@article{roughtransformerslightweightcontinuous,
  title = {Rough Transformers: Lightweight and Continuous Time Series Modelling through Signature Patching},
  author = {Fernando Moreno-Pino and Álvaro Arroyo and Harrison Waldon and Xiaowen Dong and Álvaro Cartea},
  year = {2024},
  eprint = {2405.20799},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2405.20799v3},
}