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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

In this paper, we present a new approach to time series forecasting. Time series data are prevalent in many scientific and engineering disciplines. Time series forecasting is a crucial task in modeling time series data, and is an important…

Machine Learning · Computer Science 2020-01-24 Neo Wu , Bradley Green , Xue Ben , Shawn O'Banion

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

Time series forecasting is an important problem, with many real world applications. Ensembles of deep neural networks have recently achieved impressive forecasting accuracy, but such large ensembles are impractical in many real world…

Machine Learning · Computer Science 2022-08-31 Espen Haugsdal , Erlend Aune , Massimiliano Ruocco

In the real world, long sequence time-series forecasting (LSTF) is needed in many cases, such as power consumption prediction and air quality prediction.Multi-dimensional long time series model has more strict requirements on the model,…

Machine Learning · Computer Science 2022-05-11 Ning Wang

The paper develops a Transformer architecture for estimating dynamic factors from multivariate time series data under flexible identification assumptions. Performance on small datasets is improved substantially by using a conventional…

Econometrics · Economics 2026-01-21 Oliver Snellman

Traffic flow forecasting is a crucial task in transportation management and planning. The main challenges for traffic flow forecasting are that (1) as the length of prediction time increases, the accuracy of prediction will decrease; (2)…

Artificial Intelligence · Computer Science 2024-05-13 Jianli Xiao , Baichao Long

Transformers have shown great power in time series forecasting due to their global-range modeling ability. However, their performance can degenerate terribly on non-stationary real-world data in which the joint distribution changes over…

Machine Learning · Computer Science 2023-11-27 Yong Liu , Haixu Wu , Jianmin Wang , Mingsheng Long

As Transformer-based models have achieved impressive performance on various time series tasks, Long-Term Series Forecasting (LTSF) tasks have also received extensive attention in recent years. However, due to the inherent computational…

Machine Learning · Computer Science 2024-02-06 Daojun Liang , Haixia Zhang , Dongfeng Yuan , Xiaoyan Ma , Dongyang Li , Minggao Zhang

Time series forecasting is extensively applied across diverse domains. Transformer-based models demonstrate significant potential in modeling cross-time and cross-variable interaction. However, we notice that the cross-variable correlation…

Machine Learning · Computer Science 2024-10-08 Ao Hu , Dongkai Wang , Yong Dai , Shiyi Qi , Liangjian Wen , Jun Wang , Zhi Chen , Xun Zhou , Zenglin Xu , Jiang Duan

Time series analysis faces significant challenges in handling variable-length data and achieving robust generalization. While Transformer-based models have advanced time series tasks, they often struggle with feature redundancy and limited…

Machine Learning · Computer Science 2025-09-23 Kai Zhang , Siming Sun , Zhengyu Fan , Qinmin Yang , Xuejun Jiang

Time series forecasting remains a critical challenge across various domains, often complicated by high-dimensional data and long-term dependencies. This paper presents a novel transformer architecture for time series forecasting,…

Machine Learning · Computer Science 2025-02-12 Yanlong Wang , Jian Xu , Fei Ma , Shao-Lun Huang , Danny Dongning Sun , Xiao-Ping Zhang

Although the Transformer has been the dominant architecture for time series forecasting tasks in recent years, a fundamental challenge remains: the permutation-invariant self-attention mechanism within Transformers leads to a loss of…

Machine Learning · Computer Science 2024-10-15 Zeying Gong , Yujin Tang , Junwei Liang

Sequence modeling faces challenges in capturing long-range dependencies across diverse tasks. Recent linear and transformer-based forecasters have shown superior performance in time series forecasting. However, they are constrained by their…

Machine Learning · Computer Science 2024-11-25 Bong Gyun Kang , Dongjun Lee , HyunGi Kim , DoHyun Chung , Sungroh Yoon

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

In the manufacturing process, sensor data collected from equipment is crucial for building predictive models to manage processes and improve productivity. However, in the field, it is challenging to gather sufficient data to build robust…

Machine Learning · Computer Science 2024-07-10 Gyeong Taek Lee , Oh-Ran Kwon

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 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

Predicting pedestrian behavior is a crucial task for intelligent driving systems. Accurate predictions require a deep understanding of various contextual elements that potentially impact the way pedestrians behave. To address this…

Computer Vision and Pattern Recognition · Computer Science 2022-10-17 Amir Rasouli , Iuliia Kotseruba

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and…

Machine Learning · Computer Science 2025-01-14 Malcolm L. Wolff , Shenghao Yang , Kari Torkkola , Michael W. Mahoney