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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

In recent years, numerous Transformer-based models have been applied to long-term time-series forecasting (LTSF) tasks. However, recent studies with linear models have questioned their effectiveness, demonstrating that simple linear layers…

Machine Learning · Computer Science 2024-08-20 Jiaheng Yin , Zhengxin Shi , Jianshen Zhang , Xiaomin Lin , Yulin Huang , Yongzhi Qi , Wei Qi

As Transformer-based models have achieved impressive performance on various time series tasks, Long-Term Series Forecasting (LTSF) tasks have also received extensive attention in recent years. However, due to the inherent computational…

Machine Learning · Computer Science 2024-02-06 Daojun Liang , Haixia Zhang , Dongfeng Yuan , Xiaoyan Ma , Dongyang Li , Minggao Zhang

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

Sequence modeling faces challenges in capturing long-range dependencies across diverse tasks. Recent linear and transformer-based forecasters have shown superior performance in time series forecasting. However, they are constrained by their…

Machine Learning · Computer Science 2024-11-25 Bong Gyun Kang , Dongjun Lee , HyunGi Kim , DoHyun Chung , Sungroh Yoon

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

Time series forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

Machine Learning · Computer Science 2021-01-26 Zekai Chen , Jiaze E , Xiao Zhang , Hao Sheng , Xiuzheng Cheng

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

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

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) 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

There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

Machine Learning · Computer Science 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

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 models have achieved superior performance in various natural language processing tasks. However, the quadratic computational cost of the attention mechanism limits its practicality for long sequences. There are existing…

Computation and Language · Computer Science 2022-12-19 Simiao Zuo , Xiaodong Liu , Jian Jiao , Denis Charles , Eren Manavoglu , Tuo Zhao , Jianfeng Gao

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

Although Transformers excel in natural language processing, their extension to time series forecasting remains challenging due to insufficient consideration of the differences between textual and temporal modalities. In this paper, we…

Machine Learning · Computer Science 2025-10-09 Zhipeng Liu , Peibo Duan , Xuan Tang , Baixin Li , Yongsheng Huang , Mingyang Geng , Changsheng Zhang , Bin Zhang , Binwu Wang

To overcome the quadratic cost of self-attention, recent works have proposed various sparse attention modules, most of which fall under one of two groups: 1) sparse attention under a hand-crafted patterns and 2) full attention followed by a…

Machine Learning · Computer Science 2022-10-28 Sungjun Cho , Seonwoo Min , Jinwoo Kim , Moontae Lee , Honglak Lee , Seunghoon Hong

The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

Machine Learning · Computer Science 2023-11-01 Liyilei Su , Xumin Zuo , Rui Li , Xin Wang , Heng Zhao , Bingding Huang

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

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
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