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Recent studies have attempted to refine the Transformer architecture to demonstrate its effectiveness in Long-Term Time Series Forecasting (LTSF) tasks. Despite surpassing many linear forecasting models with ever-improving performance, we…

Machine Learning · Computer Science 2024-12-30 Peiwang Tang , Weitai Zhang

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

Anomaly detection in multivariate time series is an important problem across various fields such as healthcare, financial services, manufacturing or physics detector monitoring. Accurately identifying when unexpected errors or faults occur…

Machine Learning · Computer Science 2025-06-26 Laura Boggia , Rafael Teixeira de Lima , Bogdan Malaescu

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

Transformer architecture has widespread applications, particularly in Natural Language Processing and computer vision. Recently Transformers have been employed in various aspects of time-series analysis. This tutorial provides an overview…

Machine Learning · Computer Science 2023-07-27 Sabeen Ahmed , Ian E. Nielsen , Aakash Tripathi , Shamoon Siddiqui , Ghulam Rasool , Ravi P. Ramachandran

Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). While Transformer-based methods excel in capturing long-range dependencies, they suffer from high computational complexities and…

Machine Learning · Computer Science 2025-04-16 Yifan Hu , Peiyuan Liu , Peng Zhu , Dawei Cheng , Tao Dai

With the development of Internet of Things (IoT) systems, precise long-term forecasting method is requisite for decision makers to evaluate current statuses and formulate future policies. Currently, Transformer and MLP are two paradigms for…

Machine Learning · Computer Science 2023-12-12 Li Shen , Yuning Wei , Yangzhu Wang , Hongguang Li

Origin-Destination (OD) matrices record directional flow data between pairs of OD regions. The intricate spatiotemporal dependency in the matrices makes the OD matrix forecasting (ODMF) problem not only intractable but also non-trivial.…

Artificial Intelligence · Computer Science 2022-08-18 Jin Huang , Bosong Huang , Weihao Yu , Jing Xiao , Ruzhong Xie , Ke Ruan

Spatio-temporal traffic forecasting is challenging due to complex temporal patterns, dynamic spatial structures, and diverse input formats. Although Transformer-based models offer strong global modeling, they often struggle with rigid…

Artificial Intelligence · Computer Science 2025-08-20 Jiayu Fang , Zhiqi Shao , S T Boris Choy , Junbin Gao

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

Although Transformer has made breakthrough success in widespread domains especially in Natural Language Processing (NLP), applying it to time series forecasting is still a great challenge. In time series forecasting, the autoregressive…

Machine Learning · Computer Science 2021-06-01 Kai Chen , Guang Chen , Dan Xu , Lijun Zhang , Yuyao Huang , Alois Knoll

Transformers have shown great power in time series forecasting due to their global-range modeling ability. However, their performance can degenerate terribly on non-stationary real-world data in which the joint distribution changes over…

Machine Learning · Computer Science 2023-11-27 Yong Liu , Haixu Wu , Jianmin Wang , Mingsheng Long

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

Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…

Machine Learning · Computer Science 2024-05-24 Noam Koren , Kira Radinsky

Multivariate time series classification (MTSC) has attracted significant research attention due to its diverse real-world applications. Recently, exploiting transformers for MTSC has achieved state-of-the-art performance. However, existing…

Machine Learning · Computer Science 2024-05-24 Xuan-May Le , Ling Luo , Uwe Aickelin , Minh-Tuan Tran

Since its introduction, the transformer has shifted the development trajectory away from traditional models (e.g., RNN, MLP) in time series forecasting, which is attributed to its ability to capture global dependencies within temporal…

Machine Learning · Computer Science 2025-01-07 Xiwen Chen , Peijie Qiu , Wenhui Zhu , Huayu Li , Hao Wang , Aristeidis Sotiras , Yalin Wang , Abolfazl Razi

While generative modeling on time series facilitates more capable and flexible probabilistic forecasting, existing generative time series models do not address the multi-dimensional properties of time series data well. The prevalent…

Machine Learning · Computer Science 2026-02-09 Haoran Zhang , Haixuan Liu , Yong Liu , Yunzhong Qiu , Yuxuan Wang , Jianmin Wang , Mingsheng Long

Long-term time series forecasting (LTSF) is a crucial aspect of modern society, playing a pivotal role in facilitating long-term planning and developing early warning systems. While many Transformer-based models have recently been…

Machine Learning · Computer Science 2023-05-31 Jiaxin Gao , Wenbo Hu , Yuntian Chen

Time series forecasting plays a critical role in domains such as energy, finance, and healthcare, where accurate predictions inform decision-making under uncertainty. Although Transformer-based models have demonstrated success in sequential…

Machine Learning · Computer Science 2025-05-27 Ali Forootani , Mohammad Khosravi

Multivariate time series long-term prediction, which aims to predict the change of data in a long time, can provide references for decision-making. Although transformer-based models have made progress in this field, they usually do not make…

Machine Learning · Computer Science 2023-08-08 Chengqing Yu , Fei Wang , Zezhi Shao , Tao Sun , Lin Wu , Yongjun Xu