相关论文: BSAT: B-Spline Adaptive Tokenizer for Long-Term Ti…

The adaptation of large language models (LLMs) to time series forecasting poses unique challenges, as time series data is continuous in nature, while LLMs operate on discrete tokens. Despite the success of LLMs in natural language…

Large-scale transformers are central to modern semantic communication, yet their high computational and communication costs hinder deployment on resource-constrained edge devices. This paper introduces a training-free framework for adaptive…

Due to effective pattern mining and feature representation, neural forecasting models based on deep learning have achieved great progress. The premise of effective learning is to collect sufficient data. However, in time series forecasting,…

This paper proposes Meta-SAGE, a novel approach for improving the scalability of deep reinforcement learning models for combinatorial optimization (CO) tasks. Our method adapts pre-trained models to larger-scale problems in test time by…

We study the problem of estimating the best B term Fourier representation for a given frequency-sparse signal (i.e., vector) $\textbf{A}$ of length $N \gg B$. More explicitly, we investigate how to deterministically identify B of the…

Climate change stands as one of the most pressing global challenges of the twenty-first century, with far-reaching consequences such as rising sea levels, melting glaciers, and increasingly extreme weather patterns. Accurate forecasting is…

Transformers are the de-facto choice for sequence modelling, yet their quadratic self-attention and weak temporal bias can make long-range forecasting both expensive and brittle. We introduce FreezeTST, a lightweight hybrid that interleaves…

In the context of increasing demands for long-term multi-energy load forecasting in real-world applications, this paper introduces Patchformer, a novel model that integrates patch embedding with encoder-decoder Transformer-based…

For the cascaded planning and control modules implemented for robot navigation, the frequency gap between the planner and controller has received limited attention. In this study, we introduce a novel B-spline parameterized…

Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…

Recent advancements in long-term time series forecasting (LTSF) have primarily focused on capturing cross-time and cross-variate (channel) dependencies within historical data. However, a critical aspect often overlooked by many existing…

Test-Time Adaptation (TTA) adjusts models using unlabeled test data to handle dynamic distribution shifts. However, existing methods rely on frequent adaptation and high computational cost, making them unsuitable for resource-constrained…

Rapid expansion of model size has emerged as a key challenge in time series forecasting. From early Transformer with tens of megabytes to recent architectures like TimesNet with thousands of megabytes, performance gains have often come at…

Locally adapted parameterizations of a model (such as locally weighted regression) are expressive but often suffer from high variance. We describe an approach for reducing the variance, based on the idea of estimating simultaneously a…

Autoregressive generative models play a key role in various language tasks, especially for modeling and evaluating long text sequences. While recent methods leverage stochastic representations to better capture sequence dynamics, encoding…

Temporal set prediction involves forecasting the elements that will appear in the next set, given a sequence of prior sets, each containing a variable number of elements. Existing methods often rely on intricate architectures with…

In this paper, we study the problem of locating a predefined sequence of patterns in a time series. In particular, the studied scenario assumes a theoretical model is available that contains the expected locations of the patterns. This…

A robust model for time series forecasting is highly important in many domains, including but not limited to financial forecast, air temperature and electricity consumption. To improve forecasting performance, traditional approaches usually…

Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…

We prove under practical assumptions that Rotary Positional Embedding (RoPE) introduces an intrinsic distance-dependent bias in attention scores that limits RoPE's ability to model long-context. RoPE extension methods may alleviate this…