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Recently, Transformer-based models for long sequence time series forecasting have demonstrated promising results. The self-attention mechanism as the core component of these Transformer-based models exhibits great potential in capturing…

Machine Learning · Computer Science 2024-12-17 Zhicheng Zhang , Yong Wang , Shaoqi Tan , Bowei Xia , Yujie Luo

Transformer architectures, capable of capturing sequential dependencies in the history of user interactions, have become the dominant approach in sequential recommender systems. Despite their success, such models consider sequence elements…

Information Retrieval · Computer Science 2026-03-02 Artur Gimranov , Viacheslav Yusupov , Elfat Sabitov , Tatyana Matveeva , Anton Lysenko , Ruslan Israfilov , Evgeny Frolov

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

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

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

Recent innovations in transformers have shown their superior performance in natural language processing (NLP) and computer vision (CV). The ability to capture long-range dependencies and interactions in sequential data has also triggered a…

Statistical Finance · Quantitative Finance 2025-03-24 Chu Myaet Thwal , Ye Lin Tun , Kitae Kim , Seong-Bae Park , Choong Seon Hong

There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

Machine Learning · Computer Science 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

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

Ever since their conception, Transformers have taken over traditional sequence models in many tasks, such as NLP, image classification, and video/audio processing, for their fast training and superior performance. Much of the merit is…

Machine Learning · Computer Science 2023-02-17 Hongyu Hè , Marko Kabic

Recurrent Neural Networks have long been the dominating choice for sequence modeling. However, it severely suffers from two issues: impotent in capturing very long-term dependencies and unable to parallelize the sequential computation…

Machine Learning · Computer Science 2019-07-15 Zhiwei Wang , Yao Ma , Zitao Liu , Jiliang Tang

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

Transformer is a ubiquitous model for natural language processing and has attracted wide attentions in computer vision. The attention maps are indispensable for a transformer model to encode the dependencies among input tokens. However,…

Machine Learning · Computer Science 2021-02-26 Yujing Wang , Yaming Yang , Jiangang Bai , Mingliang Zhang , Jing Bai , Jing Yu , Ce Zhang , Gao Huang , Yunhai Tong

We present a conformal prediction method for time series using the Transformer architecture to capture long-memory and long-range dependencies. Specifically, we use the Transformer decoder as a conditional quantile estimator to predict the…

Machine Learning · Computer Science 2024-06-11 Junghwan Lee , Chen Xu , Yao Xie

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

Transformers have achieved remarkable success in sequence modeling and beyond but suffer from quadratic computational and memory complexities with respect to the length of the input sequence. Leveraging techniques include sparse and linear…

Machine Learning · Computer Science 2022-08-02 Tan Nguyen , Richard G. Baraniuk , Robert M. Kirby , Stanley J. Osher , Bao Wang

We propose here an extended attention model for sequence-to-sequence recurrent neural networks (RNNs) designed to capture (pseudo-)periods in time series. This extended attention model can be deployed on top of any RNN and is shown to yield…

Machine Learning · Computer Science 2017-08-22 Yagmur G. Cinar , Hamid Mirisaee , Parantapa Goswami , Eric Gaussier , Ali Ait-Bachir , Vadim Strijov

Time series forecasting is an important problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. In this paper, we propose to tackle such forecasting problem with…

Machine Learning · Computer Science 2020-01-06 Shiyang Li , Xiaoyong Jin , Yao Xuan , Xiyou Zhou , Wenhu Chen , Yu-Xiang Wang , Xifeng Yan

Transformer-based methods have shown great potential in long-term time series forecasting. However, most of these methods adopt the standard point-wise self-attention mechanism, which not only becomes intractable for long-term forecasting…

Machine Learning · Computer Science 2022-02-24 Dazhao Du , Bing Su , Zhewei Wei

The Transformer architecture yields state-of-the-art results in many tasks such as natural language processing (NLP) and computer vision (CV), since the ability to efficiently capture the precise long-range dependency coupling between input…

Machine Learning · Computer Science 2023-01-06 Peiwang Tang , Xianchao Zhang

Dynamic graph learning plays a pivotal role in modeling evolving relationships over time, especially for temporal link prediction tasks in domains such as traffic systems, social networks, and recommendation platforms. While…

Machine Learning · Computer Science 2025-11-18 Tao Zou , Chengfeng Wu , Tianxi Liao , Junchen Ye , Bowen Du