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Selecting an appropriate look-back horizon remains a fundamental challenge in time series forecasting (TSF), particularly in the federated learning scenarios where data is decentralized, heterogeneous, and often non-independent. While…

Machine Learning · Computer Science 2026-01-06 Dahao Tang , Nan Yang , Yanli Li , Zhiyu Zhu , Zhibo Jin , Dong Yuan

Recently, the superiority of Transformer for long-term time series forecasting (LTSF) tasks has been challenged, particularly since recent work has shown that simple models can outperform numerous Transformer-based approaches. This suggests…

Machine Learning · Computer Science 2023-10-10 Shengsheng Lin , Weiwei Lin , Wentai Wu , Songbo Wang , Yongxiang Wang

Time series prediction is crucial for understanding and forecasting complex dynamics in various domains, ranging from finance and economics to climate and healthcare. Based on Transformer architecture, one approach involves encoding…

Machine Learning · Computer Science 2024-05-24 Xin Cheng , Xiuying Chen , Shuqi Li , Di Luo , Xun Wang , Dongyan Zhao , Rui Yan

In the complex landscape of multivariate time series forecasting, achieving both accuracy and interpretability remains a significant challenge. This paper introduces the Fuzzy Transformer (Fuzzformer), a novel recurrent neural network…

Artificial Intelligence · Computer Science 2025-10-02 Miha Ožbot , Igor Škrjanc , Vitomir Štruc

Accurately predicting the behavior of complex dynamical systems, characterized by high-dimensional multivariate time series(MTS) in interconnected sensor networks, is crucial for informed decision-making in various applications to minimize…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Krishna Sai Sudhir Aripirala , Shivam Gupta , Venkataramana Runkana

In exploring Predictive Health Management (PHM) strategies for Proton Exchange Membrane Fuel Cells (PEMFC), the Transformer model, widely used in data-driven approaches, excels in many fields but struggles with time series analysis due to…

Machine Learning · Computer Science 2025-04-15 Zezhi Tang , Xiaoyu Chen , Xin Jin , Benyuan Zhang , Wenyu Liang

Recent studies have attempted to refine the Transformer architecture to demonstrate its effectiveness in Long-Term Time Series Forecasting (LTSF) tasks. Despite surpassing many linear forecasting models with ever-improving performance, we…

Machine Learning · Computer Science 2024-12-30 Peiwang Tang , Weitai Zhang

Transformer-based models have recently become dominant in Long-term Time Series Forecasting (LTSF), yet the variations in their architecture, such as encoder-only, encoder-decoder, and decoder-only designs, raise a crucial question: What…

Machine Learning · Computer Science 2025-07-18 Lefei Shen , Mouxiang Chen , Han Fu , Xiaoxue Ren , Xiaoyun Joy Wang , Jianling Sun , Zhuo Li , Chenghao Liu

Although Transformer has made breakthrough success in widespread domains especially in Natural Language Processing (NLP), applying it to time series forecasting is still a great challenge. In time series forecasting, the autoregressive…

Machine Learning · Computer Science 2021-06-01 Kai Chen , Guang Chen , Dan Xu , Lijun Zhang , Yuyao Huang , Alois Knoll

Accurate multivariate time-series prediction of vital signs and laboratory results is crucial for early intervention and precision medicine in intensive care units (ICUs). However, vital signs are often noisy and exhibit rapid fluctuations,…

Machine Learning · Computer Science 2025-11-26 Wanzhe Xu , Yutong Dai , Yitao Yang , Martin Loza , Weihang Zhang , Yang Cui , Xin Zeng , Sung Joon Park , Kenta Nakai

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

Long-term time series forecasting (LTSF) is hampered by the challenge of modeling complex dependencies that span multiple temporal scales and frequency resolutions. Existing methods, including Transformer and MLP-based models, often…

Machine Learning · Computer Science 2025-09-22 Qianyang Li , Xingjun Zhang , Shaoxun Wang , Jia Wei

Accurate forecasting of solar power output is essential for efficient integration of renewable energy into the grid. In this study, an attention-based deep learning model, inspired by transformer architecture, is used for short-term solar…

Machine Learning · Computer Science 2026-04-28 Ankan Basu , Jyotiraditya Roy , Aditya Datta , Prayas Sanyal , Sumanta Banerjee

We introduce the Momentum Transformer, an attention-based deep-learning architecture, which outperforms benchmark time-series momentum and mean-reversion trading strategies. Unlike state-of-the-art Long Short-Term Memory (LSTM)…

Machine Learning · Computer Science 2022-11-24 Kieran Wood , Sven Giegerich , Stephen Roberts , Stefan Zohren

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 market trends. Hence, processing multi-period inputs becomes…

Statistical Finance · Quantitative Finance 2026-02-03 Xu Zhang , Zhengang Huang , Yunzhi Wu , Xun Lu , Erpeng Qi , Yunkai Chen , Zhongya Xue , Qitong Wang , Peng Wang , Wei Wang

Accurate forecasting of multivariate time series remains challenging due to the need to capture both short-term fluctuations and long-range temporal dependencies. Transformer-based models have emerged as a powerful approach, but their…

Machine Learning · Computer Science 2026-03-26 Aymane Harkati , Moncef Garouani , Olivier Teste , Julien Aligon , Mohamed Hamlich

Situation assessment in Real-Time Strategy (RTS) games is crucial for understanding decision-making in complex adversarial environments. However, existing methods remain limited in processing multi-dimensional feature information and…

Machine Learning · Computer Science 2025-01-08 Yanqing Ye , Weilong Yang , Kai Qiu , Jie Zhang

Since its introduction, the transformer has shifted the development trajectory away from traditional models (e.g., RNN, MLP) in time series forecasting, which is attributed to its ability to capture global dependencies within temporal…

Machine Learning · Computer Science 2025-01-07 Xiwen Chen , Peijie Qiu , Wenhui Zhu , Huayu Li , Hao Wang , Aristeidis Sotiras , Yalin Wang , Abolfazl Razi

Transformers have demonstrated remarkable efficacy in forecasting time series data. However, their extensive dependence on self-attention mechanisms demands significant computational resources, thereby limiting their practical applicability…

Machine Learning · Computer Science 2024-06-26 Cat P. Le , Chris Cannella , Ali Hasan , Yuting Ng , Vahid Tarokh

Transformer-based models have shown strong performance in time-series forecasting by leveraging self-attention to model long-range temporal dependencies. However, their effectiveness depends critically on the quality and structure of input…

Machine Learning · Computer Science 2026-02-11 Saurish Nagrath , Saroj Kumar Panigrahy
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