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In multivariable time series (MTS) forecasting, existing state-of-the-art deep learning approaches tend to focus on autoregressive formulations and often overlook the potential of using exogenous variables in enhancing the prediction of the…

Machine Learning · Computer Science 2025-04-03 Yuxuan Shu , Vasileios Lampos

Recently, multivariate time series forecasting tasks have garnered increasing attention due to their significant practical applications, leading to the emergence of various deep forecasting models. However, real-world time series exhibit…

Machine Learning · Computer Science 2024-07-16 Jiaxi Hu , Qingsong Wen , Sijie Ruan , Li Liu , Yuxuan Liang

Transformers for time series forecasting mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. We propose Pathformer, a multi-scale Transformer with…

Machine Learning · Computer Science 2024-09-17 Peng Chen , Yingying Zhang , Yunyao Cheng , Yang Shu , Yihang Wang , Qingsong Wen , Bin Yang , Chenjuan Guo

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

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

Multivariate time series forecasting is fundamental to numerous domains such as energy, finance, and environmental monitoring, where complex temporal dependencies and cross-variable interactions pose enduring challenges. Existing…

Machine Learning · Computer Science 2026-05-15 Xingsheng Chen , Xianpei Mu , Deyu Yi , Yilin Yuan , Xingwei He , Bo Gao , Regina Zhang , Pietro Lio , Siu-Ming Yiu

Accurate long-term predictions are the foundations for many machine learning applications and decision-making processes. Traditional time series approaches for prediction often focus on either autoregressive modeling, which relies solely on…

Machine Learning · Computer Science 2025-04-22 Kshitij Tayal , Arvind Renganathan , Xiaowei Jia , Vipin Kumar , Dan Lu

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

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng

Although pre-trained transformers and reprogrammed text-based LLMs have shown strong performance on time series tasks, the best-performing architectures vary widely across tasks, with most models narrowly focused on specific areas, such as…

Machine Learning · Computer Science 2024-11-27 Shanghua Gao , Teddy Koker , Owen Queen , Thomas Hartvigsen , Theodoros Tsiligkaridis , Marinka Zitnik

Ever since their conception, Transformers have taken over traditional sequence models in many tasks, such as NLP, image classification, and video/audio processing, for their fast training and superior performance. Much of the merit is…

Machine Learning · Computer Science 2023-02-17 Hongyu Hè , Marko Kabic

Time series forecasting has various applications, such as meteorological rainfall prediction, traffic flow analysis, financial forecasting, and operational load monitoring for various systems. Due to the sparsity of time series data,…

Machine Learning · Computer Science 2025-10-01 Xiaojian Wang , Chaoli Zhang , Zhonglong Zheng , Yunliang Jiang

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

Recent studies have attempted to refine the Transformer architecture to demonstrate its effectiveness in Long-Term Time Series Forecasting (LTSF) tasks. Despite surpassing many linear forecasting models with ever-improving performance, we…

Machine Learning · Computer Science 2024-12-30 Peiwang Tang , Weitai Zhang

Current Transformer methods for Multivariate Time-Series Forecasting (MTSF) are all based on the conventional attention mechanism. They involve sequence embedding and performing a linear projection of Q, K, and V, and then computing…

Machine Learning · Computer Science 2024-07-22 Haixiang Wu

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Computational Engineering, Finance, and Science · Computer Science 2026-01-21 Zhangyao Song , Nanqing Jiang , Miaohong He , Xiaoyu Zhao , Tao Guo

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

Time series forecasting is essential for a wide range of real-world applications. Recent studies have shown the superiority of Transformer in dealing with such problems, especially long sequence time series input(LSTI) and long sequence…

Machine Learning · Computer Science 2022-02-15 Li Shen , Yangzhu Wang

The real-time crash likelihood prediction model is an essential component of the proactive traffic safety management system. Over the years, numerous studies have attempted to construct a crash likelihood prediction model in order to…

Machine Learning · Computer Science 2023-08-30 B M Tazbiul Hassan Anik , Zubayer Islam , Mohamed Abdel-Aty

Spatio-temporal traffic forecasting is a core component of intelligent transportation systems, supporting various downstream tasks such as signal control and network-level traffic management. In real-world deployments, forecasting models…

Machine Learning · Computer Science 2026-02-17 Yue Wang , Areg Karapetyan , Djellel Difallah , Samer Madanat