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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…
Recent work shows that linear models can outperform several transformer models in long-term time-series forecasting (TSF). However, instead of explicitly performing temporal interaction through self-attention, linear models implicitly…
Time series forecasters are widely used across various domains. Among them, MLP (multi-layer perceptron)-based forecasters have been proven to be more robust to noise compared to Transformer-based forecasters. However, MLP struggles to…
Recent Transformer-based large language models (LLMs) demonstrate in-context learning ability to perform various functions based solely on the provided context, without updating model parameters. To fully utilize the in-context capabilities…
In the real world, long sequence time-series forecasting (LSTF) is needed in many cases, such as power consumption prediction and air quality prediction.Multi-dimensional long time series model has more strict requirements on the model,…
Recent lightweight MLP-based models have achieved strong performance in time series forecasting by capturing stable trends and seasonal patterns. However, their effectiveness hinges on an implicit assumption of local stationarity…
Time-series forecasting in real-world applications such as finance and energy often faces challenges due to limited training data and complex, noisy temporal dynamics. Existing deep forecasting models typically supervise predictions using…
In recent years, transformer-based models have gained prominence in multivariate long-term time series forecasting (LTSF), demonstrating significant advancements despite facing challenges such as high computational demands, difficulty in…
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,…
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…
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…
Real-world time-series datasets are often multivariate with complex dynamics. To capture this complexity, high capacity architectures like recurrent- or attention-based sequential deep learning models have become popular. However, recent…
Time series forecasting (TSF) plays a crucial role in various domains, including web data analysis, energy consumption prediction, and weather forecasting. While Multi-Layer Perceptrons (MLPs) are lightweight and effective for capturing…
Recent research has challenged the necessity of complex deep learning architectures for time series forecasting, demonstrating that simple linear models can often outperform sophisticated approaches. Building upon this insight, we introduce…
Recent developments related to the energy transition pose particular challenges for distribution grids. Hence, precise load forecasts become more and more important for effective grid management. Novel modeling approaches such as the…
Multivariate Time series forecasting is crucial in domains such as transportation, meteorology, and finance, especially for predicting extreme weather events. State-of-the-art methods predominantly rely on Transformer architectures, which…
Real-world time-series data often exhibit non-stationarity, including changing trends, irregular seasonality, and residuals. In terms of changing trends, recently proposed multi-layer perceptron (MLP)-based models have shown excellent…
Traditional recurrent neural network architectures, such as long short-term memory neural networks (LSTM), have historically held a prominent role in time series forecasting (TSF) tasks. While the recently introduced sLSTM for Natural…
In multivariate time-series forecasting (MTSF), extracting the temporal correlations of the input sequences is crucial. While popular Transformer-based predictive models can perform well, their quadratic computational complexity results in…
Probabilistic forecasting is not only a way to add more information to a prediction of the future, but it also builds on weaknesses in point prediction. Sudden changes in a time series can still be captured by a cumulative distribution…