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Given the significant potential of large language models (LLMs) in sequence modeling, emerging studies have begun applying them to time-series forecasting. Despite notable progress, existing methods still face two critical challenges: 1)…

Artificial Intelligence · Computer Science 2025-01-09 Pengfei Wang , Huanran Zheng , Qi'ao Xu , Silong Dai , Yiqiao Wang , Wenjing Yue , Wei Zhu , Tianwen Qian , Xiaoling Wang

In this work we propose for the first time a transformer-based framework for unsupervised representation learning of multivariate time series. Pre-trained models can be potentially used for downstream tasks such as regression and…

Machine Learning · Computer Science 2020-12-10 George Zerveas , Srideepika Jayaraman , Dhaval Patel , Anuradha Bhamidipaty , Carsten Eickhoff

We present Timer-XL, a causal Transformer for unified time series forecasting. To uniformly predict multidimensional time series, we generalize next token prediction, predominantly adopted for 1D token sequences, to multivariate next token…

Machine Learning · Computer Science 2025-03-04 Yong Liu , Guo Qin , Xiangdong Huang , Jianmin Wang , Mingsheng Long

Long-term time series forecasting (LTSF) provides longer insights into future trends and patterns. Over the past few years, deep learning models especially Transformers have achieved advanced performance in LTSF tasks. However, LTSF faces…

Machine Learning · Computer Science 2024-06-28 Aobo Liang , Xingguo Jiang , Yan Sun , Xiaohou Shi , Ke Li

This research examines the use of Large Language Models (LLMs) in predicting time series, with a specific focus on the LLMTIME model. Despite the established effectiveness of LLMs in tasks such as text generation, language translation, and…

Machine Learning · Computer Science 2024-08-12 Rui Cao , Qiao Wang

Long-term Time Series Forecasting (LTSF) is critical for numerous real-world applications, such as electricity consumption planning, financial forecasting, and disease propagation analysis. LTSF requires capturing long-range dependencies…

Machine Learning · Computer Science 2024-10-04 Aitian Ma , Dongsheng Luo , Mo Sha

Transformer-based large language models (LLMs) have displayed remarkable creative prowess and emergence capabilities. Existing empirical studies have revealed a strong connection between these LLMs' impressive emergence abilities and their…

Machine Learning · Computer Science 2025-08-14 Dake Bu , Wei Huang , Andi Han , Atsushi Nitanda , Taiji Suzuki , Qingfu Zhang , Hau-San Wong

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

The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time…

Machine Learning · Computer Science 2023-02-08 Amin Shabani , Amir Abdi , Lili Meng , Tristan Sylvain

Time series forecasting plays a significant role in finance, energy, meteorology, and IoT applications. Recent studies have leveraged the generalization capabilities of large language models (LLMs) to adapt to time series forecasting,…

Machine Learning · Computer Science 2026-05-12 Hao Liu , Xiaoxing Zhang , Chun Yang , Xiaobin Zhu

Large language models (LLMs) are being applied to time series forecasting. But are language models actually useful for time series? In a series of ablation studies on three recent and popular LLM-based time series forecasting methods, we…

Machine Learning · Computer Science 2024-10-29 Mingtian Tan , Mike A. Merrill , Vinayak Gupta , Tim Althoff , Thomas Hartvigsen

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

Machine Learning · Computer Science 2025-01-10 HyunGi Kim , Siwon Kim , Jisoo Mok , Sungroh Yoon

Large Language Models (LLMs) have been applied to time series forecasting tasks, leveraging pre-trained language models as the backbone and incorporating textual data to purportedly enhance the comprehensive capabilities of LLMs for time…

Computation and Language · Computer Science 2025-04-15 Zhengke Sun , Hangwei Qian , Ivor Tsang

Multivariate time series forecasting (MTSF) aims to learn temporal dynamics among variables to forecast future time series. Existing statistical and deep learning-based methods suffer from limited learnable parameters and small-scale…

Machine Learning · Computer Science 2025-04-01 Chenxi Liu , Qianxiong Xu , Hao Miao , Sun Yang , Lingzheng Zhang , Cheng Long , Ziyue Li , Rui Zhao

Answering time-sensitive questions from long documents requires temporal reasoning over the times in questions and documents. An important open question is whether large language models can perform such reasoning solely using a provided…

Computation and Language · Computer Science 2023-10-31 Xin Su , Phillip Howard , Nagib Hakim , Steven Bethard

Astounding results from Transformer models on natural language tasks have intrigued the vision community to study their application to computer vision problems. Among their salient benefits, Transformers enable modeling long dependencies…

Computer Vision and Pattern Recognition · Computer Science 2022-01-20 Salman Khan , Muzammal Naseer , Munawar Hayat , Syed Waqas Zamir , Fahad Shahbaz Khan , Mubarak Shah

The growing interest in Temporal Graph Neural Networks (TGNNs) stems from their ability to model complex dynamics and deliver superior performance. However, TGNNs encounter fundamental challenges in capturing long-term dependencies and…

Machine Learning · Computer Science 2026-05-26 Hongjiang Chen , Pengfei Jiao , Ming Du , Xuan Guo , Zhidong Zhao , Di Jin , Xiao Liu

Multivariate time series (MTS) forecasting is vital in fields like weather, energy, and finance. However, despite deep learning advancements, traditional Transformer-based models often diminish the effect of crucial inter-variable…

Machine Learning · Computer Science 2025-03-03 Yanhong Li , David C. Anastasiu

Long-term time-series forecasting (LTSF) is fundamental to various real-world applications, where Transformer-based models have become the dominant framework due to their ability to capture long-range dependencies. However, these models…

Machine Learning · Computer Science 2025-03-27 Mingjie Li , Rui Liu , Guangsi Shi , Mingfei Han , Changling Li , Lina Yao , Xiaojun Chang , Ling Chen
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