相关论文: Triformer: Triangular, Variable-Specific Attention…

Accurate forecasting of multivariate time series remains challenging due to the need to capture both short-term fluctuations and long-range temporal dependencies. Transformer-based models have emerged as a powerful approach, but their…

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…

The self-attention mechanism in Transformer architecture, invariant to sequence order, necessitates positional embeddings to encode temporal order in time series prediction. We argue that this reliance on positional embeddings restricts the…

The analysis of long sequence data remains challenging in many real-world applications. We propose a novel architecture, ChunkFormer, that improves the existing Transformer framework to handle the challenges while dealing with long time…

Various modifications of TRANSFORMER were recently used to solve time-series forecasting problem. We propose Query Selector - an efficient, deterministic algorithm for sparse attention matrix. Experiments show it achieves state-of-the art…

Recurrent Neural Networks were, until recently, one of the best ways to capture the timely dependencies in sequences. However, with the introduction of the Transformer, it has been proven that an architecture with only attention-mechanisms…

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Time series forecasting at scale presents significant challenges for modern prediction systems, particularly when dealing with large sets of synchronized series, such as in a global payment network. In such systems, three key challenges…

Time series forecasting has various applications, such as meteorological rainfall prediction, traffic flow analysis, financial forecasting, and operational load monitoring for various systems. Due to the sparsity of time series data,…

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Transformer-based models have recently become dominant in Long-term Time Series Forecasting (LTSF), yet the variations in their architecture, such as encoder-only, encoder-decoder, and decoder-only designs, raise a crucial question: What…

Since its introduction, the transformer has shifted the development trajectory away from traditional models (e.g., RNN, MLP) in time series forecasting, which is attributed to its ability to capture global dependencies within temporal…

Transformer-based models are unable to process long sequences due to their self-attention operation, which scales quadratically with the sequence length. To address this limitation, we introduce the Longformer with an attention mechanism…

Spatiotemporal predictive learning offers a self-supervised learning paradigm that enables models to learn both spatial and temporal patterns by predicting future sequences based on historical sequences. Mainstream methods are dominated by…

Benefiting from the capability of building inter-dependencies among channels or spatial locations, attention mechanisms have been extensively studied and broadly used in a variety of computer vision tasks recently. In this paper, we…

Time series forecasting presents a significant challenge, particularly when its accuracy relies on external data sources rather than solely on historical values. This issue is prevalent in the financial sector, where the future behavior of…

Multivariate time series (MTS) forecasting is vital across various domains but remains challenging due to the need to simultaneously model temporal and inter-variate dependencies. Existing channel-dependent models, where Transformer-based…

Transformers have become the leading choice in natural language processing over other deep learning architectures. This trend has also permeated the field of time series analysis, especially for long-horizon forecasting, showcasing…

Transformers have achieved state-of-the-art results across a range of domains, but their quadratic attention mechanism poses significant challenges for long-sequence modelling. Recent efforts to design linear-time attention mechanisms have…

Origin-Destination (OD) matrices record directional flow data between pairs of OD regions. The intricate spatiotemporal dependency in the matrices makes the OD matrix forecasting (ODMF) problem not only intractable but also non-trivial.…