相关论文: CAPS: Unifying Attention, Recurrence, and Alignmen…

QCAAPatchTF is a quantum attention network integrated with an advanced patch-based transformer, designed for multivariate time series forecasting, classification, and anomaly detection. Leveraging quantum superpositions, entanglement, and…

Attention mechanisms have become ubiquitous in NLP. Recent architectures, notably the Transformer, learn powerful context-aware word representations through layered, multi-headed attention. The multiple heads learn diverse types of word…

Reliable uncertainty quantification is of critical importance in time series forecasting, yet traditional methods often rely on restrictive distributional assumptions. Conformal prediction (CP) has emerged as a promising distribution-free…

Softmax Attention has a quadratic time complexity in sequence length, which becomes prohibitive to run at long contexts, even with highly optimized GPU kernels. For example, FlashAttention-2/3 (exact, GPU-optimized implementations of…

Attention-based transformer models have achieved remarkable progress in multi-modal tasks, such as visual question answering. The explainability of attention-based methods has recently attracted wide interest as it can explain the inner…

Recent research demonstrates that linear models achieve forecasting performance competitive with complex architectures, yet methodologies for enhancing linear models remain underexplored. Motivated by the hypothesis that distinct time…

Multivariate time series anomaly detection (MTAD) plays a vital role in a wide variety of real-world application domains. Over the past few years, MTAD has attracted rapidly increasing attention from both academia and industry. Many deep…

Multivariate time series forecasting is essential in domains such as finance, transportation, climate, and energy. However, existing patch-based methods typically adopt fixed-length segmentation, overlooking the heterogeneity of local…

This study proposes a text classification algorithm based on large language models, aiming to address the limitations of traditional methods in capturing long-range dependencies, understanding contextual semantics, and handling class…

We propose a new, nonparametric method for multivariate regression subject to convexity or concavity constraints on the response function. Convexity constraints are common in economics, statistics, operations research, financial engineering…

The attention module is the key component in Transformers. While the global attention mechanism offers high expressiveness, its excessive computational cost restricts its applicability in various scenarios. In this paper, we propose a novel…

Asynchronous events on the continuous time domain, e.g., social media actions and stock transactions, occur frequently in the world. The ability to recognize occurrence patterns of event sequences is crucial to predict which typeof events…

Neural network architectures in natural language processing often use attention mechanisms to produce probability distributions over input token representations. Attention has empirically been demonstrated to improve performance in various…

Linear attention mechanisms have emerged as efficient alternatives to full self-attention in Graph Transformers, offering linear time complexity. However, existing linear attention models often suffer from a significant drop in…

The probability prediction of multivariate time series is a notoriously challenging but practical task. On the one hand, the challenge is how to effectively capture the cross-series correlations between interacting time series, to achieve…

Transformers have proven highly effective across modalities, but standard softmax attention scales quadratically with sequence length, limiting long context modeling. Linear attention mitigates this by approximating attention with kernel…

Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting…

The quadratic computational complexity of standard attention mechanisms presents a severe scalability bottleneck for LLMs in long-context scenarios. While hybrid attention mechanisms combining Full Attention (FA) and Sparse Attention (SA)…

Time series prediction has been a long-standing research topic and an essential application in many domains. Modern time series collected from sensor networks (e.g., energy consumption and traffic flow) are often large-scale and incomplete…

Autoregressive attention-based time series forecasting (TSF) has drawn increasing interest, with mechanisms like linear attention sometimes outperforming vanilla attention. However, deeper Transformer architectures frequently misalign with…