Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

Trend · papers per month

60120180240 · Jun 202019922001200920172026
48 results for temporal attention

TSAM predicts directed temporal links using GCN and self-attention.

problem Predicting links in directed temporal networks.
method GCN, self-attention mechanism, autoencoder architecture, graph attentional layers, graph convolutional layers, graph recurrent unit layer.
result TSAM outperforms benchmarks on four realistic networks.

Hybrid model predicts flow and pressure in water systems.

problem Predicting flow and pressure in water distribution systems with complex spatial-temporal correlations.
method Hybrid dual-stage spatial-temporal attention-based recurrent neural networks (hDS-RNN).
result Our model outperformed 9 baseline models in flow and pressure series prediction.

Inspired by the observation that humans are able to process videos efficiently by only paying attention where and when it is needed, we propose an interpretable and easy plug-in spatial-temporal attention mechanism for video action recognition. For spatial attention, we learn a saliency mask to allow the model to focus…

2018-10-01abs ↗pdf ↗

Enhances SNNs for spatio-temporal feature extraction.

problem Insufficient temporal dependencies in existing SNN synaptic structures.
method Integrates temporal convolution and attention mechanisms into synaptic connections.
result Improves SNN performance on classification tasks.

MEANTIME improves sequential recommendation by using multi-temporal embeddings and attention mechanisms.

problem Limited use of timestamp information and information bottleneck in sequential recommendation models.
method MEANTIME employs multiple types of temporal embeddings and attention mechanisms to capture diverse patterns from user behavior sequences.
result MEANTIME outperforms state-of-the-art sequential recommendation methods.

Flow prediction (e.g., crowd flow, traffic flow) with features of spatial-temporal is increasingly investigated in AI research field. It is very challenging due to the complicated spatial dependencies between different locations and dynamic temporal dependencies among different time intervals. Although measurements of …

2019-12-13abs ↗pdf ↗

Acoustic scenes are rich and redundant in their content. In this work, we present a spatio-temporal attention pooling layer coupled with a convolutional recurrent neural network to learn from patterns that are discriminative while suppressing those that are irrelevant for acoustic scene classification. The convolutiona…

2019-04-06abs ↗pdf ↗

New insights into how encoder-decoder networks generate attention matrices.

problem Understanding how encoder-decoder networks use attention matrices.
method Decomposing hidden states into temporal and input-driven components.
result Attention matrices are formed based on task requirements, not architecture type.

Federated learning interprets temporal dynamics across clients with graph attention.

problem Interpreting temporal patterns across decentralized, heterogeneous systems with nonlinear dynamics.
method Graph Attention Network for learning state transition models over latent states communicated between clients.
result First interpretable characterization of cross-client temporal interdependencies in decentralized nonlinear systems.

Paper introduces a conformer-based system for streaming language identification in long-form speech.

problem Language identification in long-form audio.
method Conformer layers with attentive temporal pooling and domain adaptation.
result Conformer-based models significantly outperform LSTM and transformer models.

A3T-GCN improves traffic forecasting by capturing spatial and temporal dependencies.

problem Accurate real-time traffic forecasting in complex road networks.
method Attention Temporal Graph Convolutional Network (A3T-GCN) integrating recurrent units and graph convolutional network.
result Improved prediction accuracy through attention mechanism and global temporal information.

As one of the important functions of the intelligent transportation system (ITS), supply-demand prediction for autonomous vehicles provides a decision basis for its control. In this paper, we present two prediction models (i.e. ARLP model and Advanced ARLP model) based on two system environments that only the current d…

2019-05-27abs ↗pdf ↗

Paper proposes deep learning model for dynamic stock repurchase forecasting.

problem Complex temporal dependencies in corporate financial conditions.
method Hybrid Temporal Convolutional Network (TCN) and Attention-based LSTM.
result Model significantly outperforms static baselines in stock repurchase forecasting.

Sentinel improves time series forecasting by modeling both temporal and channel dependencies.

problem Limited effectiveness of existing transformer-based architectures in multivariate time-series forecasting.
method Proposes Sentinel, a full transformer-based architecture with multi-patch attention mechanism.
result Sentinel achieves better or comparable performance compared to state-of-the-art approaches.

Enhanced deep learning model forecasts household leverage series accurately.

problem Forecasting household leverage series due to complex temporal-spatial dynamics.
method TSEN model with multiple RNN-based layers and an attention layer.
result Captures temporal-spatial dynamics and provides more accurate predictions.

Modern deep learning approaches have achieved groundbreaking performance in modeling and classifying sequential data. Specifically, attention networks constitute the state-of-the-art paradigm for capturing long temporal dynamics. This paper examines the efficacy of this paradigm in the challenging task of emotion recog…

2019-04-24abs ↗pdf ↗

GAttNHP predicts future events in temporal knowledge graphs by encoding long-range dependencies and handling mutual excitation.

problem Forecasting future events in temporal knowledge graphs due to long-range dependencies, mutual excitation, and heavy-tailed inter-arrival times.
method GAttNHP uses a self-attention encoder, semantic soft-grouping, and NCQ regression to address these issues.
result GAttNHP improves entity and time prediction on six benchmark TKG datasets compared to state-of-the-art baselines.

Study compares deep learning models for traffic forecasting, highlighting graph elements' impact.

problem Challenges in forecasting spatial-temporal traffic patterns.
method In-depth comparative study of four deep neural network models with different basic elements.
result Graph attention improves long-term predictions in traffic forecasting models.

Graph Neural Networks improve volatility prediction in financial markets.

problem Traditional models struggle with complex, non-linear interdependencies in financial markets.
method Temporal Graph Attention Network (Temporal GAT) combines GCNs and GATs to capture dynamic graph structures.
result Temporal GAT outperforms traditional GARCH models in volatility forecasting, especially for short- to mid-term predictions.

GACAN combines multi-granularity time series for traffic forecasting.

problem High dynamics and complex spatial-temporal dependency of road networks in traffic forecasting.
method Graph Attention-Convolution-Attention Networks (GACAN) with Att-Conv-Att (ACA) block.
result GACAN outperforms state-of-the-art baselines in traffic forecasting.

Proposes a non-autoregressive Transformer for time series forecasting.

problem Autoregressive errors and spatial-temporal dependencies in time series forecasting.
method Introduces a Non-Autoregressive Transformer with a learned temporal influence map.
result Demonstrates state-of-the-art performance on time series forecasting datasets.

GTEA learns node representations in temporal interaction graphs.

problem Inductive representation learning on temporal interaction graphs.
method Integrates sequence model with time encoder and self-attention scheme for edge and node embeddings.
result GTEA learns comprehensive node representations capturing temporal and structural characteristics.

Introduces recency bias to improve time-series forecasting.

problem Lack of recency bias in standard Transformer attention for time-series data.
method Reweights attention scores with a smooth heavy-tailed decay to emphasize nearby observations.
result Recency-biased attention consistently improves sequential modeling and achieves competitive performance on time-series forecasting benchmarks.

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between time steps and series complicate the task. To obtain accurate prediction, it is cru…

2018-09-12abs ↗pdf ↗

IETNet identifies important channels for MVTS classification.

problem Multivariate time series classification with blackbox deep networks.
method End-to-end network combining temporal feature extraction, variable selection, and interaction.
result IETNet improves model accuracy and reduces overfitting by identifying and removing non-predictive variables.

Inductive representation learning on temporal graphs is an important step toward salable machine learning on real-world dynamic networks. The evolving nature of temporal dynamic graphs requires handling new nodes as well as capturing temporal patterns. The node embeddings, which are now functions of time, should repres…

2020-02-19abs ↗pdf ↗

Proposes a dynamic model for urban traffic volume prediction.

problem Urban traffic volume prediction for better traffic management and driver planning.
method Combines bidirectional LSTM, attention mechanism, and external features.
result Improves prediction precision by 3-7 percent on NYC-Taxi and NYC-Bike datasets.

Paper introduces a neural framework for accurate energy forecasting.

problem Challenges of forecasting energy demand and supply due to variability of renewable sources and dynamic consumption patterns.
method Integrates Neural ODEs, graph attention, multi-resolution wavelet transformations, and adaptive learning of frequencies.
result Consistently outperforms state-of-the-art baselines in various forecasting metrics across diverse datasets.

Diffusion Transformer captures spatial-temporal dependencies in sequential data.

problem Capturing rich spatial and temporal dependencies in sequential data.
method Established theoretical guarantees for diffusion transformers learning Gaussian process data.
result Spatial-temporal dependencies are captured within attention layers of diffusion transformers.

LNUCB-TA improves MAB performance by dynamically adjusting exploration rates and recognizing spatiotemporal patterns.

problem Suboptimal performance in environments with rapidly changing reward structures and static exploration rates.
method Hybrid model combining linear and nonlinear estimation, with adaptive k-NN for temporal attention.
result Significantly outperforms state-of-the-art algorithms in cumulative and mean reward, convergence, and robustness.

DyHATR learns dynamic heterogeneous networks for better link prediction.

problem Learning effective representations of dynamic heterogeneous networks for link prediction.
method Hierarchical attention for heterogeneous information and temporal RNN for evolutionary patterns.
result DyHATR significantly outperforms state-of-the-art baselines on link prediction tasks.

Introduces Spectral Attention for better long-range time series forecasting.

problem Challenges in capturing long-range dependencies in time series forecasting.
method Spectral Attention mechanism that preserves temporal correlations and long-range dependencies.
result Achieves state-of-the-art results on 11 real-world time series datasets.

Transformers simplify modeling of small longitudinal cohort data by reducing parameters and incorporating attention mechanisms.

problem Challenges in modeling longitudinal cohort data due to complex temporal dependencies and large dataset requirements.
method Simplified transformer architecture with attention mechanism, autoregressive model, and kernel-based temporal decay.
result The approach recovers contextual dependencies even with small datasets, identifying temporal patterns in stress and mental health.

Study examines asset pricing using various attention models, finding global self-attention and sliding window sparse attention models perform well.

problem Traditional asset pricing models miss temporal dependency and short memory issues.
method Investigates RNN attention models with various attention mechanisms for large-cap US stocks.
result Global self-attention and sliding window sparse attention models outperform in deriving returns and hedging risks, especially during the pandemic.