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A variety of real-world applications rely on far future information to make decisions, thus calling for efficient and accurate long sequence multivariate time series forecasting. While recent attention-based forecasting models show strong…

Machine Learning · Computer Science 2022-05-02 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang , Tung Kieu , Xuanyi Dong , Shirui Pan

Transformer models gain popularity because of their superior inference accuracy and inference throughput. However, the transformer is computation-intensive, causing a long inference time. The existing works on transformer inference…

Performance · Computer Science 2023-04-19 Yuan Feng , Hyeran Jeon , Filip Blagojevic , Cyril Guyot , Qing Li , Dong Li

Time series forecasting is prevalent in extensive real-world applications, such as financial analysis and energy planning. Previous studies primarily focus on time series modality, endeavoring to capture the intricate variations and…

Machine Learning · Computer Science 2024-10-08 Jiaxiang Dong , Haixu Wu , Yuxuan Wang , Li Zhang , Jianmin Wang , Mingsheng Long

Amortized variational inference in latent-variable forecasters creates a deployment gap: the test-time encoder approximates a training-time optimization-refined latent, but without access to future targets. This gap introduces unnecessary…

Machine Learning · Computer Science 2026-02-17 Abhijit Gupta

Among the existing Transformer-based multivariate time series forecasting methods, iTransformer, which treats each variable sequence as a token and only explicitly extracts cross-variable dependencies, and PatchTST, which adopts a…

Machine Learning · Computer Science 2025-01-08 Liyang Qin , Xiaoli Wang , Chunhua Yang , Huaiwen Zou , Haochuan Zhang

Transformer is a deep neural network that employs a self-attention mechanism to comprehend the contextual relationships within sequential data. Unlike conventional neural networks or updated versions of Recurrent Neural Networks (RNNs) such…

Machine Learning · Computer Science 2023-06-14 Saidul Islam , Hanae Elmekki , Ahmed Elsebai , Jamal Bentahar , Najat Drawel , Gaith Rjoub , Witold Pedrycz

Transformers have enabled impressive improvements in deep learning. They often outperform recurrent and convolutional models in many tasks while taking advantage of parallel processing. Recently, we proposed the SepFormer, which obtains…

Audio and Speech Processing · Electrical Eng. & Systems 2023-05-30 Cem Subakan , Mirco Ravanelli , Samuele Cornell , Francois Grondin , Mirko Bronzi

The performance of transformers for time-series forecasting has improved significantly. Recent architectures learn complex temporal patterns by segmenting a time-series into patches and using the patches as tokens. The patch size controls…

Machine Learning · Computer Science 2024-03-25 Yitian Zhang , Liheng Ma , Soumyasundar Pal , Yingxue Zhang , Mark Coates

Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…

Machine Learning · Computer Science 2024-12-18 Sanjay Chakraborty , Ibrahim Delibasoglu , Fredrik Heintz

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

The scope of data-driven fault diagnosis models is greatly extended through deep learning (DL). However, the classical convolution and recurrent structure have their defects in computational efficiency and feature representation, while the…

Artificial Intelligence · Computer Science 2021-12-07 Yifei Ding , Minping Jia , Qiuhua Miao , Yudong Cao

Transformers have recently gained prominence in long time series forecasting by elevating accuracies in a variety of use cases. Regrettably, in the race for better predictive performance the overhead of model architectures has grown…

Transformer is a powerful model for text understanding. However, it is inefficient due to its quadratic complexity to input sequence length. Although there are many methods on Transformer acceleration, they are still either inefficient on…

Computation and Language · Computer Science 2021-09-07 Chuhan Wu , Fangzhao Wu , Tao Qi , Yongfeng Huang , Xing Xie

Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

Machine Learning · Computer Science 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

A recent variation of Transformer, Performer, scales Transformer to longer sequences with a linear attention mechanism. However, it is not compatible with relative position encoding, which has advantages over absolute position encoding. In…

Computation and Language · Computer Science 2021-09-09 Peng Chen

Long-term time series forecasting (LTSF) represents a critical frontier in time series analysis, characterized by extensive input sequences, as opposed to the shorter spans typical of traditional approaches. While longer sequences…

Machine Learning · Computer Science 2024-10-17 Jinliang Deng , Feiyang Ye , Du Yin , Xuan Song , Ivor W. Tsang , Hui Xiong

Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…

Machine Learning · Computer Science 2024-08-08 Rares Cristian , Pavithra Harsha , Clemente Ocejo , Georgia Perakis , Brian Quanz , Ioannis Spantidakis , Hamza Zerhouni

Transformers have shown great power in time series forecasting due to their global-range modeling ability. However, their performance can degenerate terribly on non-stationary real-world data in which the joint distribution changes over…

Machine Learning · Computer Science 2023-11-27 Yong Liu , Haixu Wu , Jianmin Wang , Mingsheng Long

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

Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…

Machine Learning · Computer Science 2024-02-09 Linfeng Du , Ji Xin , Alex Labach , Saba Zuberi , Maksims Volkovs , Rahul G. Krishnan
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