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The rise of foundation models has revolutionized natural language processing and computer vision, yet their best practices to time series forecasting remains underexplored. Existing time series foundation models often adopt methodologies…

Machine Learning · Computer Science 2025-03-04 Xiaobin Hong , Jiawen Zhang , Wenzhong Li , Sanglu Lu , Jia Li

Irregular multivariate time series (IMTS) are characterized by irregular time intervals within variables and unaligned observations across variables, posing challenges in learning temporal and variable dependencies. Many existing IMTS…

Machine Learning · Computer Science 2025-05-26 Boyuan Li , Yicheng Luo , Zhen Liu , Junhao Zheng , Jianming Lv , Qianli Ma

Short-term precipitation forecasting remains challenging due to the difficulty in capturing long-term spatiotemporal dependencies. Current deep learning methods fall short in establishing effective dependencies between conditions and…

Machine Learning · Computer Science 2024-10-18 ChaoRong Li , XuDong Ling , YiLan Xue , Wenjie Luo , LiHong Zhu , FengQing Qin , Yaodong Zhou , Yuanyuan Huang

Traffic flow forecasting is essential and challenging to intelligent city management and public safety. Recent studies have shown the potential of convolution-free Transformer approach to extract the dynamic dependencies among complex…

Physics and Society · Physics 2021-11-08 Xiao Yan , Xianghua Gan , Jingjing Tang , Rui Wang

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

Traffic forecasting requires modeling complex temporal dynamics and long-range spatial dependencies over large sensor networks. Existing methods typically face a trade-off between expressiveness and efficiency: Transformer-based models…

Machine Learning · Computer Science 2026-04-16 Xinjin Li , Jinghan Cao , Mengyue Wang , Yue Wu , Longxiang Yan , Yeyang Zhou , Ziqi Sha , Yu Ma

Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Machine Learning · Computer Science 2025-12-09 Andrey Savchenko , Oleg Kachan

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

Traditional spatiotemporal models generally rely on task-specific architectures, which limit their generalizability and scalability across diverse tasks due to domain-specific design requirements. In this paper, we introduce…

Computer Vision and Pattern Recognition · Computer Science 2025-03-27 Chen Tang , Xinzhu Ma , Encheng Su , Xiufeng Song , Xiaohong Liu , Wei-Hong Li , Lei Bai , Wanli Ouyang , Xiangyu Yue

Recently, there has been a surge of Transformer-based solutions for the long-term time series forecasting (LTSF) task. Despite the growing performance over the past few years, we question the validity of this line of research in this work.…

Artificial Intelligence · Computer Science 2022-08-18 Ailing Zeng , Muxi Chen , Lei Zhang , Qiang Xu

Although Transformer has made breakthrough success in widespread domains especially in Natural Language Processing (NLP), applying it to time series forecasting is still a great challenge. In time series forecasting, the autoregressive…

Machine Learning · Computer Science 2021-06-01 Kai Chen , Guang Chen , Dan Xu , Lijun Zhang , Yuyao Huang , Alois Knoll

The attention mechanism has demonstrated remarkable potential in sequence modeling, exemplified by its successful application in natural language processing with models such as Bidirectional Encoder Representations from Transformers (BERT)…

Machine Learning · Computer Science 2025-11-26 Bowen Zhao , Huanlai Xing , Zhiwen Xiao , Jincheng Peng , Li Feng , Xinhan Wang , Rong Qu , Hui Li

Spatio-temporal data, prevalent in real-world applications such as traffic monitoring, financial transactions, and ride-share demands, represents a specialized case of multivariate time series characterized by high dimensionality. This high…

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

Machine Learning · Computer Science 2022-04-26 Jimeng Shi , Mahek Jain , Giri Narasimhan

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Modern multivariate time series forecasting primarily relies on two architectures: the Transformer with attention mechanism and Mamba. In natural language processing, an approach has been used that combines local window attention for…

Machine Learning · Computer Science 2025-09-26 Itay Katav , Aryeh Kontorovich

Accurate Multivariate Time Series (MTS) forecasting is crucial for collaborative design of complex systems, Digital Twin building, and maintenance ahead of time. However, the collaborative industrial environment presents new challenges for…

Machine Learning · Computer Science 2025-12-02 Shaoxun Wang , Xingjun Zhang , Kun Xia , Qianyang Li , Jiawei Cao , Zhendong Tan

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

Many machine learning tasks such as multiple instance learning, 3D shape recognition, and few-shot image classification are defined on sets of instances. Since solutions to such problems do not depend on the order of elements of the set,…

Machine Learning · Computer Science 2019-05-28 Juho Lee , Yoonho Lee , Jungtaek Kim , Adam R. Kosiorek , Seungjin Choi , Yee Whye Teh

Transformer-based models have significantly advanced time series forecasting. Recent work, like the Cross-Attention-only Time Series transformer (CATS), shows that removing self-attention can make the model more accurate and efficient.…

Machine Learning · Computer Science 2025-09-08 Jiajun Song , Xiaoou Liu
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