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In order to enhance the performance of Transformer models for long-term multivariate forecasting while minimizing computational demands, this paper introduces the Joint Time-Frequency Domain Transformer (JTFT). JTFT combines time and…

Machine Learning · Computer Science 2023-10-31 Yushu Chen , Shengzhuo Liu , Jinzhe Yang , Hao Jing , Wenlai Zhao , Guangwen Yang

Recent studies have attempted to refine the Transformer architecture to demonstrate its effectiveness in Long-Term Time Series Forecasting (LTSF) tasks. Despite surpassing many linear forecasting models with ever-improving performance, we…

Machine Learning · Computer Science 2024-12-30 Peiwang Tang , Weitai Zhang

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

Multivariate time series forecasting has seen widely ranging applications in various domains, including finance, traffic, energy, and healthcare. To capture the sophisticated temporal patterns, plenty of research studies designed complex…

Machine Learning · Computer Science 2022-07-05 Tianping Zhang , Yizhuo Zhang , Wei Cao , Jiang Bian , Xiaohan Yi , Shun Zheng , Jian Li

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

The field of time series forecasting is rapidly advancing, with recent large-scale Transformers and lightweight Multilayer Perceptron (MLP) models showing strong predictive performance. However, conventional Transformer models are often…

Machine Learning · Computer Science 2025-08-13 Zheng Zhou , Yu-Jie Xiong , Jia-Chen Zhang , Chun-Ming Xia , Xi-Jiong Xie

Pre-trained models exhibit strong generalization to various downstream tasks. However, given the numerous models available in the model hub, identifying the most suitable one by individually fine-tuning is time-consuming. In this paper, we…

Machine Learning · Computer Science 2026-03-10 Tengxue Zhang , Biao Ouyang , Yang Shu , Xinyang Chen , Chenjuan Guo , Bin 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

We propose an efficient design of Transformer-based models for multivariate time series forecasting and self-supervised representation learning. It is based on two key components: (i) segmentation of time series into subseries-level patches…

Machine Learning · Computer Science 2023-03-07 Yuqi Nie , Nam H. Nguyen , Phanwadee Sinthong , Jayant Kalagnanam

Time series forecasting is crucial for various applications, such as weather forecasting, power load forecasting, and financial analysis. In recent studies, MLP-mixer models for time series forecasting have been shown as a promising…

Machine Learning · Computer Science 2024-12-24 Md Mahmuddun Nabi Murad , Mehmet Aktukmak , Yasin Yilmaz

The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

Machine Learning · Computer Science 2023-11-01 Liyilei Su , Xumin Zuo , Rui Li , Xin Wang , Heng Zhao , Bingding Huang

Time series forecasting has widespread applications in urban life ranging from air quality monitoring to traffic analysis. However, accurate time series forecasting is challenging because real-world time series suffer from the distribution…

Machine Learning · Computer Science 2022-07-15 Wenying Duan , Xiaoxi He , Lu Zhou , Lothar Thiele , Hong Rao

Multivariate time-series (MTS) forecasting is fundamental to applications ranging from urban mobility and resource management to climate modeling. While recent generative models based on denoising diffusion have advanced state-of-the-art…

Machine Learning · Computer Science 2025-11-21 Seyed Mohamad Moghadas , Bruno Cornelis , Adrian Munteanu

Deep learning (e.g., Transformer) has been widely and successfully used in multivariate time series forecasting (MTSF). Unlike existing methods that focus on training models from a single modal of time series input, large language models…

Machine Learning · Computer Science 2025-04-09 Peiyuan Liu , Hang Guo , Tao Dai , Naiqi Li , Jigang Bao , Xudong Ren , Yong Jiang , Shu-Tao Xia

Time series foundation models have recently gained a lot of attention due to their ability to model complex time series data encompassing different domains including traffic, energy, and weather. Although they exhibit strong average…

Machine Learning · Computer Science 2026-01-21 Shivani Tomar , Seshu Tirupathi , Elizabeth Daly , Ivana Dusparic

Long-term time-series forecasting (LTTF) has become a pressing demand in many applications, such as wind power supply planning. Transformer models have been adopted to deliver high prediction capacity because of the high computational…

Machine Learning · Computer Science 2023-01-06 Yan Li , Xinjiang Lu , Haoyi Xiong , Jian Tang , Jiantao Su , Bo Jin , Dejing Dou

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

Sequential Recommender Systems (SRS) aim to model sequential behaviors of users to capture their interests which usually evolve over time. Transformer-based SRS have achieved distinguished successes recently. However, studies reveal…

Information Retrieval · Computer Science 2025-08-04 Sheng Lu , Mingxi Ge , Jiuyi Zhang , Wanli Zhu , Guanjin Li , Fangming Gu

In recent years, numerous Transformer-based models have been applied to long-term time-series forecasting (LTSF) tasks. However, recent studies with linear models have questioned their effectiveness, demonstrating that simple linear layers…

Machine Learning · Computer Science 2024-08-20 Jiaheng Yin , Zhengxin Shi , Jianshen Zhang , Xiaomin Lin , Yulin Huang , Yongzhi Qi , Wei Qi

Time series forecasting requires capturing patterns across multiple temporal scales while maintaining computational efficiency. This paper introduces AWGformer, a novel architecture that integrates adaptive wavelet decomposition with…

Machine Learning · Computer Science 2026-01-29 Wei Li