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Sequence modeling faces challenges in capturing long-range dependencies across diverse tasks. Recent linear and transformer-based forecasters have shown superior performance in time series forecasting. However, they are constrained by their…

Machine Learning · Computer Science 2024-11-25 Bong Gyun Kang , Dongjun Lee , HyunGi Kim , DoHyun Chung , Sungroh Yoon

Among the existing Transformer-based multivariate time series forecasting methods, iTransformer, which treats each variable sequence as a token and only explicitly extracts cross-variable dependencies, and PatchTST, which adopts a…

Machine Learning · Computer Science 2025-01-08 Liyang Qin , Xiaoli Wang , Chunhua Yang , Huaiwen Zou , Haochuan Zhang

The probability prediction of multivariate time series is a notoriously challenging but practical task. On the one hand, the challenge is how to effectively capture the cross-series correlations between interacting time series, to achieve…

Machine Learning · Computer Science 2023-07-24 Shibo Feng , Chunyan Miao , Ke Xu , Jiaxiang Wu , Pengcheng Wu , Yang Zhang , Peilin Zhao

Time series forecasting requires models that can efficiently capture complex temporal dependencies, especially in large-scale and high-dimensional settings. While Transformer-based architectures excel at modeling long-range dependencies,…

Machine Learning · Computer Science 2025-12-12 Moulik Gupta , Achyut Mani Tripathi

The standard paradigm of modeling marked point processes is by parameterizing the intensity function using an attention-based (Transformer-style) architecture. Despite the flexibility of these methods, their inference is based on the…

Machine Learning · Statistics 2024-09-30 Aristeidis Panos

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

Finding effective representations for time series data is a useful but challenging task. Several works utilize self-supervised or unsupervised learning methods to address this. However, there still remains the open question of how to…

Machine Learning · Computer Science 2024-03-19 Yuansan Liu , Sudanthi Wijewickrema , Christofer Bester , Stephen O'Leary , James Bailey

The Transformer architecture yields state-of-the-art results in many tasks such as natural language processing (NLP) and computer vision (CV), since the ability to efficiently capture the precise long-range dependency coupling between input…

Machine Learning · Computer Science 2023-01-06 Peiwang Tang , Xianchao Zhang

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

Multivariate forecasting with Transformers faces a core scalability challenge: modeling cross-channel dependencies via attention compounds attention's quadratic sequence complexity with quadratic channel scaling, making full cross-channel…

Machine Learning · Computer Science 2026-05-12 Willa Potosnak , Nina Żukowska , Michał Wiliński , Dan Howarth , Ignacy Stępka , Mononito Goswami , Artur Dubrawski

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

Non-stationarity is an intrinsic property of real-world time series and plays a crucial role in time series forecasting. Previous studies primarily adopt instance normalization to attenuate the non-stationarity of original series for better…

Machine Learning · Computer Science 2025-03-05 Tianyu Jia , Zongxia Xie , Yanru Sun , Dilfira Kudrat , Qinghua Hu

Attention-based models have been widely used in many areas, such as computer vision and natural language processing. However, relevant applications in time series classification (TSC) have not been explored deeply yet, causing a significant…

Machine Learning · Computer Science 2022-07-18 Bowen Zhao , Huanlai Xing , Xinhan Wang , Fuhong Song , Zhiwen Xiao

Many real-world applications involve multivariate, geo-tagged time series data: at each location, multiple sensors record corresponding measurements. For example, air quality monitoring system records PM2.5, CO, etc. The resulting…

Machine Learning · Computer Science 2019-08-06 Jiawei Ma , Zheng Shou , Alireza Zareian , Hassan Mansour , Anthony Vetro , Shih-Fu Chang

In recent years, numerous Transformer-based models have been applied to long-term time-series forecasting (LTSF) tasks. However, recent studies with linear models have questioned their effectiveness, demonstrating that simple linear layers…

Machine Learning · Computer Science 2024-08-20 Jiaheng Yin , Zhengxin Shi , Jianshen Zhang , Xiaomin Lin , Yulin Huang , Yongzhi Qi , Wei Qi

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

Recently, Transformer-based models for long sequence time series forecasting have demonstrated promising results. The self-attention mechanism as the core component of these Transformer-based models exhibits great potential in capturing…

Machine Learning · Computer Science 2024-12-17 Zhicheng Zhang , Yong Wang , Shaoqi Tan , Bowei Xia , Yujie Luo

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

Dynamic graph learning plays a pivotal role in modeling evolving relationships over time, especially for temporal link prediction tasks in domains such as traffic systems, social networks, and recommendation platforms. While…

Machine Learning · Computer Science 2025-11-18 Tao Zou , Chengfeng Wu , Tianxi Liao , Junchen Ye , Bowen Du

Time series forecasting (TSF) faces challenges in modeling complex intra-channel temporal dependencies and inter-channel correlations. Although recent research has highlighted the efficiency of linear architectures in capturing global…

Machine Learning · Computer Science 2026-01-29 Gawon Lee , Hanbyeol Park , Minseop Kim , Dohee Kim , Hyerim Bae