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Transformer-based architectures achieved breakthrough performance in natural language processing and computer vision, yet they remain inferior to simpler linear baselines in multivariate long-term forecasting. To better understand this…

Machine Learning · Computer Science 2024-06-04 Romain Ilbert , Ambroise Odonnat , Vasilii Feofanov , Aladin Virmaux , Giuseppe Paolo , Themis Palpanas , Ievgen Redko

Multivariate time series forecasting (MTSF) is a fundamental problem in numerous real-world applications. Recently, Transformer has become the de facto solution for MTSF, especially for the long-term cases. However, except for the one…

Machine Learning · Computer Science 2022-12-07 Zanwei Zhou , Ruizhe Zhong , Chen Yang , Yan Wang , Xiaokang Yang , Wei Shen

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

Time series forecasting is extensively applied across diverse domains. Transformer-based models demonstrate significant potential in modeling cross-time and cross-variable interaction. However, we notice that the cross-variable correlation…

Machine Learning · Computer Science 2024-10-08 Ao Hu , Dongkai Wang , Yong Dai , Shiyi Qi , Liangjian Wen , Jun Wang , Zhi Chen , Xun Zhou , Zenglin Xu , Jiang Duan

Multivariate time series forecasting (MTSF) plays a vital role in numerous real-world applications, yet existing models remain constrained by their reliance on a limited historical context. This limitation prevents them from effectively…

Machine Learning · Computer Science 2026-02-12 Fanpu Cao , Lu Dai , Jindong Han , Hui Xiong

Temporal graph neural networks (TGNNs) outperform regular GNNs by incorporating time information into graph-based operations. However, TGNNs adopt specialized models (e.g., TGN, TGAT, and APAN ) and require tailored training frameworks…

Machine Learning · Computer Science 2024-09-19 Qiang Huang , Xiao Yan , Xin Wang , Susie Xi Rao , Zhichao Han , Fangcheng Fu , Wentao Zhang , Jiawei Jiang

Transformers have achieved remarkable performance in multivariate time series(MTS) forecasting due to their capability to capture long-term dependencies. However, the canonical attention mechanism has two key limitations: (1) its quadratic…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

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

This article presents Appformer, a novel mobile application prediction framework inspired by the efficiency of Transformer-like architectures in processing sequential data through self-attention mechanisms. Combining a Multi-Modal Data…

Artificial Intelligence · Computer Science 2024-07-30 Chuike Sun , Junzhou Chen , Yue Zhao , Hao Han , Ruihai Jing , Guang Tan , Di Wu

The exponential growth of multivariate time series data from sensor networks in domains like industrial monitoring and smart cities requires efficient and accurate forecasting models. Current deep learning methods often fail to adequately…

Machine Learning · Computer Science 2024-11-08 Xinxing Zhou , Jiaqi Ye , Shubao Zhao , Ming Jin , Chengyi Yang , Yanlong Wen , Xiaojie Yuan

Probabilistic time series forecasting is crucial in many application domains such as retail, ecommerce, finance, or biology. With the increasing availability of large volumes of data, a number of neural architectures have been proposed for…

Machine Learning · Computer Science 2021-12-15 Olivier Sprangers , Sebastian Schelter , Maarten de Rijke

Linearization of attention using various kernel approximation and kernel learning techniques has shown promise. Past methods used a subset of combinations of component functions and weight matrices within the random feature paradigm. We…

Machine Learning · Computer Science 2025-09-24 Duke Nguyen , Du Yin , Aditya Joshi , Flora Salim

Time series forecasting is a critical and practical problem in many real-world applications, especially for industrial scenarios, where load forecasting underpins the intelligent operation of modern systems like clouds, power grids and…

Machine Learning · Computer Science 2025-06-17 Shaoyuan Huang , Tiancheng Zhang , Zhongtian Zhang , Xiaofei Wang , Lanjun Wang , Xin Wang

This work addresses the problem of analyzing multi-channel time series data %. In this paper, we by proposing an unsupervised fusion framework based on %the recently proposed convolutional transform learning. Each channel is processed by a…

Machine Learning · Computer Science 2020-11-10 Pooja Gupta , Jyoti Maggu , Angshul Majumdar , Emilie Chouzenoux , Giovanni Chierchia

Recently, there has been a growing interest in Long-term Time Series Forecasting (LTSF), which involves predicting long-term future values by analyzing a large amount of historical time-series data to identify patterns and trends. There…

Machine Learning · Computer Science 2026-02-17 Aitian Ma , Dongsheng Luo , Mo Sha

Although the Transformer has been the dominant architecture for time series forecasting tasks in recent years, a fundamental challenge remains: the permutation-invariant self-attention mechanism within Transformers leads to a loss of…

Machine Learning · Computer Science 2024-10-15 Zeying Gong , Yujin Tang , Junwei Liang

To alleviate the local receptive issue of GCN, Transformers have been exploited to capture the long range dependences of nodes for graph data representation and learning. However, existing graph Transformers generally employ regular…

Machine Learning · Computer Science 2023-05-15 Bo Jiang , Fei Xu , Ziyan Zhang , Jin Tang , Feiping Nie

Periodicity is a fundamental characteristic of time series data and has long played a central role in forecasting. Recent deep learning methods strengthen the exploitation of periodicity by treating patches as basic tokens, thereby…

Machine Learning · Computer Science 2025-10-07 Yiming Niu , Jinliang Deng , Yongxin Tong

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

Convolutions have become essential in state-of-the-art end-to-end Automatic Speech Recognition~(ASR) systems due to their efficient modelling of local context. Notably, its use in Conformers has led to superior performance compared to…

Computation and Language · Computer Science 2024-07-25 Darshan Prabhu , Yifan Peng , Preethi Jyothi , Shinji Watanabe