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Time Series Forecasting plays a crucial role in various fields such as industrial equipment maintenance, meteorology, energy consumption, traffic flow and financial investment. However, despite their considerable advantages over traditional…

机器学习 · 计算机科学 2024-07-02 Ruiqi Li , Maowei Jiang , Kai Wang , Kaiduo Feng , Quangao Liu , Yue Sun , Xiufang Zhou

In multivariable time series (MTS) forecasting, existing state-of-the-art deep learning approaches tend to focus on autoregressive formulations and often overlook the potential of using exogenous variables in enhancing the prediction of the…

机器学习 · 计算机科学 2025-04-03 Yuxuan Shu , Vasileios Lampos

Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…

To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do…

计算金融 · 定量金融 2025-02-17 Shuozhe Li , Zachery B Schulwol , Risto Miikkulainen

Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…

机器学习 · 计算机科学 2025-12-16 Tan Wang , Yun Wei Dong , Qi Wang

Transformers are built upon multi-head scaled dot-product attention and positional encoding, which aim to learn the feature representations and token dependencies. In this work, we focus on enhancing the distinctive representation by…

计算机视觉与模式识别 · 计算机科学 2022-07-12 Litao Yu , Jian Zhang

Time series forecasting requires capturing patterns across multiple temporal scales while maintaining computational efficiency. This paper introduces AWGformer, a novel architecture that integrates adaptive wavelet decomposition with…

机器学习 · 计算机科学 2026-01-29 Wei Li

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,…

机器学习 · 计算机科学 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

机器学习 · 计算机科学 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

Multi-Head Attention (MHA) is a key component of Transformer. In MHA, attention heads work independently, causing problems such as low-rank bottleneck of attention score matrices and head redundancy. We propose Dynamically Composable…

机器学习 · 计算机科学 2024-06-05 Da Xiao , Qingye Meng , Shengping Li , Xingyuan Yuan

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…

机器学习 · 计算机科学 2024-05-24 Xin Cheng , Xiuying Chen , Shuqi Li , Di Luo , Xun Wang , Dongyan Zhao , Rui Yan

In multivariate time-series forecasting (MTSF), extracting the temporal correlations of the input sequences is crucial. While popular Transformer-based predictive models can perform well, their quadratic computational complexity results in…

机器学习 · 计算机科学 2024-07-23 Shusen Ma , Yu Kang , Peng Bai , Yun-Bo Zhao

Recent advances in transformer architectures have revolutionised natural language processing, but their application to healthcare domains presents unique challenges. Patient timelines are characterised by irregular sampling, variable…

计算与语言 · 计算机科学 2025-05-26 Linglong Qian , Zina Ibrahim

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…

机器学习 · 计算机科学 2022-06-22 Gerald Woo , Chenghao Liu , Doyen Sahoo , Akshat Kumar , Steven Hoi

The multivariate time series generated from merchant transaction history can provide critical insights for payment processing companies. The capability of predicting merchants' future is crucial for fraud detection and recommendation…

机器学习 · 计算机科学 2021-09-22 Chin-Chia Michael Yeh , Zhongfang Zhuang , Wei Zhang , Liang Wang

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…

机器学习 · 计算机科学 2026-03-19 Aobo Liang , Yan Sun , Xiaohou Shi , Ke Li

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…

机器学习 · 计算机科学 2024-12-17 Marzieh Mirzaeibonehkhater , Mohammad Ali Labbaf-Khaniki , Mohammad Manthouri

This paper presents a novel vehicle motion forecasting method based on multi-head attention. It produces joint forecasts for all vehicles on a road scene as sequences of multi-modal probability density functions of their positions. Its…

While existing time series foundation models primarily rely on large-scale unimodal pretraining, they lack complementary modalities to enhance time series understanding. Building multimodal foundation models is a natural next step, but it…

机器学习 · 计算机科学 2026-02-06 Peng Chen , Siyuan Wang , Shiyan Hu , Xingjian Wu , Yang Shu , Zhongwen Rao , Meng Wang , Yijie Li , Bin Yang , Chenjuan Guo

Human state recognition is a critical topic with pervasive and important applications in human-machine systems. Multi-modal fusion, the combination of metrics from multiple data sources, has been shown as a sound method for improving the…

人机交互 · 计算机科学 2023-04-12 Ruiqi Wang , Wonse Jo , Dezhong Zhao , Weizheng Wang , Baijian Yang , Guohua Chen , Byung-Cheol Min