arXiv Statistics ML
2d ago

Extending SSMs with the Exponentially Weighted Signature

arXiv:2603.19198v3 Announce Type: replace Abstract: We introduce the exponentially weighted signature (EWS), a continuous-time model that computes iterated integrals of a path, where each increment i...

By Alexandre Bloch, Benjamin Walker, Jo\"el Mouterde, Sam Morley, Samuel N. Cohen, Terry Lyons
arXiv AI
Aug 18

AsyTO: Asymmetric Temporal Operator for Parameter-Efficient Multivariate Time Series Forecasting

arXiv:2608. 16098v1 Announce Type: cross Abstract: Multivariate time-series forecasting faces a structural dilemma: sharing one temporal predictor across variables is parameter-efficient but forces heterogeneous variables through an identical history-to-future map, whereas learning an independent predictor per variable restores flexibility at a cost that grows with the product of variable count, context length, and horizon.

By Xiachong Lin, Du Yin, Hao Xue, Wen Hu, Imran Razzak, Arian Prabowo, Matthew Amos, Flora D. Salim