arXiv Machine Learning

FANTF: Fuzzy attention network based transformers for time series analysis

The paper presents FANTF, a Fuzzy Attention Network-Based Transformer that integrates fuzzy logic into transformer architectures via a novel fuzzy attention mechanism inspired by Type‑2 fuzzy set theory. This mechanism employs a learnable Gaussian uncertainty perturbation to model uncertainty in attention relevance scores, producing softer, more diverse attention distributions and uncertainty‑aware interpretations. Experiments across five transformer backbones on real‑life datasets show statistically significant improvements in forecasting, classification, and anomaly detection, especially under noisy and non‑stationary conditions.

arXiv AI
Sep 10

Fewer yet critical: Reducing Redundant Token Dependencies for Transformer-based Time Series Forecasting

The paper introduces a token dependency selection strategy for Transformer-based time series forecasting. By jointly applying an attention entropy constraint and a prediction error constraint, the method identifies fewer but more critical inter-token dependencies, reducing the influence of redundant dependencies that can hurt generalization. Experiments on multiple datasets show that this approach improves forecasting performance across various Transformer models.

By Jianqi Zhang, Yuchan Liu, Zeen Song, Yuefei Li, Fanjiang Xu
arXiv Machine Learning
Sep 18

SETTer: Sparse-Encoder Transformer for Long-term Multivariate Time Series Forecasting

SETTer is a transformer-based model designed for long‑term multivariate time‑series forecasting. It introduces decoupled self‑attention and hybrid masking to better handle high dimensionality and complex relationships, while adding explainable structures to highlight discriminative patterns. Experiments on real‑world benchmarks show that SETTer outperforms state‑of‑the‑art models in 88% of scenarios.

By Abraham Ezema, Chijioke Eze, Ferdinanda Ponci, Antonello Monti
arXiv Machine Learning
Sep 21

A Lightweight Plug-in Gate for Transformer-Based Time-Series Forecasters

The paper introduces a lightweight pre‑encoder gate for Transformer‑based time‑series forecasters, which assigns sigmoid scores to covariate representations before they enter the encoder. The gate is evaluated as a plug‑in for models such as TimeXer, iTransformer, and PatchTST on datasets including ETTm1, ETTm2, Traffic, Energy, and ILI, showing competitive performance and the ability to regulate covariate admission via a usage penalty. Experiments also explore gate placement, initialization, and feature importance using VIF‑informed permutation diagnostics.

By Hongkai Zhuang, Tao Huang, Chen Hou
Hugging Face Trending Papers
Sep 17

SETTer: Sparse-Encoder Transformer for Long-term Multivariate Time Series Forecasting

SETTer is a transformer-based model designed for long‑term multivariate time‑series forecasting. It introduces decoupled self‑attention and hybrid masking to better capture short‑ and long‑term patterns across time and channel dimensions, while adding simple explainable structures to highlight discriminative patterns. Experiments on real‑world benchmarks show that a single‑layer SETTer outperforms state‑of‑the‑art models in 88% of scenarios.

arXiv Machine Learning
Jul 20

A Benchmark for Electrical Load Forecasting Across Grid Levels: Time-Series Transformers Outperform Established Methods

arXiv:2607. 15705v1 Announce Type: new Abstract: Accurate load forecasting at multiple grid levels is essential for future smart grids, ranging from aggregated control area forecasts for balancing supply and demand to forecasts of individual end-consumer loads for demand-side management and energy management systems.

By Matthias Hertel, Sebastian P\"utz, Jonathan Kolar, Benjamin Sch\"afer, Ralf Mikut, Veit Hagenmeyer