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Time series forecasting at scale presents significant challenges for modern prediction systems, particularly when dealing with large sets of synchronized series, such as in a global payment network. In such systems, three key challenges…

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

Time-series forecasting plays an important role in many real-world scenarios, such as equipment life cycle forecasting, weather forecasting, and traffic flow forecasting. It can be observed from recent research that a variety of…

Machine Learning · Computer Science 2022-06-14 Benhan Li , Shengdong Du , Tianrui Li , Jie Hu , Zhen Jia

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

Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…

Machine Learning · Computer Science 2024-12-18 Sanjay Chakraborty , Ibrahim Delibasoglu , Fredrik Heintz

The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time…

Machine Learning · Computer Science 2023-02-08 Amin Shabani , Amir Abdi , Lili Meng , Tristan Sylvain

Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…

Machine Learning · Computer Science 2023-02-22 Julong Young , Junhui Chen , Feihu Huang , Jian Peng

Multivariate time series forecasting is crucial across a wide range of domains. While presenting notable progress for the Transformer architecture, iTransformer still lags behind the latest MLP-based models. We attribute this performance…

Machine Learning · Computer Science 2025-11-12 Zhiwei Zhang , Xinyi Du , Xuanchi Guo , Weihao Wang , Wenjuan Han

Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…

Machine Learning · Computer Science 2025-12-16 Tan Wang , Yun Wei Dong , Qi Wang

Time series forecasting is prevalent in extensive real-world applications, such as financial analysis and energy planning. Previous studies primarily focus on time series modality, endeavoring to capture the intricate variations and…

Machine Learning · Computer Science 2024-10-08 Jiaxiang Dong , Haixu Wu , Yuxuan Wang , Li Zhang , Jianmin Wang , Mingsheng Long

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of…

Machine Learning · Computer Science 2024-03-15 Yong Liu , Tengge Hu , Haoran Zhang , Haixu Wu , Shiyu Wang , Lintao Ma , Mingsheng Long

Time series data is a key element of big data analytics, commonly found in domains such as finance, healthcare, climate forecasting, and transportation. In large scale real world settings, such data is often high dimensional and…

Machine Learning · Computer Science 2025-08-14 Younghwi Kim , Dohee Kim , Joongrock Kim , Sunghyun Sim

Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…

Machine Learning · Computer Science 2024-02-09 Linfeng Du , Ji Xin , Alex Labach , Saba Zuberi , Maksims Volkovs , Rahul G. Krishnan

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

Generating time series data is a promising approach to address data deficiency problems. However, it is also challenging due to the complex temporal properties of time series data, including local correlations as well as global…

Machine Learning · Computer Science 2026-01-07 Yuansan Liu , Sudanthi Wijewickrema , Ang Li , Christofer Bester , Stephen O'Leary , James Bailey

Dynamic link prediction plays a crucial role in diverse applications including social network analysis, communication forecasting, and financial modeling. While recent Transformer-based approaches have demonstrated promising results in…

Machine Learning · Computer Science 2026-03-05 Hantong Feng , Yonggang Wu , Duxin Chen , Wenwu Yu

Long-term weather forecasting is critical for socioeconomic planning and disaster preparedness. While recent approaches employ finetuning to extend prediction horizons, they remain constrained by the issues of catastrophic forgetting, error…

Computer Vision and Pattern Recognition · Computer Science 2026-05-12 Hao Chen , Tao Han , Jie Zhang , Song Guo , Fenghua Ling , Lei Bai

In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications. The crucial challenge of long-term MTS…

Machine Learning · Computer Science 2024-11-06 Zhenwei Zhang , Linghang Meng , Yuantao Gu

Multivariate Time Series forecasting has been an increasingly popular topic in various applications and scenarios. Recently, contrastive learning and Transformer-based models have achieved good performance in many long-term series…

Machine Learning · Computer Science 2023-01-24 Zhe Li , Zhongwen Rao , Lujia Pan , Pengyun Wang , Zenglin Xu

Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually…

Machine Learning · Computer Science 2024-11-12 Yuxuan Wang , Haixu Wu , Jiaxiang Dong , Guo Qin , Haoran Zhang , Yong Liu , Yunzhong Qiu , Jianmin Wang , Mingsheng Long
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