相关论文: Multi-head Temporal Attention-Augmented Bilinear N…

A variety of real-world applications rely on far future information to make decisions, thus calling for efficient and accurate long sequence multivariate time series forecasting. While recent attention-based forecasting models show strong…

This paper gives an overview on how to develop a dense and deep neural network for making a time series prediction. First, the history and cornerstones in Artificial Intelligence and Machine Learning will be presented. After a short…

Multi-head attention powers Transformer networks, the primary deep learning architecture behind the success of large language models (LLMs). Yet, the theoretical advantages of multi-head versus single-head attention, beyond mere parallel…

In-context learning with attention enables large neural networks to make context-specific predictions by selectively focusing on relevant examples. Here, we adapt this idea to supervised learning procedures such as lasso regression and…

Multivariate time series (MTS) classification is foundational to pervasive computing and financial analysis, yet existing multi-scale paradigms are often constrained by suboptimal representation fidelity. We identify two critical…

Deep neural networks, including recurrent networks, have been successfully applied to human activity recognition. Unfortunately, the final representation learned by recurrent networks might encode some noise (irrelevant signal components,…

Spiking neural networks (SNNs), inspired by the spiking behavior of biological neurons, provide a unique pathway for capturing the intricacies of temporal data. However, applying SNNs to time-series forecasting is challenging due to…

Long-term time series forecasting (LTSF) is hampered by the challenge of modeling complex dependencies that span multiple temporal scales and frequency resolutions. Existing methods, including Transformer and MLP-based models, often…

Multimodal time series (MTS) anomaly detection is crucial for maintaining the safety and stability of working devices (e.g., water treatment system and spacecraft), whose data are characterized by multivariate time series with diverse…

Deep neural network models have shown a great potential in accelerating the simulation of fluid dynamic systems. Once trained, these models can make inference within seconds, thus can be extremely efficient. However, they suffer from a…

In recent years, deep or reinforcement learning approaches have been applied to optimise investment portfolios through learning the spatial and temporal information under the dynamic financial market. Yet in most cases, the existing…

Neural networks inspired by differential equations have proliferated for the past several years. Neural ordinary differential equations (NODEs) and neural controlled differential equations (NCDEs) are two representative examples of them. In…

In this paper we develop a novel recommendation model that explicitly incorporates time information. The model relies on an embedding layer and TSL attention-like mechanism with inner products in different vector spaces, that can be thought…

In recent years, deep-learning-based approaches have been introduced to solving time-series forecasting-related problems. These novel methods have demonstrated impressive performance in univariate and low-dimensional multivariate…

Recently, deep neural networks have gained increasing popularity in the field of time series forecasting. A primary reason for their success is their ability to effectively capture complex temporal dynamics across multiple related time…

Sequence learning has attracted much research attention from the machine learning community in recent years. In many applications, a sequence learning task is usually associated with multiple temporally correlated auxiliary tasks, which are…

Attention mechanisms have been extensively employed in various applications, including time series modeling, owing to their capacity to capture intricate dependencies; however, their utility is often constrained by quadratic computational…

Neural attention has become central to many state-of-the-art models in natural language processing and related domains. Attention networks are an easy-to-train and effective method for softly simulating alignment; however, the approach does…

In this paper, we tackle the challenge of predicting stock movements in financial markets by introducing Higher Order Transformers, a novel architecture designed for processing multivariate time-series data. We extend the self-attention…

Accurately predicting stock repurchases is crucial for quantitative investment and risk management, yet traditional static models fail to capture the complex temporal dependencies of corporate financial conditions. This paper proposes a…