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Origin-Destination (OD) matrices record directional flow data between pairs of OD regions. The intricate spatiotemporal dependency in the matrices makes the OD matrix forecasting (ODMF) problem not only intractable but also non-trivial.…

Artificial Intelligence · Computer Science 2022-08-18 Jin Huang , Bosong Huang , Weihao Yu , Jing Xiao , Ruzhong Xie , Ke Ruan

Sequence modeling faces challenges in capturing long-range dependencies across diverse tasks. Recent linear and transformer-based forecasters have shown superior performance in time series forecasting. However, they are constrained by their…

Machine Learning · Computer Science 2024-11-25 Bong Gyun Kang , Dongjun Lee , HyunGi Kim , DoHyun Chung , Sungroh Yoon

Recency bias is a useful inductive prior for sequential modeling: it emphasizes nearby observations and can still allow longer-range dependencies. Standard Transformer attention lacks this property, relying on all-to-all interactions that…

Machine Learning · Computer Science 2026-04-23 Kareem Hegazy , Michael W. Mahoney , N. Benjamin Erichson

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

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

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

Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…

Machine Learning · Computer Science 2024-02-09 Linfeng Du , Ji Xin , Alex Labach , Saba Zuberi , Maksims Volkovs , Rahul G. Krishnan

Transformer-based models have achieved remarkable success in multivariate time series forecasting (MTSF) by capturing long-range dependencies. However, their widespread adoption is hindered by the quadratic computational complexity of…

Machine Learning · Computer Science 2026-05-12 Fanpu Cao , Shu Yang , Zhengjian Chen , Ye Liu , Laizhong Cui

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

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

Although Transformers excel in natural language processing, their extension to time series forecasting remains challenging due to insufficient consideration of the differences between textual and temporal modalities. In this paper, we…

Machine Learning · Computer Science 2025-10-09 Zhipeng Liu , Peibo Duan , Xuan Tang , Baixin Li , Yongsheng Huang , Mingyang Geng , Changsheng Zhang , Bin Zhang , Binwu Wang

Transformer-based models have been achieving state-of-the-art results in several fields of Natural Language Processing. However, its direct application to speech tasks is not trivial. The nature of this sequences carries problems such as…

Computation and Language · Computer Science 2022-05-17 Gerard Sant , Gerard I. Gállego , Belen Alastruey , Marta R. Costa-Jussà

Recurrent neural networks are effective models to process sequences. However, they are unable to learn long-term dependencies because of their inherent sequential nature. As a solution, Vaswani et al. introduced the Transformer, a model…

Machine Learning · Computer Science 2023-03-28 Quentin Fournier , Gaétan Marceau Caron , Daniel Aloise

This paper presents \textbf{FreEformer}, a simple yet effective model that leverages a \textbf{Fre}quency \textbf{E}nhanced Trans\textbf{former} for multivariate time series forecasting. Our work is based on the assumption that the…

Machine Learning · Computer Science 2025-01-27 Wenzhen Yue , Yong Liu , Xianghua Ying , Bowei Xing , Ruohao Guo , Ji Shi

In this paper, we present the Sub-Adjacent Transformer with a novel attention mechanism for unsupervised time series anomaly detection. Unlike previous approaches that rely on all the points within some neighborhood for time point…

Machine Learning · Computer Science 2024-05-01 Wenzhen Yue , Xianghua Ying , Ruohao Guo , DongDong Chen , Ji Shi , Bowei Xing , Yuqing Zhu , Taiyan Chen

Transformer tends to overallocate attention to irrelevant context. In this work, we introduce Diff Transformer, which amplifies attention to the relevant context while canceling noise. Specifically, the differential attention mechanism…

Computation and Language · Computer Science 2025-04-08 Tianzhu Ye , Li Dong , Yuqing Xia , Yutao Sun , Yi Zhu , Gao Huang , Furu Wei

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

The paper develops a Transformer architecture for estimating dynamic factors from multivariate time series data under flexible identification assumptions. Performance on small datasets is improved substantially by using a conventional…

Econometrics · Economics 2026-01-21 Oliver Snellman

Long-term time-series forecasting (LTTF) has become a pressing demand in many applications, such as wind power supply planning. Transformer models have been adopted to deliver high prediction capacity because of the high computational…

Machine Learning · Computer Science 2023-01-06 Yan Li , Xinjiang Lu , Haoyi Xiong , Jian Tang , Jiantao Su , Bo Jin , Dejing Dou

Short-term precipitation forecasting remains challenging due to the difficulty in capturing long-term spatiotemporal dependencies. Current deep learning methods fall short in establishing effective dependencies between conditions and…

Machine Learning · Computer Science 2024-10-18 ChaoRong Li , XuDong Ling , YiLan Xue , Wenjie Luo , LiHong Zhu , FengQing Qin , Yaodong Zhou , Yuanyuan Huang