Multiple-Resolution Tokenization for Time Series Forecasting with an Application to Pricing

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Multiple-Resolution Tokenization for Time Series Forecasting with an Application to Pricing

3 July 2024

Miguel F. Anjos

Sebastian Lautz

Aleksandar Kolev

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Papers citing "Multiple-Resolution Tokenization for Time Series Forecasting with an Application to Pricing"

16 / 16 papers shown

Title
Unified Training of Universal Time Series Forecasting Transformers Gerald Woo Chenghao Liu Akshat Kumar Caiming Xiong Silvio Savarese Doyen Sahoo AI4TS 161 202 0 04 Feb 2024
Multi-resolution Time-Series Transformer for Long-term Forecasting Yitian Zhang Liheng Ma Soumyasundar Pal Yingxue Zhang Mark Coates AI4TS 52 34 0 07 Nov 2023
A decoder-only foundation model for time-series forecasting Abhimanyu Das Weihao Kong Rajat Sen Yichen Zhou AI4TS AI4CE 113 240 0 14 Oct 2023
The Capacity and Robustness Trade-off: Revisiting the Channel Independent Strategy for Multivariate Time Series Forecasting Lu Han Han-Jia Ye De-Chuan Zhan AI4TS 80 98 0 11 Apr 2023
Vision Transformers with Mixed-Resolution Tokenization Tomer Ronen Omer Levy A. Golbert ViT 63 21 0 01 Apr 2023
TSMixer: An All-MLP Architecture for Time Series Forecasting Si-An Chen Chun-Liang Li Nate Yoder Sercan O. Arik Tomas Pfister AI4TS 86 183 0 10 Mar 2023
A Time Series is Worth 64 Words: Long-term Forecasting with Transformers Yuqi Nie Nam H. Nguyen Phanwadee Sinthong Jayant Kalagnanam AIFin AI4TS 89 1,396 0 27 Nov 2022
FourCastNet: Accelerating Global High-Resolution Weather Forecasting using Adaptive Fourier Neural Operators Thorsten Kurth Shashank Subramanian P. Harrington Jaideep Pathak Morteza Mardani D. Hall Andrea Miele K. Kashinath Anima Anandkumar AI4Cl 81 191 0 08 Aug 2022
Promotheus: An End-to-End Machine Learning Framework for Optimizing Markdown in Online Fashion E-commerce Eleanor Loh Jalaj Khandelwal B. Regan Duncan A. Little 43 10 0 03 Jul 2022
Scaleformer: Iterative Multi-scale Refining Transformers for Time Series Forecasting Amin Shabani A. Abdi Li Meng Tristan Sylvain AI4TS 68 63 0 08 Jun 2022
Are Transformers Effective for Time Series Forecasting? Ailing Zeng Mu-Hwa Chen L. Zhang Qiang Xu AI4TS 152 1,766 0 26 May 2022
FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting Tian Zhou Ziqing Ma Qingsong Wen Xue Wang Liang Sun Rong Jin AI4TS 248 1,429 0 30 Jan 2022
A Transformer-based Framework for Multivariate Time Series Representation Learning George Zerveas Srideepika Jayaraman Dhaval Patel A. Bhamidipaty Carsten Eickhoff AI4TS 87 927 0 06 Oct 2020
Neural Controlled Differential Equations for Irregular Time Series Patrick Kidger James Morrill James Foster Terry Lyons AI4TS 109 477 0 18 May 2020
Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting Bryan Lim Sercan O. Arik Nicolas Loeff Tomas Pfister AI4TS 118 1,469 0 19 Dec 2019
Attention Is All You Need Ashish Vaswani Noam M. Shazeer Niki Parmar Jakob Uszkoreit Llion Jones Aidan Gomez Lukasz Kaiser Illia Polosukhin 3DV 728 132,199 0 12 Jun 2017

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