Copertina

SDMixer: Sparse Dual-Mixer for Time Series Forecasting

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autore principale:	Ao, Xiang
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Machine Learning Artificial Intelligence
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

DPWMixer: Dual-Path Wavelet Mixer for Long-Term Time Series Forecasting
di: Qianyang, Li, et al.
Pubblicazione: (2025)

TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting
di: Wang, Shiyu, et al.
Pubblicazione: (2024)

TSKANMixer: Kolmogorov-Arnold Networks with MLP-Mixer Model for Time Series Forecasting
di: Hong, Young-Chae, et al.
Pubblicazione: (2025)

DySCo: Dynamic Semantic Compression for Effective Long-term Time Series Forecasting
di: Ao, Xiang, et al.
Pubblicazione: (2026)

Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series
di: Ekambaram, Vijay, et al.
Pubblicazione: (2024)

A Multi-Scale Decomposition MLP-Mixer for Time Series Analysis
di: Zhong, Shuhan, et al.
Pubblicazione: (2023)

TimeMixer++: A General Time Series Pattern Machine for Universal Predictive Analysis
di: Wang, Shiyu, et al.
Pubblicazione: (2024)

XLinear: Frequency-Enhanced MLP with CrossFilter for Robust Long-Range Forecasting
di: Ao, Xiang
Pubblicazione: (2026)

Volatility Forecasting in Global Financial Markets Using TimeMixer
di: Li, Alex
Pubblicazione: (2024)

JustDense: Just using Dense instead of Sequence Mixer for Time Series analysis
di: Park, TaekHyun, et al.
Pubblicazione: (2025)

IndexNet: Timestamp and Variable-Aware Modeling for Time Series Forecasting
di: Wu, Beiliang, et al.
Pubblicazione: (2025)

SVTime: Small Time Series Forecasting Models Informed by "Physics" of Large Vision Model Forecasters
di: Shen, ChengAo, et al.
Pubblicazione: (2025)

DDT: A Dual-Masking Dual-Expert Transformer for Energy Time-Series Forecasting
di: Zhu, Mingnan, et al.
Pubblicazione: (2026)

DPANet: Dual Pyramid Attention Network for Multivariate Time Series Forecasting
di: Li, Qianyang, et al.
Pubblicazione: (2025)

TimeCNN: Refining Cross-Variable Interaction on Time Point for Time Series Forecasting
di: Hu, Ao, et al.
Pubblicazione: (2024)

Breaking the Context Bottleneck on Long Time Series Forecasting
di: Ma, Chao, et al.
Pubblicazione: (2024)

Long Input Sequence Network for Long Time Series Forecasting
di: Ma, Chao, et al.
Pubblicazione: (2024)

Sparse-VQ Transformer: An FFN-Free Framework with Vector Quantization for Enhanced Time Series Forecasting
di: Zhao, Yanjun, et al.
Pubblicazione: (2024)

Time Series Forecastability Measures
di: Wang, Rui, et al.
Pubblicazione: (2025)

Ellipsoidal Time Series Forecasting
di: Wang, Qilin
Pubblicazione: (2025)

Performative Time-Series Forecasting
di: Zhao, Zhiyuan, et al.
Pubblicazione: (2023)

Dual-Prototype Disentanglement: A Context-Aware Enhancement Framework for Time Series Forecasting
di: Yang, Haonan, et al.
Pubblicazione: (2026)

DSPR: Dual-Stream Physics-Residual Networks for Trustworthy Industrial Time Series Forecasting
di: Zhang, Yeran, et al.
Pubblicazione: (2026)

xPatch: Dual-Stream Time Series Forecasting with Exponential Seasonal-Trend Decomposition
di: Stitsyuk, Artyom, et al.
Pubblicazione: (2024)

Multi-Modal View Enhanced Large Vision Models for Long-Term Time Series Forecasting
di: Shen, ChengAo, et al.
Pubblicazione: (2025)

LETS Forecast: Learning Embedology for Time Series Forecasting
di: Majeedi, Abrar, et al.
Pubblicazione: (2025)

Test Time Learning for Time Series Forecasting
di: Christou, Panayiotis, et al.
Pubblicazione: (2024)

AltTS: A Dual-Path Framework with Alternating Optimization for Multivariate Time Series Forecasting
di: Yuan, Zhihang, et al.
Pubblicazione: (2026)

Online Irregular Multivariate Time Series Forecasting via Uncertainty-Driven Dual-Expert Calibration
di: Wen, Haonan, et al.
Pubblicazione: (2026)

DeepBooTS: Dual-Stream Residual Boosting for Drift-Resilient Time-Series Forecasting
di: Liang, Daojun, et al.
Pubblicazione: (2025)

DSAT-HD: Dual-Stream Adaptive Transformer with Hybrid Decomposition for Multivariate Time Series Forecasting
di: Wang, Zixu, et al.
Pubblicazione: (2025)

ISMRNN: An Implicitly Segmented RNN Method with Mamba for Long-Term Time Series Forecasting
di: Zhao, GaoXiang, et al.
Pubblicazione: (2024)

Retrieval Augmented Time Series Forecasting
di: Tire, Kutay, et al.
Pubblicazione: (2024)

Contrastive Time Series Forecasting with Anomalies
di: Ekstrand, Joel, et al.
Pubblicazione: (2025)

Scaling Law for Time Series Forecasting
di: Shi, Jingzhe, et al.
Pubblicazione: (2024)

Motion Code: Robust Time Series Classification and Forecasting via Sparse Variational Multi-Stochastic Processes Learning
di: Bajaj, Chandrajit, et al.
Pubblicazione: (2024)

DE3S: Dual-Enhanced Soft-Sparse-Shape Learning for Medical Early Time-Series Classification
di: Xie, Tao, et al.
Pubblicazione: (2025)

DualWeaver: Synergistic Feature Weaving Surrogates for Multivariate Forecasting with Univariate Time Series Foundation Models
di: Li, Jinpeng, et al.
Pubblicazione: (2026)

U-Mixer: An Unet-Mixer Architecture with Stationarity Correction for Time Series Forecasting
di: Ma, Xiang, et al.
Pubblicazione: (2024)

CSformer: Combining Channel Independence and Mixing for Robust Multivariate Time Series Forecasting
di: Wang, Haoxin, et al.
Pubblicazione: (2023)