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Time Series Foundation Models (TSFMs) have borrowed the long context paradigm from natural language processing under the premise that feeding more history into the model improves forecast quality. But in stochastic domains, distant history…

Machine Learning · Computer Science 2026-05-12 Rishi Ahuja , Kumar Prateek , Simranjit Singh , Vijay Kumar

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

Recently, large language models (LLMs) have demonstrated powerful capabilities in performing various tasks and thus are applied by recent studies to time series forecasting (TSF) tasks, which predict future values with the given historical…

Computation and Language · Computer Science 2025-07-15 Chen Su , Yuanhe Tian , Qinyu Liu , Jun Zhang , Yan Song

Process Model Forecasting (PMF) aims to predict how the control-flow structure of a process evolves over time by modeling the temporal dynamics of directly-follows (DF) relations, complementing predictive process monitoring that focuses on…

Machine Learning · Computer Science 2025-12-09 Yongbo Yu , Jari Peeperkorn , Johannes De Smedt , Jochen De Weerdt

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

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

Time series forecasting (TSF) remains a challenging and largely unsolved problem in machine learning, despite significant recent efforts leveraging Large Language Models (LLMs), which predominantly rely on Transformer architectures.…

Machine Learning · Computer Science 2025-10-14 Yufa Zhou , Yixiao Wang , Surbhi Goel , Anru R. Zhang

Network traffic prediction is essential for automating modern network management. It is a difficult time series forecasting (TSF) problem that has been addressed by Deep Learning (DL) models due to their ability to capture complex patterns.…

Networking and Internet Architecture · Computer Science 2026-01-07 Eilaf MA Babai , Aalaa MA Babai , Koji Okamura

In recent years, numerous Transformer-based models have been applied to long-term time-series forecasting (LTSF) tasks. However, recent studies with linear models have questioned their effectiveness, demonstrating that simple linear layers…

Machine Learning · Computer Science 2024-08-20 Jiaheng Yin , Zhengxin Shi , Jianshen Zhang , Xiaomin Lin , Yulin Huang , Yongzhi Qi , Wei Qi

Recently, Transformer-base models have made significant progress in the field of time series prediction which have achieved good results and become baseline models beyond Dlinear. The paper proposes an U-Net time series prediction model…

Machine Learning · Computer Science 2024-06-07 Li Chu , Xiao Bingjia , Yuan Qiping

As Transformer-based models have achieved impressive performance on various time series tasks, Long-Term Series Forecasting (LTSF) tasks have also received extensive attention in recent years. However, due to the inherent computational…

Machine Learning · Computer Science 2024-02-06 Daojun Liang , Haixia Zhang , Dongfeng Yuan , Xiaoyan Ma , Dongyang Li , Minggao Zhang

Accurate household electricity short-term load forecasting (STLF) is key to future and sustainable energy systems. While various studies have analyzed statistical, machine learning, or deep learning approaches for household electricity…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Marcel Meyer , David Zapata , Sascha Kaltenpoth , Oliver Müller

Transformer-based models have gained large popularity and demonstrated promising results in long-term time-series forecasting in recent years. In addition to learning attention in time domain, recent works also explore learning attention in…

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…

Machine Learning · Computer Science 2022-09-21 Hugo Inzirillo , Ludovic De Villelongue

The application of transformer-based models on time series forecasting (TSF) tasks has long been popular to study. However, many of these works fail to beat the simple linear residual model, and the theoretical understanding of this issue…

Machine Learning · Computer Science 2025-03-04 Yekun Ke , Yingyu Liang , Zhenmei Shi , Zhao Song , Chiwun Yang

Time series forecasting is a critical task that provides key information for decision-making. After traditional statistical and machine learning approaches, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs…

Machine Learning · Computer Science 2025-05-02 Jongseon Kim , Hyungjoon Kim , HyunGi Kim , Dongjun Lee , Sungroh Yoon

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

Over the past few decades, the hydrology community has witnessed notable advancements in streamflow prediction, particularly with the introduction of cutting-edge machine-learning algorithms. Recurrent neural networks, especially Long…

Machine Learning · Computer Science 2023-05-23 Sinan Rasiya Koya , Tirthankar Roy

Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

Machine Learning · Computer Science 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso

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