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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

Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…

Machine Learning · Computer Science 2024-08-08 Rares Cristian , Pavithra Harsha , Clemente Ocejo , Georgia Perakis , Brian Quanz , Ioannis Spantidakis , Hamza Zerhouni

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

Transformers are built upon multi-head scaled dot-product attention and positional encoding, which aim to learn the feature representations and token dependencies. In this work, we focus on enhancing the distinctive representation by…

Computer Vision and Pattern Recognition · Computer Science 2022-07-12 Litao Yu , Jian Zhang

The quadratic computation complexity of self-attention has been a persistent challenge when applying Transformer models to vision tasks. Linear attention, on the other hand, offers a much more efficient alternative with its linear…

Computer Vision and Pattern Recognition · Computer Science 2023-09-04 Dongchen Han , Xuran Pan , Yizeng Han , Shiji Song , Gao Huang

Multivariate time series forecasting has been widely used in various practical scenarios. Recently, Transformer-based models have shown significant potential in forecasting tasks due to the capture of long-range dependencies. However,…

Machine Learning · Computer Science 2023-02-10 Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

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

Accurate forecasting of solar power output is essential for efficient integration of renewable energy into the grid. In this study, an attention-based deep learning model, inspired by transformer architecture, is used for short-term solar…

Machine Learning · Computer Science 2026-04-28 Ankan Basu , Jyotiraditya Roy , Aditya Datta , Prayas Sanyal , Sumanta Banerjee

Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of linear networks due to their low computational cost and…

Machine Learning · Computer Science 2025-05-02 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jianxin Liao

Despite advances in the Transformer architecture, their effectiveness for long-term time series forecasting (LTSF) remains controversial. In this paper, we investigate the potential of integrating explicit periodicity modeling into the…

Machine Learning · Computer Science 2026-03-31 Tian Sun , Yuqi Chen , Weiwei Sun

Deep models for Multivariate Time Series (MTS) forecasting have recently demonstrated significant success. Channel-dependent models capture complex dependencies that channel-independent models cannot capture. However, the number of channels…

Machine Learning · Computer Science 2024-08-09 Xin Zhou , Weiqing Wang , Wray Buntine , Shilin Qu , Abishek Sriramulu , Weicong Tan , Christoph Bergmeir

Supporting decision-making has long been a central vision in the field of spatio-temporal intelligence. While prior work has improved the timeliness and accuracy of spatio-temporal forecasting, converting these forecasts into actionable…

Machine Learning · Computer Science 2025-06-24 Shulun Chen , Wei Shao , Flora D. Salim , Hao Xue

Currently, iTransformer is one of the most popular and effective models for multivariate time series (MTS) forecasting. Thanks to its inverted framework, iTransformer effectively captures multivariate correlation. However, the inverted…

Machine Learning · Computer Science 2025-07-17 Hongming Tan , Ting Chen , Ruochong Jin , Wai Kin Chan

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

Transformers based on the attention mechanism have achieved impressive success in various areas. However, the attention mechanism has a quadratic complexity, significantly impeding Transformers from dealing with numerous tokens and scaling…

Machine Learning · Computer Science 2022-06-17 Haixu Wu , Jialong Wu , Jiehui Xu , Jianmin Wang , Mingsheng Long

A variety of real-world applications rely on far future information to make decisions, thus calling for efficient and accurate long sequence multivariate time series forecasting. While recent attention-based forecasting models show strong…

Machine Learning · Computer Science 2022-05-02 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang , Tung Kieu , Xuanyi Dong , Shirui Pan

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

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

Extending the forecasting time is a critical demand for real applications, such as extreme weather early warning and long-term energy consumption planning. This paper studies the long-term forecasting problem of time series. Prior…

Machine Learning · Computer Science 2022-01-10 Haixu Wu , Jiehui Xu , Jianmin Wang , 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