10 papers
SEMixer: Semantics Enhanced MLP-Mixer for Multiscale Mixing and Long-term Time Series Forecasting
Xu Zhang, Qitong Wang, Peng Wang +1
Modeling multiscale patterns is crucial for long-term time series forecasting (TSF). However, redundancy and noise in time series, together with semantic gaps between non-adjacent…
ParisKV: Fast and Drift-Robust KV-Cache Retrieval for Long-Context LLMs
Yanlin Qi, Xinhang Chen, Huiqiang Jiang +3
KV-cache retrieval is essential for long-context LLM inference, yet existing methods struggle with distribution drift and high latency at scale. We introduce ParisKV, a drift-robus…
SEAnet: A Deep Learning Architecture for Data Series Similarity Search
Qitong Wang, Themis Palpanas
A key operation for massive data series collection analysis is similarity search. According to recent studies, SAX-based indexes offer state-of-the-art performance for similarity s…
A Lightweight Sparse Interaction Network for Time Series Forecasting
Xu Zhang, Qitong Wang, Peng Wang +1
Recent work shows that linear models can outperform several transformer models in long-term time-series forecasting (TSF). However, instead of explicitly performing temporal intera…
Multi-period Learning for Financial Time Series Forecasting
Xu Zhang, Zhengang Huang, Yunzhi Wu +7
Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and marke…
Aokana: A GPU-Driven Voxel Rendering Framework for Open World Games
Yingrong Fang, Qitong Wang, Wei Wang
Voxels are among the most popular 3D geometric representations today. Due to their intuitiveness and ease-of-editing, voxels have been widely adopted in stylized games and low-cost…