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Despite advances in the Transformer architecture, their effectiveness for long-term time series forecasting (LTSF) remains controversial. In this paper, we investigate the potential of integrating explicit periodicity modeling into the…

Machine Learning · Computer Science 2026-03-31 Tian Sun , Yuqi Chen , Weiwei Sun

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

Multivariate long-term time series forecasting is critical for applications such as weather prediction, and traffic analysis. In addition, the implementation of Transformer variants has improved prediction accuracy. Following these…

Machine Learning · Computer Science 2025-05-06 Minhyuk Lee , HyeKyung Yoon , MyungJoo Kang

Extending the forecasting time is a critical demand for real applications, such as extreme weather early warning and long-term energy consumption planning. This paper studies the long-term forecasting problem of time series. Prior…

Machine Learning · Computer Science 2022-01-10 Haixu Wu , Jiehui Xu , Jianmin Wang , Mingsheng Long

Real-world time series often exhibit a non-stationary nature, degrading the performance of pre-trained forecasting models. Test-Time Adaptation (TTA) addresses this by adjusting models during inference, but existing methods typically update…

Machine Learning · Computer Science 2025-07-01 Heitor R. Medeiros , Hossein Sharifi-Noghabi , Gabriel L. Oliveira , Saghar Irandoust

In practical time series forecasting, covariates provide rich contextual information that can potentially enhance the forecast of target variables. Although some covariates extend into the future forecasting horizon (e.g., calendar events,…

Machine Learning · Computer Science 2025-08-07 Yosuke Yamaguchi , Issei Suemitsu , Wenpeng Wei

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

Timeseries analytics is of great importance in many real-world applications. Recently, the Transformer model, popular in natural language processing, has been leveraged to learn high quality feature embeddings from timeseries, core to the…

Machine Learning · Computer Science 2023-06-06 Jiaming Liang , Lei Cao , Samuel Madden , Zachary Ives , Guoliang Li

Explainability in time series forecasting is essential for improving model transparency and supporting informed decision-making. In this work, we present CrossScaleNet, an innovative architecture that combines a patch-based cross-attention…

Computer Vision and Pattern Recognition · Computer Science 2025-09-30 Ibrahim Delibasoglu , Fredrik Heintz

Transformers have demonstrated remarkable efficacy in forecasting time series data. However, their extensive dependence on self-attention mechanisms demands significant computational resources, thereby limiting their practical applicability…

Machine Learning · Computer Science 2024-06-26 Cat P. Le , Chris Cannella , Ali Hasan , Yuting Ng , Vahid Tarokh

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

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

The paper develops a Transformer architecture for estimating dynamic factors from multivariate time series data under flexible identification assumptions. Performance on small datasets is improved substantially by using a conventional…

Econometrics · Economics 2026-01-21 Oliver Snellman

Transformers have been actively studied for time-series forecasting in recent years. While often showing promising results in various scenarios, traditional Transformers are not designed to fully exploit the characteristics of time-series…

Machine Learning · Computer Science 2022-06-22 Gerald Woo , Chenghao Liu , Doyen Sahoo , Akshat Kumar , Steven Hoi

Transformers have become an indispensable module for text generation models since their great success in machine translation. Previous works attribute the~success of transformers to the query-key-value dot-product attention, which provides…

Computation and Language · Computer Science 2022-10-11 Lei Sha , Yuhang Song , Yordan Yordanov , Tommaso Salvatori , Thomas Lukasiewicz

Transformer-based architectures achieved breakthrough performance in natural language processing and computer vision, yet they remain inferior to simpler linear baselines in multivariate long-term forecasting. To better understand this…

Machine Learning · Computer Science 2024-06-04 Romain Ilbert , Ambroise Odonnat , Vasilii Feofanov , Aladin Virmaux , Giuseppe Paolo , Themis Palpanas , Ievgen Redko

In the field of autonomous driving, there have been many excellent perception models for object detection, semantic segmentation, and other tasks, but how can we effectively use the perception models for vehicle planning? Traditional…

Robotics · Computer Science 2023-08-04 Jingyu Du , Yang Zhao , Hong Cheng

Recent studies have demonstrated the great power of Transformer models for time series forecasting. One of the key elements that lead to the transformer's success is the channel-independent (CI) strategy to improve the training robustness.…

Machine Learning · Computer Science 2024-02-19 Wang Xue , Tian Zhou , Qingsong Wen , Jinyang Gao , Bolin Ding , Rong Jin

The Transformer architecture has been successful across many domains, including natural language processing, computer vision and speech recognition. In keyword spotting, self-attention has primarily been used on top of convolutional or…

Audio and Speech Processing · Electrical Eng. & Systems 2022-04-11 Axel Berg , Mark O'Connor , Miguel Tairum Cruz

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