architectures: the Transformer with attention mechanism and Mamba. In natural language processing, an approach has been used that combines local window attention for…
Transformers excel at time series modelling through attention mechanisms that capture long-term temporal patterns. However, they assume uniform time intervals and therefore struggle with irregular time series. Neural Ordinary Differential…
With the growing adoption of time-series anomaly detection (TAD) technology, numerous studies have employed deep learning-based detectors to analyze time-series data in the fields of Internet services, industrial systems, and sensors. The…
The Transformer architecture, underpinned by the Multi-Head Attention (MHA) mechanism, has become the de facto standard for state-of-the-art models in artificial intelligence. However, the quadratic computational complexity of MHA with…
The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of…
Accurate univariate forecasting remains a pressing need in real-world systems, such as energy markets, hydrology, retail demand, and IoT monitoring, where signals are often intermittent and horizons span both short- and long-term. While…
This work is devoted to a comprehensive analysis of topological data analysis fortime series classification. Previous works have significant shortcomings, such aslack of large-scale benchmarking or missing state-of-the-art methods. In this…
While the Transformer architecture dominates many fields, its quadratic self-attention complexity hinders its use in large-scale applications. Linear attention offers an efficient alternative, but its direct application often degrades…
We introduce Performers, Transformer architectures which can estimate regular (softmax) full-rank-attention Transformers with provable accuracy, but using only linear (as opposed to quadratic) space and time complexity, without relying on…