2022
DOI: 10.48550/arxiv.2205.01138
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Transformers in Time-series Analysis: A Tutorial

Abstract: Transformer architecture has widespread applications, particularly in Natural Language Processing and computer vision. Recently Transformers have been employed in various aspects of time-series analysis. This tutorial provides an overview of the Transformer architecture, its applications, and a collection of examples from recent research papers in time-series analysis. We delve into an explanation of the core components of the Transformer, including the self-attention mechanism, positional encoding, multi-head… Show more

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Cited by 5 publications
(6 citation statements)
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“…ACF graph decays rapidly around zero value when increasing the order of differencing in the stationary dataset; in contrast, ACF graph firstly decreases and then varies periodically in the non-stationary dataset. This means that if the series still exhibits positive ACF at high lags, it may require further differencing [25], [26]. The ACF figures at all other locations (L2, L3, .., L17) produce similar results as that of the firstorder differencing at L1.…”
Section: Proposed DL Model Training and Testing A Data Pre-processingmentioning
confidence: 80%
“…ACF graph decays rapidly around zero value when increasing the order of differencing in the stationary dataset; in contrast, ACF graph firstly decreases and then varies periodically in the non-stationary dataset. This means that if the series still exhibits positive ACF at high lags, it may require further differencing [25], [26]. The ACF figures at all other locations (L2, L3, .., L17) produce similar results as that of the firstorder differencing at L1.…”
Section: Proposed DL Model Training and Testing A Data Pre-processingmentioning
confidence: 80%
“…The methodologies of the transformer model need to be revisited. For a complete explanation of the algorithm, refer to [22].…”
Section: Soh Estimation Resultsmentioning
confidence: 99%
“…Therefore, j << n. The methodologies of the transformer model need to be revisited. For a complete explanation of the algorithm, refer to [22]. Herein, the loss value used to determine the hyperparameters of the self-attention transformer model can be given by:…”
Section: Soh Estimation Resultsmentioning
confidence: 99%
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“…This is achieved by integrating positional data into these segments and employing the dot product operation. For a comprehensive understanding of the algorithm and mathematics, please refer to the resource provided in [48]. The proposed Transformer model (Figure 2) consists of four main modules: a dual-embedding module, a two-tower encoder module, sequence predictions, and a gating module.…”
Section: Transformer-based Neural Networkmentioning
confidence: 99%