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Deep learning model (primarily convolutional networks and LSTM) for time series classification has been studied broadly by the community with the wide applications in different domains like healthcare, finance, industrial engineering and…

Machine Learning · Computer Science 2021-03-29 Minghao Liu , Shengqi Ren , Siyuan Ma , Jiahui Jiao , Yizhou Chen , Zhiguang Wang , Wei Song

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

The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time…

Machine Learning · Computer Science 2023-02-08 Amin Shabani , Amir Abdi , Lili Meng , Tristan Sylvain

Time series forecasting is widely used in the fields of equipment life cycle forecasting, weather forecasting, traffic flow forecasting, and other fields. Recently, some scholars have tried to apply Transformer to time series forecasting…

Machine Learning · Computer Science 2022-02-24 Benhan Li , Shengdong Du , Tianrui Li

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

Transformers have demonstrated remarkable efficacy in forecasting time series data. However, their extensive dependence on self-attention mechanisms demands significant computational resources, thereby limiting their practical applicability…

Machine Learning · Computer Science 2024-06-26 Cat P. Le , Chris Cannella , Ali Hasan , Yuting Ng , Vahid Tarokh

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

In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen

In recent times, Large Language Models (LLMs) have captured a global spotlight and revolutionized the field of Natural Language Processing. One of the factors attributed to the effectiveness of LLMs is the model architecture used for…

Machine Learning · Computer Science 2023-08-31 Oluwaseyi Ogunfowora , Homayoun Najjaran

In multivariate time series forecasting (MTSF), accurately modeling the intricate dependencies among multiple variables remains a significant challenge due to the inherent limitations of traditional approaches. Most existing models adopt…

Machine Learning · Computer Science 2025-11-19 Yuchen Luo , Xinyu Li , Liuhua Peng , Mingming Gong

Although Transformer has made breakthrough success in widespread domains especially in Natural Language Processing (NLP), applying it to time series forecasting is still a great challenge. In time series forecasting, the autoregressive…

Machine Learning · Computer Science 2021-06-01 Kai Chen , Guang Chen , Dan Xu , Lijun Zhang , Yuyao Huang , Alois Knoll

This paper presents \textbf{FreEformer}, a simple yet effective model that leverages a \textbf{Fre}quency \textbf{E}nhanced Trans\textbf{former} for multivariate time series forecasting. Our work is based on the assumption that the…

Machine Learning · Computer Science 2025-01-27 Wenzhen Yue , Yong Liu , Xianghua Ying , Bowei Xing , Ruohao Guo , Ji Shi

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

Multivariate long-term time series forecasting aims to predict future sequences by utilizing historical observations, with a core focus on modeling intra-sequence and cross-channel dependencies. Numerous studies have developed diverse…

Machine Learning · Computer Science 2026-02-03 Gaoxiang Zhao , Chunmao Huang , Li Zhou , Xiaoqiang Wang

Time series forecasting plays a critical role in domains such as energy, finance, and healthcare, where accurate predictions inform decision-making under uncertainty. Although Transformer-based models have demonstrated success in sequential…

Machine Learning · Computer Science 2025-05-27 Ali Forootani , Mohammad Khosravi

Time series forecasting is prevalent in extensive real-world applications, such as financial analysis and energy planning. Previous studies primarily focus on time series modality, endeavoring to capture the intricate variations and…

Machine Learning · Computer Science 2024-10-08 Jiaxiang Dong , Haixu Wu , Yuxuan Wang , Li Zhang , Jianmin Wang , Mingsheng Long

While generative modeling on time series facilitates more capable and flexible probabilistic forecasting, existing generative time series models do not address the multi-dimensional properties of time series data well. The prevalent…

Machine Learning · Computer Science 2026-02-09 Haoran Zhang , Haixuan Liu , Yong Liu , Yunzhong Qiu , Yuxuan Wang , Jianmin Wang , Mingsheng Long

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

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

Traffic prediction is a challenging spatio-temporal forecasting problem that involves highly complex spatio-temporal correlations. This paper proposes a Multi-level Multi-view Augmented Spatio-temporal Transformer (LVSTformer) for traffic…

Machine Learning · Computer Science 2024-06-19 Jiaqi Lin , Qianqian Ren