Rough Transformers: Lightweight and Continuous Time Series Modelling through Signature Patching Fernando Moreno-Pino 1, Álvaro Arroyo 1,2, Harrison Waldon 1, Xiaowen Dong

Jun-1-2025, 10:22:48 GMT–Neural Information Processing Systems 

Time-series data in real-world settings typically exhibit long-range dependencies and are observed at non-uniform intervals.