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Transformer-based architectures have achieved remarkable success in natural language processing and computer vision. However, their performance in multivariate long-term forecasting often falls short compared to simpler linear baselines.…

Machine Learning · Computer Science 2025-07-09 Dizhen Liang

Time series forecasting is an important problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. In this paper, we propose to tackle such forecasting problem with…

Machine Learning · Computer Science 2020-01-06 Shiyang Li , Xiaoyong Jin , Yao Xuan , Xiyou Zhou , Wenhu Chen , Yu-Xiang Wang , Xifeng Yan

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Machine Learning · Computer Science 2023-05-09 Riccardo Ughi , Eugenio Lomurno , Matteo Matteucci

Time series forecasting is crucial for applications across multiple domains and various scenarios. Although Transformer models have dramatically advanced the landscape of forecasting, their effectiveness remains debated. Recent findings…

Machine Learning · Computer Science 2024-12-24 Dongbin Kim , Jinseong Park , Jaewook Lee , Hoki Kim

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

Recurrent Neural Networks were, until recently, one of the best ways to capture the timely dependencies in sequences. However, with the introduction of the Transformer, it has been proven that an architecture with only attention-mechanisms…

Machine Learning · Computer Science 2021-08-19 Radostin Cholakov , Todor Kolev

There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

Machine Learning · Computer Science 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…

Machine Learning · Computer Science 2022-11-01 Junlong Tong , Liping Xie , Wankou Yang , Kanjian Zhang

Traffic prediction is a challenging spatio-temporal forecasting problem that involves highly complex spatio-temporal correlations. This paper proposes a Multi-level Multi-view Augmented Spatio-temporal Transformer (LVSTformer) for traffic…

Machine Learning · Computer Science 2024-06-19 Jiaqi Lin , Qianqian Ren

Self-supervised learning has garnered increasing attention in time series analysis for benefiting various downstream tasks and reducing reliance on labeled data. Despite its effectiveness, existing methods often struggle to comprehensively…

Machine Learning · Computer Science 2025-06-12 Daoyu Wang , Mingyue Cheng , Zhiding Liu , Qi Liu

Time series forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

Machine Learning · Computer Science 2021-01-26 Zekai Chen , Jiaze E , Xiao Zhang , Hao Sheng , Xiuzheng Cheng

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

Time series forecasting requires architectures that simultaneously achieve three competing objectives: (1) strict temporal causality for reliable predictions, (2) sub-quadratic complexity for practical scalability, and (3) multi-scale…

Machine Learning · Computer Science 2025-11-25 Qianru Zhang , Honggang Wen , Ming Li , Dong Huang , Siu-Ming Yiu , Christian S. Jensen , Pietro Liò

As the most representative scenario of spatial-temporal forecasting tasks, the traffic forecasting task attracted numerous attention from machine learning community due to its intricate correlation both in space and time dimension. Existing…

Machine Learning · Computer Science 2024-09-16 Xinyu Ning

Time series forecasting is an important problem, with many real world applications. Ensembles of deep neural networks have recently achieved impressive forecasting accuracy, but such large ensembles are impractical in many real world…

Machine Learning · Computer Science 2022-08-31 Espen Haugsdal , Erlend Aune , Massimiliano Ruocco

Time series forecasting is widely used in the fields of equipment life cycle forecasting, weather forecasting, traffic flow forecasting, and other fields. Recently, some scholars have tried to apply Transformer to time series forecasting…

Machine Learning · Computer Science 2022-02-24 Benhan Li , Shengdong Du , Tianrui Li

Extending the forecasting time is a critical demand for real applications, such as extreme weather early warning and long-term energy consumption planning. This paper studies the long-term forecasting problem of time series. Prior…

Machine Learning · Computer Science 2022-01-10 Haixu Wu , Jiehui Xu , Jianmin Wang , Mingsheng Long

Transformers have become the leading choice in natural language processing over other deep learning architectures. This trend has also permeated the field of time series analysis, especially for long-horizon forecasting, showcasing…

Machine Learning · Computer Science 2025-07-30 Ignacio Aguilera-Martos , Andrés Herrera-Poyatos , Julián Luengo , Francisco Herrera

We present a conformal prediction method for time series using the Transformer architecture to capture long-memory and long-range dependencies. Specifically, we use the Transformer decoder as a conditional quantile estimator to predict the…

Machine Learning · Computer Science 2024-06-11 Junghwan Lee , Chen Xu , Yao Xie

Transformer-based methods have shown great potential in long-term time series forecasting. However, most of these methods adopt the standard point-wise self-attention mechanism, which not only becomes intractable for long-term forecasting…

Machine Learning · Computer Science 2022-02-24 Dazhao Du , Bing Su , Zhewei Wei
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