With the advancement of Industry 4.0, intelligent manufacturing extensively employs sensors for real-time multidimensional data collection, playing a crucial role in equipment monitoring, process optimisation, and efficiency enhancement. Industrial data exhibit characteristics such as multi-source heterogeneity, nonlinearity, strong coupling, and temporal interactions, while also being affected by noise interference. These complexities make it challenging for traditional anomaly detection methods to extract key features, impacting detection accuracy and stability. Traditional machine learning approaches often struggle with such complex data due to limitations in processing capacity and generalisation ability, making them inadequate for practical applications. While deep learning feature extraction modules have demonstrated remarkable performance in image and text processing, they remain ineffective when applied to multi-source heterogeneous industrial data lacking explicit correlations. Moreover, existing multi-source heterogeneous data processing techniques still rely on dimensionality reduction and feature selection, which can lead to information loss and difficulty in capturing high-order interactions. To address these challenges, this study applies the EAPCR and Time-EAPCR models proposed in previous research and introduces a new model, Time-EAPCR-T, where Transformer replaces the LSTM module in the time-series processing component of Time-EAPCR. This modification effectively addresses multi-source data heterogeneity, facilitates efficient multi-source feature fusion, and enhances the temporal feature extraction capabilities of multi-source industrial data.Experimental results demonstrate that the proposed method outperforms existing approaches across four industrial datasets, highlighting its broad application potential.

As human activities intensify, environmental systems such as aquatic ecosystems and water treatment systems face increasingly complex pressures, impacting ecological balance, public health, and sustainable development, making intelligent anomaly monitoring essential. However, traditional monitoring methods suffer from delayed responses, insufficient data processing capabilities, and weak generalisation, making them unsuitable for complex environmental monitoring needs.In recent years, machine learning has been widely applied to anomaly detection, but the multi-dimensional features and spatiotemporal dynamics of environmental ecological data, especially the long-term dependencies and strong variability in the time dimension, limit the effectiveness of traditional methods.Deep learning, with its ability to automatically learn features, captures complex nonlinear relationships, improving detection performance. However, its application in environmental monitoring is still in its early stages and requires further exploration.This paper introduces a new deep learning method, Time-EAPCR (Time-Embedding-Attention-Permutated CNN-Residual), and applies it to environmental science. The method uncovers feature correlations, captures temporal evolution patterns, and enables precise anomaly detection in environmental systems.We validated Time-EAPCR's high accuracy and robustness across four publicly available environmental datasets. Experimental results show that the method efficiently handles multi-source data, improves detection accuracy, and excels across various scenarios with strong adaptability and generalisation. Additionally, a real-world river monitoring dataset confirmed the feasibility of its deployment, providing reliable technical support for environmental monitoring.

Amidst ongoing market recalibration and increasing investor optimism, the U.S. stock market is experiencing a resurgence, prompting the need for sophisticated tools to protect and grow portfolios. Addressing this, we introduce "Stockformer," a cutting-edge deep learning framework optimized for swing trading, featuring the TopKDropout method for enhanced stock selection. By integrating STL decomposition and self-attention networks, Stockformer utilizes the S&P 500's complex data to refine stock return predictions. Our methodology entailed segmenting data for training and validation (January 2021 to January 2023) and testing (February to June 2023). During testing, Stockformer's predictions outperformed ten industry models, achieving superior precision in key predictive accuracy indicators (MAE, RMSE, MAPE), with a remarkable accuracy rate of 62.39% in detecting market trends. In our backtests, Stockformer's swing trading strategy yielded a cumulative return of 13.19% and an annualized return of 30.80%, significantly surpassing current state-of-the-art models. Stockformer has emerged as a beacon of innovation in these volatile times, offering investors a potent tool for market forecasting. To advance the field and foster community collaboration, we have open-sourced Stockformer, available at https://github.com/Eric991005/Stockformer.