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Despite the prevalent assumption of uniform variable importance in long-term time series forecasting models, real world applications often exhibit asymmetric causal relationships and varying data acquisition costs. Specifically,…

Machine Learning · Computer Science 2026-03-24 Xinyang Chen , Huidong Jin , Yu Huang , Zaiwen Feng

A reliable long-term time-series forecaster is highly demanded in practice but comes across many challenges such as low computational and memory footprints as well as robustness against dynamic learning environments. This paper proposes…

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

Long-term Time Series Forecasting (LTSF) is crucial across various domains, but complex deep models like Transformers are often prone to overfitting on extended sequences. Linear Fully Connected models have emerged as a powerful…

Machine Learning · Computer Science 2026-02-10 Yuang Zhao , Tianyu Li , Jiadong Chen , Shenrong Ye , Fuxin Jiang , Xiaofeng Gao

Although Transformer-based methods have significantly improved state-of-the-art results for long-term series forecasting, they are not only computationally expensive but more importantly, are unable to capture the global view of time series…

Machine Learning · Computer Science 2022-06-17 Tian Zhou , Ziqing Ma , Qingsong Wen , Xue Wang , Liang Sun , Rong Jin

In this paper, we consider high-dimensional stationary processes where a new observation is generated from a compressed version of past observations. The specific evolution is modeled by an encoder-decoder structure. We estimate the…

Statistics Theory · Mathematics 2020-09-21 Nathawut Phandoidaen , Stefan Richter

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

Recent studies have attempted to refine the Transformer architecture to demonstrate its effectiveness in Long-Term Time Series Forecasting (LTSF) tasks. Despite surpassing many linear forecasting models with ever-improving performance, we…

Machine Learning · Computer Science 2024-12-30 Peiwang Tang , Weitai Zhang

Graph-based next-step prediction models have recently been very successful in modeling complex high-dimensional physical systems on irregular meshes. However, due to their short temporal attention span, these models suffer from error…

Machine Learning · Computer Science 2022-05-27 Xu Han , Han Gao , Tobias Pfaff , Jian-Xun Wang , Li-Ping Liu

Recently, there has been a surge of Transformer-based solutions for the long-term time series forecasting (LTSF) task. Despite the growing performance over the past few years, we question the validity of this line of research in this work.…

Artificial Intelligence · Computer Science 2022-08-18 Ailing Zeng , Muxi Chen , Lei Zhang , Qiang Xu

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

Research on long-term time series prediction has primarily relied on Transformer and MLP models, while the potential of convolutional networks in this domain remains underexplored. To address this, we propose a novel multi-scale time series…

Machine Learning · Computer Science 2025-10-03 Chenghan Li , Mingchen Li , Yipu Liao , Ruisheng Diao

Multivariate long-term time series forecasting (LTSF) supports critical applications such as traffic-flow management, solar-power scheduling, and electricity-transformer monitoring. The existing LTSF paradigms follow a three-stage pipeline…

Machine Learning · Computer Science 2026-02-03 Hyekyung Yoon , Minhyuk Lee , Imseung Park , Myungjoo Kang

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

In recent times, Large Language Models (LLMs) have captured a global spotlight and revolutionized the field of Natural Language Processing. One of the factors attributed to the effectiveness of LLMs is the model architecture used for…

Machine Learning · Computer Science 2023-08-31 Oluwaseyi Ogunfowora , Homayoun Najjaran

Time series forecasting is prevalent in various real-world applications. Despite the promising results of deep learning models in time series forecasting, especially the Recurrent Neural Networks (RNNs), the explanations of time series…

Machine Learning · Computer Science 2023-08-29 Chaoqun Wang , Yijun Li , Xiangqian Sun , Qi Wu , Dongdong Wang , Zhixiang Huang

In order to support the advancement of machine learning methods for predicting time-series data, we present a comprehensive dataset designed explicitly for long-term time-series forecasting. We incorporate a collection of datasets obtained…

Machine Learning · Computer Science 2023-09-29 Jacek Cyranka , Szymon Haponiuk

Time series forecasting plays a vital role across scientific, industrial, and environmental domains, especially when dealing with high-dimensional and nonlinear systems. While Transformer-based models have recently achieved state-of-the-art…

Machine Learning · Computer Science 2025-08-05 Ali Forootani , Mohammad Khosravi , Masoud Barati

Transformer-based NLP models are powerful but have high computational costs that limit deployment. Finetuned encoder-decoder models are popular in specialized domains and can outperform larger more generalized decoder-only models, such as…

Computation and Language · Computer Science 2024-11-19 Bo-Ru Lu , Nikita Haduong , Chien-Yu Lin , Hao Cheng , Noah A. Smith , Mari Ostendorf

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