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Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

Time series forecasting at scale presents significant challenges for modern prediction systems, particularly when dealing with large sets of synchronized series, such as in a global payment network. In such systems, three key challenges…

Transformer-based models have significantly advanced time series forecasting. Recent work, like the Cross-Attention-only Time Series transformer (CATS), shows that removing self-attention can make the model more accurate and efficient.…

Machine Learning · Computer Science 2025-09-08 Jiajun Song , Xiaoou Liu

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

We propose a novel Transformer-based architecture for the task of generative modelling of 3D human motion. Previous work commonly relies on RNN-based models considering shorter forecast horizons reaching a stationary and often implausible…

Computer Vision and Pattern Recognition · Computer Science 2021-11-30 Emre Aksan , Manuel Kaufmann , Peng Cao , Otmar Hilliges

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

The self-attention mechanism in Transformer architecture, invariant to sequence order, necessitates positional embeddings to encode temporal order in time series prediction. We argue that this reliance on positional embeddings restricts the…

Machine Learning · Computer Science 2024-08-21 Yongbo Yu , Weizhong Yu , Feiping Nie , Xuelong Li

Accurate traffic forecasting is essential for intelligent transportation systems, supporting a wide range of real-world applications. However, it remains challenging due to two key factors:~(1) Traffic series contain heterogeneous temporal…

Artificial Intelligence · Computer Science 2026-05-26 Ruiwen Gu , Qitai Tan , Yahao Liu , Xiao-Ping Zhang

Recently, Transformer-based models for long sequence time series forecasting have demonstrated promising results. The self-attention mechanism as the core component of these Transformer-based models exhibits great potential in capturing…

Machine Learning · Computer Science 2024-12-17 Zhicheng Zhang , Yong Wang , Shaoqi Tan , Bowei Xia , Yujie Luo

Spatial and time-dependent data is of interest in many applications. This task is difficult due to its complex spatial dependency, long-range temporal dependency, data non-stationarity, and data heterogeneity. To address these challenges,…

Machine Learning · Computer Science 2021-01-11 Yang Li , José M. F. Moura

Pretrained language models based on the transformer architecture have shown great success in NLP. Textual training data often comes from the web and is thus tagged with time-specific information, but most language models ignore this…

Computation and Language · Computer Science 2022-05-05 Guy D. Rosin , Kira Radinsky

Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…

Machine Learning · Computer Science 2023-02-22 Julong Young , Junhui Chen , Feihu Huang , Jian Peng

Capturing complex temporal patterns and relationships within multivariate data streams is a difficult task. We propose the Temporal Kolmogorov-Arnold Transformer (TKAT), a novel attention-based architecture designed to address this task…

Machine Learning · Computer Science 2024-06-06 Remi Genet , Hugo Inzirillo

In multivariable time series (MTS) forecasting, existing state-of-the-art deep learning approaches tend to focus on autoregressive formulations and often overlook the potential of using exogenous variables in enhancing the prediction of the…

Machine Learning · Computer Science 2025-04-03 Yuxuan Shu , Vasileios Lampos

Non-autoregressive Transformer is a promising text generation model. However, current non-autoregressive models still fall behind their autoregressive counterparts in translation quality. We attribute this accuracy gap to the lack of…

Computation and Language · Computer Science 2021-03-23 Yu Bao , Shujian Huang , Tong Xiao , Dongqi Wang , Xinyu Dai , Jiajun Chen

Traffic forecasting has emerged as a core component of intelligent transportation systems. However, timely accurate traffic forecasting, especially long-term forecasting, still remains an open challenge due to the highly nonlinear and…

Signal Processing · Electrical Eng. & Systems 2021-03-30 Mingxing Xu , Wenrui Dai , Chunmiao Liu , Xing Gao , Weiyao Lin , Guo-Jun Qi , Hongkai Xiong

Predicting motion of surrounding agents is critical to real-world applications of tactical path planning for autonomous driving. Due to the complex temporal dependencies and social interactions of agents, on-line trajectory prediction is a…

Computer Vision and Pattern Recognition · Computer Science 2021-02-08 Jingwen Zhao , Xuanpeng Li , Qifan Xue , Weigong Zhang

Real-world time-series datasets often violate the assumptions of standard supervised learning for forecasting -- their distributions evolve over time, rendering the conventional training and model selection procedures suboptimal. In this…

Machine Learning · Computer Science 2022-09-27 Sercan O. Arik , Nathanael C. Yoder , Tomas Pfister

Spatiotemporal predictive learning offers a self-supervised learning paradigm that enables models to learn both spatial and temporal patterns by predicting future sequences based on historical sequences. Mainstream methods are dominated by…

Computer Vision and Pattern Recognition · Computer Science 2023-10-31 Xuesong Nie , Xi Chen , Haoyuan Jin , Zhihang Zhu , Yunfeng Yan , Donglian Qi

The past decade has witnessed significant advances in time series modeling with deep learning. While achieving state-of-the-art results, the best-performing architectures vary highly across applications and domains. Meanwhile, for natural…

Machine Learning · Computer Science 2024-04-03 Defu Cao , Furong Jia , Sercan O Arik , Tomas Pfister , Yixiang Zheng , Wen Ye , Yan Liu