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Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

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

Deep learning utilizing transformers has recently achieved a lot of success in many vital areas such as natural language processing, computer vision, anomaly detection, and recommendation systems, among many others. Among several merits of…

Machine Learning · Computer Science 2023-12-05 Lena Sasal , Tanujit Chakraborty , Abdenour Hadid

We propose an efficient design of Transformer-based models for multivariate time series forecasting and self-supervised representation learning. It is based on two key components: (i) segmentation of time series into subseries-level patches…

Machine Learning · Computer Science 2023-03-07 Yuqi Nie , Nam H. Nguyen , Phanwadee Sinthong , Jayant Kalagnanam

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

Accurate forecasting of multivariate time series remains challenging due to the need to capture both short-term fluctuations and long-range temporal dependencies. Transformer-based models have emerged as a powerful approach, but their…

Machine Learning · Computer Science 2026-03-26 Aymane Harkati , Moncef Garouani , Olivier Teste , Julien Aligon , Mohamed Hamlich

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

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

We present a conformal prediction method for time series using the Transformer architecture to capture long-memory and long-range dependencies. Specifically, we use the Transformer decoder as a conditional quantile estimator to predict the…

Machine Learning · Computer Science 2024-06-11 Junghwan Lee , Chen Xu , Yao Xie

Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…

Machine Learning · Computer Science 2024-12-18 Sanjay Chakraborty , Ibrahim Delibasoglu , Fredrik Heintz

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

Time series forecasting is prevalent in extensive real-world applications, such as financial analysis and energy planning. Previous studies primarily focus on time series modality, endeavoring to capture the intricate variations and…

Machine Learning · Computer Science 2024-10-08 Jiaxiang Dong , Haixu Wu , Yuxuan Wang , Li Zhang , Jianmin Wang , Mingsheng Long

Recurrent Neural Networks were, until recently, one of the best ways to capture the timely dependencies in sequences. However, with the introduction of the Transformer, it has been proven that an architecture with only attention-mechanisms…

Machine Learning · Computer Science 2021-08-19 Radostin Cholakov , Todor Kolev

Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…

Machine Learning · Computer Science 2024-08-08 Rares Cristian , Pavithra Harsha , Clemente Ocejo , Georgia Perakis , Brian Quanz , Ioannis Spantidakis , Hamza Zerhouni

The Transformer model has shown strong performance in multivariate time series forecasting by leveraging channel-wise self-attention. However, this approach lacks temporal constraints when computing temporal features and does not utilize…

Machine Learning · Computer Science 2025-05-06 Shiwei Guo , Ziang Chen , Yupeng Ma , Yunfei Han , Yi Wang

Time series data is a key element of big data analytics, commonly found in domains such as finance, healthcare, climate forecasting, and transportation. In large scale real world settings, such data is often high dimensional and…

Machine Learning · Computer Science 2025-08-14 Younghwi Kim , Dohee Kim , Joongrock Kim , Sunghyun Sim

Transformers have achieved superior performances in many tasks in natural language processing and computer vision, which also triggered great interest in the time series community. Among multiple advantages of Transformers, the ability to…

Machine Learning · Computer Science 2023-05-15 Qingsong Wen , Tian Zhou , Chaoli Zhang , Weiqi Chen , Ziqing Ma , Junchi Yan , Liang Sun

In multivariate time series forecasting (MTSF), accurately modeling the intricate dependencies among multiple variables remains a significant challenge due to the inherent limitations of traditional approaches. Most existing models adopt…

Machine Learning · Computer Science 2025-11-19 Yuchen Luo , Xinyu Li , Liuhua Peng , Mingming Gong

In this work we propose for the first time a transformer-based framework for unsupervised representation learning of multivariate time series. Pre-trained models can be potentially used for downstream tasks such as regression and…

Machine Learning · Computer Science 2020-12-10 George Zerveas , Srideepika Jayaraman , Dhaval Patel , Anuradha Bhamidipaty , Carsten Eickhoff

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

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