相关论文: Towards Robust Real-World Multivariate Time Series…

Multivariate forecasting with Transformers faces a core scalability challenge: modeling cross-channel dependencies via attention compounds attention's quadratic sequence complexity with quadratic channel scaling, making full cross-channel…

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…

Multivariate time series forecasting is crucial for various applications, such as financial investment, energy management, weather forecasting, and traffic optimization. However, accurate forecasting is challenging due to two main factors.…

Recent advancements have underscored the impact of deep learning techniques on multivariate time series forecasting (MTSF). Generally, these techniques are bifurcated into two categories: Channel-independence and Channel-mixing approaches.…

Time series forecasting task predicts future trends based on historical information. Transformer-based U-Net architectures, despite their success in medical image segmentation, have limitations in both expressiveness and computation…

We propose a transformer architecture for time series forecasting with a focus on time series tokenisation and apply it to a real-world prediction problem from the pricing domain. Our architecture aims to learn effective representations at…

Transformer-based architectures dominate time series modeling by enabling global attention over all timestamps, yet their rigid 'one-size-fits-all' context aggregation fails to address two critical challenges in real-world data: (1)…

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

Multivariate time series are ubiquitous objects in signal processing. Measuring a distance or similarity between two such objects is of prime interest in a variety of applications, including machine learning, but can be very difficult as…

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…

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Urban forecasting has increasingly benefited from high-dimensional spatial data through two primary approaches: graph-based methods that rely on predefined spatial structures, and region-based methods that focus on learning expressive urban…

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 analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the…

Transformer has become one of the most popular architectures for multivariate time series (MTS) forecasting. Recent Transformer-based MTS models generally prefer channel-independent structures with the observation that channel independence…

Time series forecasting is critical in numerous real-world applications, requiring accurate predictions of future values based on observed patterns. While traditional forecasting techniques work well in in-domain scenarios with ample data,…

The rise of foundation models has revolutionized natural language processing and computer vision, yet their best practices to time series forecasting remains underexplored. Existing time series foundation models often adopt methodologies…

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Multivariate time series forecasting tasks are usually conducted in a channel-dependent (CD) way since it can incorporate more variable-relevant information. However, it may also involve a lot of irrelevant variables, and this even leads to…

Recent Transformer-based large language models (LLMs) demonstrate in-context learning ability to perform various functions based solely on the provided context, without updating model parameters. To fully utilize the in-context capabilities…