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Time series forecasting plays a vital role across scientific, industrial, and environmental domains, especially when dealing with high-dimensional and nonlinear systems. While Transformer-based models have recently achieved state-of-the-art…

Machine Learning · Computer Science 2025-08-05 Ali Forootani , Mohammad Khosravi , Masoud Barati

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 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

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

Time series forecasting plays a crucial role in many real-world applications, and numerous complex forecasting models have been proposed in recent years. Despite their architectural innovations, most state-of-the-art models report only…

Machine Learning · Computer Science 2025-05-28 Reza Nematirad , Anil Pahwa , Balasubramaniam Natarajan

Recent deep learning models for Long-term Time Series Forecasting (LTSF) often emphasize complex, handcrafted designs, while simpler architectures like linear models or MLPs have often outperformed these intricate solutions. In this paper,…

Machine Learning · Computer Science 2025-05-26 Yihang Lu , Yangyang Xu , Qitao Qing , Xianwei Meng

Long-term Time Series Forecasting is crucial across numerous critical domains, yet its accuracy remains fundamentally constrained by the receptive field bottleneck in existing models. Mainstream Transformer- and Multi-layer Perceptron…

Computational Engineering, Finance, and Science · Computer Science 2025-11-13 Weixu Wang , Xiaobo Zhou , Xin Qiao , Lei Wang , Tie Qiu

Long-term time series forecasting (LTSF) has been widely applied in finance, traffic prediction, and other domains. Recently, patch-based transformers have emerged as a promising approach, segmenting data into sub-level patches that serve…

Machine Learning · Computer Science 2024-08-06 Ruixin Ding , Yuqi Chen , Yu-Ting Lan , Wei Zhang

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Dynamic Linear Models (DLMs) are commonly employed for time series analysis due to their versatile structure, simple recursive updating, ability to handle missing data, and probabilistic forecasting. However, the options for count time…

Methodology · Statistics 2023-06-30 Brian King , Daniel R. Kowal

Time series prediction, a crucial task across various domains, faces significant challenges due to the inherent complexities of time series data, including non-stationarity, multi-scale periodicity, and transient dynamics, particularly when…

Machine Learning · Computer Science 2025-07-18 Qianru Zhang , Chenglei Yu , Haixin Wang , Yudong Yan , Yuansheng Cao , Siu-Ming Yiu , Tailin Wu , Hongzhi Yin

Recent research in time series forecasting has explored integrating multimodal features into models to improve accuracy. However, the accuracy of such methods is constrained by three key challenges: inadequate extraction of fine-grained…

Machine Learning · Computer Science 2025-10-21 Shule Hao , Junpeng Bao , Wenli Li

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

As multimodal data proliferates across diverse real-world applications, leveraging heterogeneous information such as texts and timestamps for accurate time series forecasting (TSF) has become a critical challenge. While diffusion models…

Machine Learning · Computer Science 2025-12-09 Da Zhang , Bingyu Li , Zhuyuan Zhao , Junyu Gao , Feiping Nie , Xuelong Li

Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular…

Machine Learning · Computer Science 2026-02-06 Shunya Nagashima , Shuntaro Suzuki , Shuitsu Koyama , Shinnosuke Hirano

Spatial time series forecasting problems arise in a broad range of applications, such as environmental and transportation problems. These problems are challenging because of the existence of specific spatial, short-term and long-term…

Machine Learning · Computer Science 2019-02-05 Reza Asadi , Amelia Regan

Mixing datasets for fine-tuning large models (LMs) has become critical for maximizing performance on downstream tasks. However, composing effective dataset mixtures typically relies on heuristics and trial-and-error, often requiring…

Machine Learning · Computer Science 2025-05-23 Zhixu Silvia Tao , Kasper Vinken , Hao-Wei Yeh , Avi Cooper , Xavier Boix

Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…

Machine Learning · Computer Science 2022-11-01 Junlong Tong , Liping Xie , Wankou Yang , Kanjian Zhang

Transformer-based architectures are the model of choice for natural language understanding, but they come at a significant cost, as they have quadratic complexity in the input length, require a lot of training data, and can be difficult to…

Computation and Language · Computer Science 2023-11-14 Florian Mai , Arnaud Pannatier , Fabio Fehr , Haolin Chen , Francois Marelli , Francois Fleuret , James Henderson

Various modifications of TRANSFORMER were recently used to solve time-series forecasting problem. We propose Query Selector - an efficient, deterministic algorithm for sparse attention matrix. Experiments show it achieves state-of-the art…

Machine Learning · Computer Science 2021-08-18 Jacek Klimek , Jakub Klimek , Witold Kraskiewicz , Mateusz Topolewski
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