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Transformer-based time series forecasting has recently gained strong interest due to the ability of transformers to model sequential data. Most of the state-of-the-art architectures exploit either temporal or inter-channel dependencies,…

Machine Learning · Computer Science 2025-03-25 Davide Villaboni , Alberto Castellini , Ivan Luciano Danesi , Alessandro Farinelli

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

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

A variety of real-world applications rely on far future information to make decisions, thus calling for efficient and accurate long sequence multivariate time series forecasting. While recent attention-based forecasting models show strong…

Machine Learning · Computer Science 2022-05-02 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang , Tung Kieu , Xuanyi Dong , Shirui Pan

Transformer-based models have emerged as promising tools for time series forecasting. However, these model cannot make accurate prediction for long input time series. On the one hand, they failed to capture global dependencies within time…

Machine Learning · Computer Science 2023-08-16 YanJun Zhao , Ziqing Ma , Tian Zhou , Liang Sun , Mengni Ye , Yi Qian

Accurate forecasting of the electrical load, such as the magnitude and the timing of peak power, is crucial to successful power system management and implementation of smart grid strategies like demand response and peak shaving. In…

Machine Learning · Computer Science 2024-11-26 Dafang Zhao , Xihao Piao , Zheng Chen , Zhengmao Li , Ittetsu Taniguchi

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

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

Long-term time-series forecasting (LTTF) has become a pressing demand in many applications, such as wind power supply planning. Transformer models have been adopted to deliver high prediction capacity because of the high computational…

Machine Learning · Computer Science 2023-01-06 Yan Li , Xinjiang Lu , Haoyi Xiong , Jian Tang , Jiantao Su , Bo Jin , Dejing Dou

Wind power forecasting (WPF), as a significant research topic within renewable energy, plays a crucial role in enhancing the security, stability, and economic operation of power grids. However, due to the high stochasticity of…

Machine Learning · Computer Science 2025-04-16 Mingyi Zhu , Zhaoxin Li , Qiao Lin , Li Ding

Accurate forecasting of solar power output is essential for efficient integration of renewable energy into the grid. In this study, an attention-based deep learning model, inspired by transformer architecture, is used for short-term solar…

Machine Learning · Computer Science 2026-04-28 Ankan Basu , Jyotiraditya Roy , Aditya Datta , Prayas Sanyal , Sumanta Banerjee

Time series forecasting at scale presents significant challenges for modern prediction systems, particularly when dealing with large sets of synchronized series, such as in a global payment network. In such systems, three key challenges…

Time series forecasting, which predicts future values from past observations, plays a central role in many domains and has driven the development of highly accurate neural network models. However, the complexity of these models often limits…

Machine Learning · Computer Science 2026-03-05 Hiroki Tomioka , Genta Yoshimura

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

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

Long-term time series forecasting (LTSF) has been widely applied in finance, traffic prediction, and other domains. Recently, patch-based transformers have emerged as a promising approach, segmenting data into sub-level patches that serve…

Machine Learning · Computer Science 2024-08-06 Ruixin Ding , Yuqi Chen , Yu-Ting Lan , Wei Zhang

Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually…

Machine Learning · Computer Science 2024-11-12 Yuxuan Wang , Haixu Wu , Jiaxiang Dong , Guo Qin , Haoran Zhang , Yong Liu , Yunzhong Qiu , Jianmin Wang , Mingsheng Long

The long-term forecasting of electricity demand has been a prevalent research topic, primarily because of its economic and strategic relevance. Several machine learning as well as deep learning techniques have been developed in parallel…

Signal Processing · Electrical Eng. & Systems 2026-04-01 Vishvaditya Luhach , Shashwat Jha

Accurate photovoltaic (PV) power forecasting is critical for integrating renewable energy sources into the grid, optimizing real-time energy management, and ensuring energy reliability amidst increasing demand. However, existing models…

Machine Learning · Computer Science 2025-05-08 Guang Wu , Yun Wang , Qian Zhou , Ziyang Zhang

Multivariate time series forecasting requires simultaneously modeling temporal patterns and cross-variate dependencies. Channel-independent methods such as PatchTST excel at temporal modeling but ignore variable correlations, while pure…

Machine Learning · Computer Science 2025-10-24 Yuhang Wang