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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

Time series (TS) modeling has come a long way from early statistical, mainly linear, approaches to the current trend in TS foundation models. With a lot of hype and industrial demand in this field, it is not always clear how much progress…

Machine Learning · Computer Science 2026-02-20 Daniel Durstewitz , Christoph Jürgen Hemmer , Florian Hess , Charlotte Ricarda Doll , Lukas Eisenmann

Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…

Machine Learning · Computer Science 2023-02-22 Julong Young , Junhui Chen , Feihu Huang , Jian Peng

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

The imputation of the Multivariate time series (MTS) is particularly challenging since the MTS typically contains irregular patterns of missing values due to various factors such as instrument failures, interference from irrelevant data,…

Machine Learning · Computer Science 2025-04-04 Ye Su , Hezhe Qiao , Di Wu , Yuwen Chen , Lin Chen

Although spatio-temporal graph neural networks have achieved great empirical success in handling multiple correlated time series, they may be impractical in some real-world scenarios due to a lack of sufficient high-quality training data.…

Signal Processing · Electrical Eng. & Systems 2021-02-10 Chao Pan , Siheng Chen , Antonio Ortega

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

Transformer-based models have recently become dominant in Long-term Time Series Forecasting (LTSF), yet the variations in their architecture, such as encoder-only, encoder-decoder, and decoder-only designs, raise a crucial question: What…

Machine Learning · Computer Science 2025-07-18 Lefei Shen , Mouxiang Chen , Han Fu , Xiaoxue Ren , Xiaoyun Joy Wang , Jianling Sun , Zhuo Li , Chenghao Liu

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

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

Many security and network applications require having large datasets to train the machine learning models. Limited data access is a well-known problem in the security domain. Recent studies have shown the potential of Transformer models to…

Machine Learning · Computer Science 2025-06-10 Yusuf Elnady

In many domains, such as healthcare, time-series data is often irregularly sampled with varying intervals between observations. This poses challenges for classical time-series models that require equally spaced data. To address this, we…

Machine Learning · Computer Science 2024-10-04 Ziyang Song , Qingcheng Lu , He Zhu , David Buckeridge , Yue Li

Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation. However, we contend that existing benchmarks exhibit common limitations in four dimensions:…

Effective resource allocation in higher education depends on reliable enrolment forecasts, yet institutional planners frequently face data series disrupted by structural shifts. This paper investigates whether zero-shot Time Series…

Artificial Intelligence · Computer Science 2026-04-28 Jittarin Jetwiriyanon , Teo Susnjak , Surangika Ranathunga

Time series foundation models (TSFMs) such as Lag-Llama, TimeGPT, Chronos, MOMENT, UniTS, and TimesFM have shown strong generalization and zero-shot capabilities for time series forecasting, anomaly detection, classification, and…

Machine Learning · Computer Science 2025-08-26 Dhruv D. Modi , Rong Pan

Large-scale pre-trained models (PTMs) such as BERT and GPT have recently achieved great success in Natural Language Processing and Computer Vision domains. However, the development of PTMs on healthcare time-series data is lagging…

Machine Learning · Computer Science 2024-09-10 Ziyang Song , Qincheng Lu , Hao Xu , He Zhu , David L. Buckeridge , Yue Li

This paper shows that time series forecasting Transformer (TSFT) suffers from severe over-fitting problem caused by improper initialization method of unknown decoder inputs, esp. when handling non-stationary time series. Based on this…

Machine Learning · Computer Science 2023-07-18 Li Shen , Yuning Wei , Yangzhu Wang

High-quality time series (TS) data are essential for ensuring TS model performance, rendering research on rating TS data quality indispensable. Existing methods have shown promising rating accuracy within individual domains, primarily by…

Machine Learning · Computer Science 2026-03-11 Shunyu Wu , Dan Li , Wenjie Feng , Haozheng Ye , Jian Lou , See-Kiong Ng

Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS's…

Machine Learning · Computer Science 2021-03-04 Yinjun Wu , Jingchao Ni , Wei Cheng , Bo Zong , Dongjin Song , Zhengzhang Chen , Yanchi Liu , Xuchao Zhang , Haifeng Chen , Susan Davidson

Deep learning model (primarily convolutional networks and LSTM) for time series classification has been studied broadly by the community with the wide applications in different domains like healthcare, finance, industrial engineering and…

Machine Learning · Computer Science 2021-03-29 Minghao Liu , Shengqi Ren , Siyuan Ma , Jiahui Jiao , Yizhou Chen , Zhiguang Wang , Wei Song