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Multivariate long-term time series forecasting is of great application across many domains, such as energy consumption and weather forecasting. With the development of transformer-based methods, the performance of multivariate long-term…

Machine Learning · Computer Science 2023-05-29 Zheng Sun , Yi Wei , Wenxiao Jia , Long Yu

Transformer architecture has widespread applications, particularly in Natural Language Processing and computer vision. Recently Transformers have been employed in various aspects of time-series analysis. This tutorial provides an overview…

Machine Learning · Computer Science 2023-07-27 Sabeen Ahmed , Ian E. Nielsen , Aakash Tripathi , Shamoon Siddiqui , Ghulam Rasool , Ravi P. Ramachandran

Time-series forecasts are essential for planning and decision-making in many domains. Explainability is key to building user trust and meeting transparency requirements. Shapley Additive Explanations (SHAP) is a popular explainable AI…

Machine Learning · Computer Science 2025-12-24 Matthias Hertel , Sebastian Pütz , Ralf Mikut , Veit Hagenmeyer , Benjamin Schäfer

With the advent of Transformers, time series forecasting has seen significant advances, yet it remains challenging due to the need for effective sequence representation, memory construction, and accurate target projection. Time series…

Artificial Intelligence · Computer Science 2025-07-09 Robert Leppich , Michael Stenger , André Bauer , Samuel Kounev

In the domain of multivariate forecasting, transformer models stand out as powerful apparatus, displaying exceptional capabilities in handling messy datasets from real-world contexts. However, the inherent complexity of these datasets,…

Machine Learning · Computer Science 2024-03-08 Jingjing Xu , Caesar Wu , Yuan-Fang Li , Pascal Bouvry

Transformers have recently gained prominence in long time series forecasting by elevating accuracies in a variety of use cases. Regrettably, in the race for better predictive performance the overhead of model architectures has grown…

Multivariate long-term time series forecasting aims to predict future sequences by utilizing historical observations, with a core focus on modeling intra-sequence and cross-channel dependencies. Numerous studies have developed diverse…

Machine Learning · Computer Science 2026-02-03 Gaoxiang Zhao , Chunmao Huang , Li Zhou , Xiaoqiang Wang

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

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

Long-term time series forecasting (LTSF) has been widely applied in finance, traffic prediction, and other domains. Recently, patch-based transformers have emerged as a promising approach, segmenting data into sub-level patches that serve…

Machine Learning · Computer Science 2024-08-06 Ruixin Ding , Yuqi Chen , Yu-Ting Lan , Wei Zhang

Time series forecasting requires architectures that simultaneously achieve three competing objectives: (1) strict temporal causality for reliable predictions, (2) sub-quadratic complexity for practical scalability, and (3) multi-scale…

Machine Learning · Computer Science 2025-11-25 Qianru Zhang , Honggang Wen , Ming Li , Dong Huang , Siu-Ming Yiu , Christian S. Jensen , Pietro Liò

What sets timeseries analysis apart from other machine learning exercises is that time representation becomes a primary aspect of the experiment setup, as it must adequately represent the temporal relations that are relevant for the…

Machine Learning · Computer Science 2024-11-20 Natalia Koliou , Tatiana Boura , Stasinos Konstantopoulos , George Meramveliotakis , George Kosmadakis

Transformer-based time series foundation models face a fundamental trade-off in choice of tokenization: point-wise embeddings preserve temporal fidelity but scale poorly with sequence length, whereas fixed-length patching improves…

Artificial Intelligence · Computer Science 2026-03-13 Sravan Kumar Ankireddy , Nikita Seleznev , Nam H. Nguyen , Yulun Wu , Senthil Kumar , Furong Huang , C. Bayan Bruss

Time series forecasting remains a critical challenge across various domains, often complicated by high-dimensional data and long-term dependencies. This paper presents a novel transformer architecture for time series forecasting,…

Machine Learning · Computer Science 2025-02-12 Yanlong Wang , Jian Xu , Fei Ma , Shao-Lun Huang , Danny Dongning Sun , Xiao-Ping Zhang

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

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…

Deep learning has contributed remarkably to the advancement of time series analysis. Still, deep models can encounter performance bottlenecks in real-world data-scarce scenarios, which can be concealed due to the performance saturation with…

Machine Learning · Computer Science 2024-10-21 Yong Liu , Haoran Zhang , Chenyu Li , Xiangdong Huang , Jianmin Wang , Mingsheng Long

Wind power forecasting (WPF), as a significant research topic within renewable energy, plays a crucial role in enhancing the security, stability, and economic operation of power grids. However, due to the high stochasticity of…

Machine Learning · Computer Science 2025-04-16 Mingyi Zhu , Zhaoxin Li , Qiao Lin , Li Ding

A variety of real-world applications rely on far future information to make decisions, thus calling for efficient and accurate long sequence multivariate time series forecasting. While recent attention-based forecasting models show strong…

Machine Learning · Computer Science 2022-05-02 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang , Tung Kieu , Xuanyi Dong , Shirui Pan

Transformer-based architectures dominate time series modeling by enabling global attention over all timestamps, yet their rigid 'one-size-fits-all' context aggregation fails to address two critical challenges in real-world data: (1)…

Machine Learning · Computer Science 2025-09-30 Xiaowen Ma , Shuning Ge , Fan Yang , Xiangyu Li , Yun Chen , Mengting Ma , Wei Zhang , Zhipeng Liu
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