Rough Transformers: Lightweight and Continuous Time Series Modelling through Signature Patching

Item #:

079017-3371

Details

DOI: https://doi.org/10.52202/079017-3371
Author(s): Álvaro Arroyo, Álvaro Cartea, Xiaowen Dong, Fernando Moreno-Pino, Harrison Waldon
Pages: 106264-106294 (31 pages)
Format: PDF Paper Download
Conference: Advances in Neural Information Processing Systems 37
Date/Location: Held 10-15 December 2024, Vancouver, Canada.
Series: Advances in Neural Information Processing Systems 37
Publisher: Neural Information Processing Systems Foundation, Inc. (NeurIPS)

DOI: https://doi.org/10.52202/079017-3371
Author(s): Álvaro Arroyo, Álvaro Cartea, Xiaowen Dong, Fernando Moreno-Pino, Harrison Waldon
Pages: 106264-106294 (31 pages)
Format: PDF Paper Download
Conference: Advances in Neural Information Processing Systems 37
Date/Location: Held 10-15 December 2024, Vancouver, Canada.
Series: Advances in Neural Information Processing Systems 37
Publisher: Neural Information Processing Systems Foundation, Inc. (NeurIPS)