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Spatio-temporal traffic forecasting is challenging due to complex temporal patterns, dynamic spatial structures, and diverse input formats. Although Transformer-based models offer strong global modeling, they often struggle with rigid…

Artificial Intelligence · Computer Science 2025-08-20 Jiayu Fang , Zhiqi Shao , S T Boris Choy , Junbin Gao

AI-based methods have been widely applied to tourism demand forecasting. However, current AI-based methods are short of the ability to process long-term dependency, and most of them lack interpretability. The Transformer used initially for…

Machine Learning · Computer Science 2021-07-26 Siyuan Yi , Xing Chen , Chuanming Tang

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

Global environmental challenges and rising energy demands have led to extensive exploration of wind energy technologies. Accurate wind speed forecasting (WSF) is crucial for optimizing wind energy capture and ensuring system stability.…

Machine Learning · Computer Science 2024-08-29 Abid Hasan Zim , Aquib Iqbal , Asad Malik , Zhicheng Dong , Hanzhou Wu

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

Multivariate long-term time series forecasting is of great application across many domains, such as energy consumption and weather forecasting. With the development of transformer-based methods, the performance of multivariate long-term…

Machine Learning · Computer Science 2023-05-29 Zheng Sun , Yi Wei , Wenxiao Jia , Long Yu

Transformers have achieved superior performances in many tasks in natural language processing and computer vision, which also triggered great interest in the time series community. Among multiple advantages of Transformers, the ability to…

Machine Learning · Computer Science 2023-05-15 Qingsong Wen , Tian Zhou , Chaoli Zhang , Weiqi Chen , Ziqing Ma , Junchi Yan , Liang Sun

In this paper, we tackle the challenge of predicting stock movements in financial markets by introducing Higher Order Transformers, a novel architecture designed for processing multivariate time-series data. We extend the self-attention…

Machine Learning · Computer Science 2024-12-17 Soroush Omranpour , Guillaume Rabusseau , Reihaneh Rabbany

Transformer-based models have emerged as promising tools for time series forecasting. However, these model cannot make accurate prediction for long input time series. On the one hand, they failed to capture global dependencies within time…

Machine Learning · Computer Science 2023-08-16 YanJun Zhao , Ziqing Ma , Tian Zhou , Liang Sun , Mengni Ye , Yi Qian

The self-attention mechanism in Transformer architecture, invariant to sequence order, necessitates positional embeddings to encode temporal order in time series prediction. We argue that this reliance on positional embeddings restricts the…

Machine Learning · Computer Science 2024-08-21 Yongbo Yu , Weizhong Yu , Feiping Nie , Xuelong Li

Time series forecasting is important in many fields that require accurate predictions for decision-making. Patching techniques, commonly used and effective in time series modeling, help capture temporal dependencies by dividing the data…

Machine Learning · Computer Science 2026-02-03 Xiangfei Qiu , Xvyuan Liu , Tianen Shen , Xingjian Wu , Hanyin Cheng , Bin Yang , Jilin Hu

Deep learning for time series forecasting has traditionally operated within a one-model-per-dataset framework, limiting its potential to leverage the game-changing impact of large pre-trained models. The concept of universal forecasting,…

Machine Learning · Computer Science 2024-05-24 Gerald Woo , Chenghao Liu , Akshat Kumar , Caiming Xiong , Silvio Savarese , Doyen Sahoo

The widespread use of multi-sensor technology and the emergence of big datasets has highlighted the limitations of standard flat-view matrix models and the necessity to move towards more versatile data analysis tools. We show that…

Numerical Analysis · Computer Science 2015-06-19 A. Cichocki , D. Mandic , A-H. Phan , C. Caiafa , G. Zhou , Q. Zhao , L. De Lathauwer

Transformer architecture has widespread applications, particularly in Natural Language Processing and computer vision. Recently Transformers have been employed in various aspects of time-series analysis. This tutorial provides an overview…

Machine Learning · Computer Science 2023-07-27 Sabeen Ahmed , Ian E. Nielsen , Aakash Tripathi , Shamoon Siddiqui , Ghulam Rasool , Ravi P. Ramachandran

In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…

Machine Learning · Computer Science 2026-03-19 Aobo Liang , Yan Sun , Xiaohou Shi , Ke Li

We propose the Taylorformer for random processes such as time series. Its two key components are: 1) the LocalTaylor wrapper which adapts Taylor approximations (used in dynamical systems) for use in neural network-based probabilistic…

Machine Learning · Computer Science 2024-09-24 Omer Nivron , Raghul Parthipan , Damon J. Wischik

Time series analysis finds wide applications in fields such as weather forecasting, anomaly detection, and behavior recognition. Previous methods attempted to model temporal variations directly using 1D time series. However, this has been…

Machine Learning · Computer Science 2024-11-08 Qiang Wu , Gechang Yao , Zhixi Feng , Shuyuan Yang

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

In this paper, we present a new approach to time series forecasting. Time series data are prevalent in many scientific and engineering disciplines. Time series forecasting is a crucial task in modeling time series data, and is an important…

Machine Learning · Computer Science 2020-01-24 Neo Wu , Bradley Green , Xue Ben , Shawn O'Banion

Accurate traffic forecasting is essential for intelligent transportation systems, supporting a wide range of real-world applications. However, it remains challenging due to two key factors:~(1) Traffic series contain heterogeneous temporal…

Artificial Intelligence · Computer Science 2026-05-26 Ruiwen Gu , Qitai Tan , Yahao Liu , Xiao-Ping Zhang