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Recently, the superiority of Transformer for long-term time series forecasting (LTSF) tasks has been challenged, particularly since recent work has shown that simple models can outperform numerous Transformer-based approaches. This suggests…

Machine Learning · Computer Science 2023-10-10 Shengsheng Lin , Weiwei Lin , Wentai Wu , Songbo Wang , Yongxiang Wang

Forecasting long-term time series in IoT environments remains a significant challenge due to the non-stationary and multi-scale characteristics of sensor signals. Furthermore, error accumulation causes a decrease in forecast quality when…

Machine Learning · Computer Science 2025-11-10 Qianyang Li , Xingjun Zhang , Peng Tao , Shaoxun Wang , Yancheng Pan , Jia Wei

The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the…

Machine Learning · Computer Science 2024-03-15 Wenyong Han , Tao Zhu Member , Liming Chen , Huansheng Ning , Yang Luo , Yaping Wan

The analysis of long sequence data remains challenging in many real-world applications. We propose a novel architecture, ChunkFormer, that improves the existing Transformer framework to handle the challenges while dealing with long time…

Machine Learning · Computer Science 2022-01-03 Yue Ju , Alka Isac , Yimin Nie

Patch-wise Transformer based time series forecasting achieves superior accuracy. However, this superiority relies heavily on intricate model design with massive parameters, rendering both training and inference expensive, thus preventing…

Machine Learning · Computer Science 2025-01-22 Meng Wang , Jintao Yang , Bin Yang , Hui Li , Tongxin Gong , Bo Yang , Jiangtao Cui

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

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

Multivariate time series forecasting involves predicting future values based on historical observations. However, existing approaches primarily rely on predefined single-scale patches or lack effective mechanisms for multi-scale feature…

Machine Learning · Computer Science 2025-09-24 Huanyao Zhang , Jiaye Lin , Wentao Zhang , Haitao Yuan , Guoliang Li

Recurrent neural network (RNN) and self-attention mechanism (SAM) are the de facto methods to extract spatial-temporal information for temporal graph learning. Interestingly, we found that although both RNN and SAM could lead to a good…

Machine Learning · Computer Science 2023-02-24 Weilin Cong , Si Zhang , Jian Kang , Baichuan Yuan , Hao Wu , Xin Zhou , Hanghang Tong , Mehrdad Mahdavi

Recent studies have shown that by introducing prior knowledge, multi-scale analysis of complex and non-stationary time series in real environments can achieve good results in the field of long-term forecasting. However, affected by…

Machine Learning · Computer Science 2025-05-26 Bin Wang , Heming Yang , Jinfang Sheng

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

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

In the domain of multivariate time series analysis, the concept of channel independence has been increasingly adopted, demonstrating excellent performance due to its ability to eliminate noise and the influence of irrelevant variables.…

Machine Learning · Computer Science 2024-12-18 Haoxin Wang , Yipeng Mo , Kunlan Xiang , Nan Yin , Honghe Dai , Bixiong Li , Songhai Fan , Site Mo

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Machine Learning · Computer Science 2023-05-09 Riccardo Ughi , Eugenio Lomurno , Matteo Matteucci

In urban computing, precise and swift forecasting of multivariate time series data from traffic networks is crucial. This data incorporates additional spatial contexts such as sensor placements and road network layouts, and exhibits complex…

Machine Learning · Computer Science 2024-12-19 Tongtong Zhang , Zhiyong Cui , Bingzhang Wang , Yilong Ren , Haiyang Yu , Pan Deng , Yinhai Wang

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

Multivariate time series forecasting has been widely used in various practical scenarios. Recently, Transformer-based models have shown significant potential in forecasting tasks due to the capture of long-range dependencies. However,…

Machine Learning · Computer Science 2023-02-10 Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually…

Machine Learning · Computer Science 2024-11-12 Yuxuan Wang , Haixu Wu , Jiaxiang Dong , Guo Qin , Haoran Zhang , Yong Liu , Yunzhong Qiu , Jianmin Wang , Mingsheng Long

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

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