相关论文: GBT: Two-stage transformer framework for non-stati…

Parameter estimation is an important sub-field in statistics and system identification. Various methods for parameter estimation have been proposed in the literature, among which the Two-Stage (TS) approach is particularly promising, due to…

We build a Generative Pre-trained Transformer (GPT) model from scratch to solve sequential decision making tasks arising in contexts of operations research and management science which we call OMGPT. We first propose a general sequence…

Recently, the superiority of Transformer for long-term time series forecasting (LTSF) tasks has been challenged, particularly since recent work has shown that simple models can outperform numerous Transformer-based approaches. This suggests…

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

The forecasting of entity trajectories at future points in time is a critical capability gap in applications across both Commercial and Defense sectors. Transformers, and specifically Generative Pre-trained Transformer (GPT) networks have…

Time Series Forecasting (TSF) is an important application across many fields. There is a debate about whether Transformers, despite being good at understanding long sequences, struggle with preserving temporal relationships in time series…

Time series encountered in practice are rarely stationary. When the data distribution changes, a forecasting model trained on past observations can lose accuracy. We study a small-footprint test-time adaptation (TTA) framework for causal…

TwinFormer is a hierarchical Transformer for long-sequence time-series forecasting. It divides the input into non-overlapping temporal patches and processes them in two stages: (1) a Local Informer with top-$k$ Sparse Attention models…

Fault diagnosis of rotating machinery is an important engineering problem. In recent years, fault diagnosis methods based on the Convolutional Neural Network (CNN) and Recurrent Neural Network (RNN) have been mature, but Transformer has not…

The synchrosqueezing transform, a kind of reassignment method, aims to sharpen the time-frequency representation and to separate the components of a multicomponent non-stationary signal. In this paper, we consider the short-time Fourier…

Long-term time-series forecasting (LTTF) has become a pressing demand in many applications, such as wind power supply planning. Transformer models have been adopted to deliver high prediction capacity because of the high computational…

Time series prediction is crucial for understanding and forecasting complex dynamics in various domains, ranging from finance and economics to climate and healthcare. Based on Transformer architecture, one approach involves encoding…

Time series forecasting is prevalent in extensive real-world applications, such as financial analysis and energy planning. Previous studies primarily focus on time series modality, endeavoring to capture the intricate variations and…

Time series foundation models (TSFMs) such as Lag-Llama, TimeGPT, Chronos, MOMENT, UniTS, and TimesFM have shown strong generalization and zero-shot capabilities for time series forecasting, anomaly detection, classification, and…

In recent work on time-series prediction, Transformers and even large language models have garnered significant attention due to their strong capabilities in sequence modeling. However, in practical deployments, time-series prediction often…

Long-term time series forecasting using transformers is hampered by the quadratic complexity of self-attention and the rigidity of uniform patching, which may be misaligned with the data's semantic structure. In this paper, we introduce the…

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…

Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…

Multivariate time-series forecasting is vital in various domains, e.g., economic planning and weather prediction. Deep train-from-scratch models have exhibited effective performance yet require large amounts of data, which limits real-world…

We propose an efficient design of Transformer-based models for multivariate time series forecasting and self-supervised representation learning. It is based on two key components: (i) segmentation of time series into subseries-level patches…