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Transformer-based models, despite their promise for long-term time series forecasting (LTSF), suffer from an inherent low-pass filtering effect that limits their effectiveness. This issue arises due to undifferentiated propagation of…

Machine Learning · Computer Science 2026-01-23 Jingjing Bai , Yoshinobu Kawahara

Since its introduction, the transformer has shifted the development trajectory away from traditional models (e.g., RNN, MLP) in time series forecasting, which is attributed to its ability to capture global dependencies within temporal…

Machine Learning · Computer Science 2025-01-07 Xiwen Chen , Peijie Qiu , Wenhui Zhu , Huayu Li , Hao Wang , Aristeidis Sotiras , Yalin Wang , Abolfazl Razi

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 forecasting is a fundamental problem with applications in climate, energy, healthcare, and finance. Many existing approaches require domain-specific feature engineering and substantial labeled data for each task. We introduce…

Machine Learning · Computer Science 2026-01-29 Olaf Yunus Laitinen Imanov , Derya Umut Kulali , Taner Yilmaz

To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do…

Computational Finance · Quantitative Finance 2025-02-17 Shuozhe Li , Zachery B Schulwol , Risto Miikkulainen

Transformer models have consistently achieved remarkable results in various domains such as natural language processing and computer vision. However, despite ongoing research efforts to better understand these models, the field still lacks…

Machine Learning · Computer Science 2024-10-18 Ilya Kaufman , Omri Azencot

Multivariate time series forecasting is crucial across a wide range of domains. While presenting notable progress for the Transformer architecture, iTransformer still lags behind the latest MLP-based models. We attribute this performance…

Machine Learning · Computer Science 2025-11-12 Zhiwei Zhang , Xinyi Du , Xuanchi Guo , Weihao Wang , Wenjuan Han

Many real-world applications require the prediction of long sequence time-series, such as electricity consumption planning. Long sequence time-series forecasting (LSTF) demands a high prediction capacity of the model, which is the ability…

Machine Learning · Computer Science 2021-03-30 Haoyi Zhou , Shanghang Zhang , Jieqi Peng , Shuai Zhang , Jianxin Li , Hui Xiong , Wancai Zhang

The Transformer model has shown leading performance in time series forecasting. Nevertheless, in some complex scenarios, it tends to learn low-frequency features in the data and overlook high-frequency features, showing a frequency bias.…

Machine Learning · Computer Science 2024-07-04 Xihao Piao , Zheng Chen , Taichi Murayama , Yasuko Matsubara , Yasushi Sakurai

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 is widely used in the fields of equipment life cycle forecasting, weather forecasting, traffic flow forecasting, and other fields. Recently, some scholars have tried to apply Transformer to time series forecasting…

Machine Learning · Computer Science 2022-02-24 Benhan Li , Shengdong Du , Tianrui Li

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and…

Machine Learning · Computer Science 2025-01-14 Malcolm L. Wolff , Shenghao Yang , Kari Torkkola , Michael W. Mahoney

In the real world, long sequence time-series forecasting (LSTF) is needed in many cases, such as power consumption prediction and air quality prediction.Multi-dimensional long time series model has more strict requirements on the model,…

Machine Learning · Computer Science 2022-05-11 Ning Wang

Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…

Machine Learning · Computer Science 2025-12-16 Tan Wang , Yun Wei Dong , Qi Wang

Various deep learning models, especially some latest Transformer-based approaches, have greatly improved the state-of-art performance for long-term time series forecasting.However, those transformer-based models suffer a severe…

Machine Learning · Computer Science 2022-06-27 Tian Zhou , Jianqing Zhu , Xue Wang , Ziqing Ma , Qingsong Wen , Liang Sun , Rong Jin

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 recent breakthrough of Transformers in deep learning has drawn significant attention of the time series community due to their ability to capture long-range dependencies. However, like other deep learning models, Transformers face…

Machine Learning · Computer Science 2024-01-15 Subina Khanal , Seshu Tirupathi , Giulio Zizzo , Ambrish Rawat , Torben Bach Pedersen

Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…

Machine Learning · Computer Science 2023-11-30 Jingyi Hou , Zhen Dong , Jiayu Zhou , Zhijie Liu

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

Long-term weather forecasting is critical for socioeconomic planning and disaster preparedness. While recent approaches employ finetuning to extend prediction horizons, they remain constrained by the issues of catastrophic forgetting, error…

Computer Vision and Pattern Recognition · Computer Science 2026-05-12 Hao Chen , Tao Han , Jie Zhang , Song Guo , Fenghua Ling , Lei Bai