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Time series refer to a series of data points indexed in time order, which can be found in various fields, e.g., transportation, healthcare, and finance. Accurate time series forecasting can enhance optimization planning and decision-making…

Machine Learning · Computer Science 2023-12-12 Ling Chen , Jiahua Cui

Deep models for Multivariate Time Series (MTS) forecasting have recently demonstrated significant success. Channel-dependent models capture complex dependencies that channel-independent models cannot capture. However, the number of channels…

Machine Learning · Computer Science 2024-08-09 Xin Zhou , Weiqing Wang , Wray Buntine , Shilin Qu , Abishek Sriramulu , Weicong Tan , Christoph Bergmeir

There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

Machine Learning · Computer Science 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

Transformer-based models have shown strong performance in time-series forecasting by leveraging self-attention to model long-range temporal dependencies. However, their effectiveness depends critically on the quality and structure of input…

Machine Learning · Computer Science 2026-02-11 Saurish Nagrath , Saroj Kumar Panigrahy

Transformers for time series forecasting mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. We propose Pathformer, a multi-scale Transformer with…

Machine Learning · Computer Science 2024-09-17 Peng Chen , Yingying Zhang , Yunyao Cheng , Yang Shu , Yihang Wang , Qingsong Wen , Bin Yang , Chenjuan Guo

The diversity of time series applications and scarcity of domain-specific data highlight the need for time-series models with strong few-shot learning capabilities. In this work, we propose a novel training scheme and a transformer-based…

Machine Learning · Computer Science 2025-02-25 Ege Onur Taga , M. Emrullah Ildiz , Samet Oymak

Transformer-based time series forecasting has recently gained strong interest due to the ability of transformers to model sequential data. Most of the state-of-the-art architectures exploit either temporal or inter-channel dependencies,…

Machine Learning · Computer Science 2025-03-25 Davide Villaboni , Alberto Castellini , Ivan Luciano Danesi , Alessandro Farinelli

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

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

Multivariate time series (MTS) forecasting has attracted much attention in many intelligent applications. It is not a trivial task, as we need to consider both intra-variable dependencies and inter-variable dependencies. However, existing…

Machine Learning · Computer Science 2021-12-15 Donghui Chen , Ling Chen , Zongjiang Shang , Youdong Zhang , Bo Wen , Chenghu Yang

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Machine Learning · Computer Science 2023-11-21 Quang Minh Nguyen , Lam M. Nguyen , Subhro Das

In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen

Multivariate time series (MTS) forecasting is vital in fields like weather, energy, and finance. However, despite deep learning advancements, traditional Transformer-based models often diminish the effect of crucial inter-variable…

Machine Learning · Computer Science 2025-03-03 Yanhong Li , David C. Anastasiu

The non-stationary nature of real-world Multivariate Time Series (MTS) data presents forecasting models with a formidable challenge of the time-variant distribution of time series, referred to as distribution shift. Existing studies on the…

Machine Learning · Computer Science 2024-07-19 Hui He , Qi Zhang , Kun Yi , Xiaojun Xue , Shoujin Wang , Liang Hu , Longbing Cao

In the context of increasing demands for long-term multi-energy load forecasting in real-world applications, this paper introduces Patchformer, a novel model that integrates patch embedding with encoder-decoder Transformer-based…

Machine Learning · Computer Science 2024-04-17 Qiuyi Hong , Fanlin Meng , Felipe Maldonado

The field of time series forecasting is rapidly advancing, with recent large-scale Transformers and lightweight Multilayer Perceptron (MLP) models showing strong predictive performance. However, conventional Transformer models are often…

Machine Learning · Computer Science 2025-08-13 Zheng Zhou , Yu-Jie Xiong , Jia-Chen Zhang , Chun-Ming Xia , Xi-Jiong Xie

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods due to their state-of-the-art…

Machine Learning · Computer Science 2022-08-22 Zezhi Shao , Zhao Zhang , Fei Wang , Wei Wei , Yongjun Xu

Multivariate time series forecasting (MTSF) plays a vital role in a wide range of real-world applications, such as weather prediction and traffic flow forecasting. Although recent advances have significantly improved the modeling of…

Machine Learning · Computer Science 2025-10-03 Beiliang Wu , Peiyuan Liu , Yifan Hu , Luyan Zhang , Ao Hu , Zenglin Xu

Generative models have gained significant attention in multivariate time series forecasting (MTS), particularly due to their ability to generate high-fidelity samples. Forecasting the probability distribution of multivariate time series is…

Machine Learning · Computer Science 2025-02-13 Shibo Feng , Peilin Zhao , Liu Liu , Pengcheng Wu , Zhiqi Shen

Real-world time series often exhibit strong non-stationarity, complex nonlinear dynamics, and behavior expressed across multiple temporal scales, from rapid local fluctuations to slow-evolving long-range trends. However, many contemporary…

Machine Learning · Computer Science 2026-05-19 Sumit S Shevtekar , Chandresh K Maurya