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Time series forecasting is a critical task in domains such as energy, finance, and meteorology, where accurate long-term predictions are essential. While Transformer-based models have shown promise in capturing temporal dependencies, their…

Machine Learning · Computer Science 2024-12-10 Zhenkai Qin , Baozhong Wei , Caifeng Gao , Jianyuan Ni

Time series analysis provides essential insights for real-world system dynamics and informs downstream decision-making, yet most existing methods often overlook the rich contextual signals present in auxiliary modalities. To bridge this…

Machine Learning · Computer Science 2026-03-24 Yushan Jiang , Wenchao Yu , Geon Lee , Dongjin Song , Kijung Shin , Wei Cheng , Yanchi Liu , Haifeng Chen

Large language models (LLMs) have been applied in many fields and have developed rapidly in recent years. As a classic machine learning task, time series forecasting has recently been boosted by LLMs. Recent works treat large language…

Computation and Language · Computer Science 2024-12-31 Hua Tang , Chong Zhang , Mingyu Jin , Qinkai Yu , Zhenting Wang , Xiaobo Jin , Yongfeng Zhang , Mengnan Du

Finding effective representations for time series data is a useful but challenging task. Several works utilize self-supervised or unsupervised learning methods to address this. However, there still remains the open question of how to…

Machine Learning · Computer Science 2024-03-19 Yuansan Liu , Sudanthi Wijewickrema , Christofer Bester , Stephen O'Leary , James Bailey

Transformer-based models for time series forecasting (TSF) have attracted significant attention in recent years due to their effectiveness and versatility. However, these models often require extensive hyperparameter optimization (HPO) to…

Machine Learning · Computer Science 2025-01-03 Jingjing Xu , Caesar Wu , Yuan-Fang Li , Grégoire Danoy , Pascal Bouvry

Large language models (LLMs) have demonstrated their effectiveness in multivariate time series classification (MTSC). Effective adaptation of LLMs for MTSC necessitates informative data representations. Existing LLM-based methods directly…

Artificial Intelligence · Computer Science 2025-10-29 Jiahao Wang , Mingyue Cheng , Qingyang Mao , Yitong Zhou , Daoyu Wang , Qi Liu , Feiyang Xu , Xin Li

Despite their central role in the success of foundational models and large-scale language modeling, the theoretical foundations governing the operation of Transformers remain only partially understood. Contemporary research has largely…

Machine Learning · Computer Science 2025-06-02 Sagar Ghosh , Kushal Bose , Swagatam Das

Long-term time series forecasting (LTSF) is important for various domains but is confronted by challenges in handling the complex temporal-contextual relationships. As multivariate input models underperforming some recent univariate…

Machine Learning · Statistics 2026-02-06 Jiecheng Lu , Xu Han , Shihao Yang

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

Many security and network applications require having large datasets to train the machine learning models. Limited data access is a well-known problem in the security domain. Recent studies have shown the potential of Transformer models to…

Machine Learning · Computer Science 2025-06-10 Yusuf Elnady

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

Transformers are increasingly adopted for modeling and forecasting time-series, yet their internal mechanisms remain poorly understood from a dynamical systems perspective. In contrast to classical autoregressive and state-space models,…

Machine Learning · Computer Science 2025-12-25 Gregory Duthé , Nikolaos Evangelou , Wei Liu , Ioannis G. Kevrekidis , Eleni Chatzi

Dynamic link prediction plays a crucial role in diverse applications including social network analysis, communication forecasting, and financial modeling. While recent Transformer-based approaches have demonstrated promising results in…

Machine Learning · Computer Science 2026-03-05 Hantong Feng , Yonggang Wu , Duxin Chen , Wenwu Yu

Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). While Transformer-based methods excel in capturing long-range dependencies, they suffer from high computational complexities and…

Machine Learning · Computer Science 2025-04-16 Yifan Hu , Peiyuan Liu , Peng Zhu , Dawei Cheng , Tao Dai

Diffusion models, initially developed for image synthesis, demonstrate remarkable generative capabilities. Recently, their application has expanded to time series forecasting (TSF), yielding promising results. Existing surveys on time…

Machine Learning · Statistics 2025-09-03 Chen Su , Zhengzhou Cai , Yuanhe Tian , Zhuochao Chang , Zihong Zheng , Yan Song

Time series forecasting (TSF) plays a crucial role in many applications. Transformer-based methods are one of the mainstream techniques for TSF. Existing methods treat all token dependencies equally. However, we find that the effectiveness…

Artificial Intelligence · Computer Science 2025-03-11 Jianqi Zhang , Jingyao Wang , Xingchen Shen , Wenwen Qiang

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

Transformer architectures have facilitated the development of large-scale and general-purpose sequence models for prediction tasks in natural language processing and computer vision, e.g., GPT-3 and Swin Transformer. Although originally…

Machine Learning · Computer Science 2023-06-27 Muning Wen , Runji Lin , Hanjing Wang , Yaodong Yang , Ying Wen , Luo Mai , Jun Wang , Haifeng Zhang , Weinan Zhang

Time series forecasting with limited data is a challenging yet critical task. While transformers have achieved outstanding performances in time series forecasting, they often require many training samples due to the large number of…

Machine Learning · Computer Science 2019-10-23 Yunkai Zhang , Qiao Jiang , Shurui Li , Xiaoyong Jin , Xueying Ma , Xifeng Yan

The capabilities of transformer networks such as ChatGPT and other Large Language Models (LLMs) have captured the world's attention. The crucial computational mechanism underlying their performance relies on transforming a complete input…

Computation and Language · Computer Science 2024-08-19 Lyle Muller , Patricia S. Churchland , Terrence J. Sejnowski