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Time series prediction is crucial for understanding and forecasting complex dynamics in various domains, ranging from finance and economics to climate and healthcare. Based on Transformer architecture, one approach involves encoding…

Machine Learning · Computer Science 2024-05-24 Xin Cheng , Xiuying Chen , Shuqi Li , Di Luo , Xun Wang , Dongyan Zhao , Rui Yan

Time series forecasting is an important problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. In this paper, we propose to tackle such forecasting problem with…

Machine Learning · Computer Science 2020-01-06 Shiyang Li , Xiaoyong Jin , Yao Xuan , Xiyou Zhou , Wenhu Chen , Yu-Xiang Wang , Xifeng Yan

Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…

Machine Learning · Computer Science 2025-12-16 Tan Wang , Yun Wei Dong , Qi Wang

Time series forecasting is important in many fields that require accurate predictions for decision-making. Patching techniques, commonly used and effective in time series modeling, help capture temporal dependencies by dividing the data…

Machine Learning · Computer Science 2026-02-03 Xiangfei Qiu , Xvyuan Liu , Tianen Shen , Xingjian Wu , Hanyin Cheng , Bin Yang , Jilin Hu

Recent innovations in transformers have shown their superior performance in natural language processing (NLP) and computer vision (CV). The ability to capture long-range dependencies and interactions in sequential data has also triggered a…

Statistical Finance · Quantitative Finance 2025-03-24 Chu Myaet Thwal , Ye Lin Tun , Kitae Kim , Seong-Bae Park , Choong Seon Hong

Time series forecasting is crucial for applications across multiple domains and various scenarios. Although Transformer models have dramatically advanced the landscape of forecasting, their effectiveness remains debated. Recent findings…

Machine Learning · Computer Science 2024-12-24 Dongbin Kim , Jinseong Park , Jaewook Lee , Hoki Kim

The transformer is the most popular neural architecture for language modeling. The cornerstone of the transformer is its global attention mechanism, which lets the model aggregate information from all preceding tokens before generating the…

Computation and Language · Computer Science 2026-05-20 Jiaoda Li , Ryan Cotterell

Attention mechanisms have been extensively employed in various applications, including time series modeling, owing to their capacity to capture intricate dependencies; however, their utility is often constrained by quadratic computational…

Machine Learning · Computer Science 2025-11-06 Mingtao Zhang , Guoli Yang , Zhanxing Zhu , Mengzhu Wang , Xiaoying Bai

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

We present a theoretical analysis of the performance of transformer with softmax attention in in-context learning with linear regression tasks. While the existing literature predominantly focuses on the convergence of transformers with…

Machine Learning · Computer Science 2024-02-01 Yingqian Cui , Jie Ren , Pengfei He , Jiliang Tang , Yue Xing

Various Transformer-based models have been proposed for time series forecasting. These models leverage the self-attention mechanism to capture long-term temporal or variate dependencies in sequences. Existing methods can be divided into two…

Machine Learning · Computer Science 2025-06-04 Daichi Kimura , Tomonori Izumitani , Hisashi Kashima

Transformers have become the leading choice in natural language processing over other deep learning architectures. This trend has also permeated the field of time series analysis, especially for long-horizon forecasting, showcasing…

Machine Learning · Computer Science 2025-07-30 Ignacio Aguilera-Martos , Andrés Herrera-Poyatos , Julián Luengo , Francisco Herrera

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

Time series analysis faces significant challenges in handling variable-length data and achieving robust generalization. While Transformer-based models have advanced time series tasks, they often struggle with feature redundancy and limited…

Machine Learning · Computer Science 2025-09-23 Kai Zhang , Siming Sun , Zhengyu Fan , Qinmin Yang , Xuejun Jiang

Time series forecasting has various applications, such as meteorological rainfall prediction, traffic flow analysis, financial forecasting, and operational load monitoring for various systems. Due to the sparsity of time series data,…

Machine Learning · Computer Science 2025-10-01 Xiaojian Wang , Chaoli Zhang , Zhonglong Zheng , Yunliang Jiang

The attention mechanism has demonstrated remarkable potential in sequence modeling, exemplified by its successful application in natural language processing with models such as Bidirectional Encoder Representations from Transformers (BERT)…

Machine Learning · Computer Science 2025-11-26 Bowen Zhao , Huanlai Xing , Zhiwen Xiao , Jincheng Peng , Li Feng , Xinhan Wang , Rong Qu , Hui Li

Transformers are increasingly adopted for modeling and forecasting time-series, yet their internal mechanisms remain poorly understood from a dynamical systems perspective. In contrast to classical autoregressive and state-space models,…

Machine Learning · Computer Science 2025-12-25 Gregory Duthé , Nikolaos Evangelou , Wei Liu , Ioannis G. Kevrekidis , Eleni Chatzi

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 widely used in the fields of equipment life cycle forecasting, weather forecasting, traffic flow forecasting, and other fields. Recently, some scholars have tried to apply Transformer to time series forecasting…

Machine Learning · Computer Science 2022-02-24 Benhan Li , Shengdong Du , Tianrui Li

Normalization techniques are crucial for enhancing Transformer models' performance and stability in time series analysis tasks, yet traditional methods like batch and layer normalization often lead to issues such as token shift, attention…

Machine Learning · Computer Science 2024-05-28 Nan Huang , Christian Kümmerle , Xiang Zhang