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Recent advances in machine learning, specifically transformer architecture, have led to significant advancements in commercial domains. These powerful models have demonstrated superior capability to learn complex relationships and often…

Machine Learning · Computer Science 2024-05-29 Matthew L. Olson , Shusen Liu , Jayaraman J. Thiagarajan , Bogdan Kustowski , Weng-Keen Wong , Rushil Anirudh

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

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

The past few years have witnessed the rapid development in multivariate time series forecasting. The key to accurate forecasting results is capturing the long-term dependency between each time step (cross-time dependency) and modeling the…

Machine Learning · Computer Science 2023-06-06 Donghao Luo , Xue Wang

Self-attention has greatly contributed to the success of the widely used Transformer architecture by enabling learning from data with long-range dependencies. In an effort to improve performance, a gated attention model that leverages a…

Machine Learning · Computer Science 2026-02-03 Viet Nguyen , Tuan Minh Pham , Thinh Cao , Tan Dinh , Huy Nguyen , Nhat Ho , Alessandro Rinaldo

The estimation of time-varying quantities is a fundamental component of decision making in fields such as healthcare and finance. However, the practical utility of such estimates is limited by how accurately they quantify predictive…

Machine Learning · Computer Science 2022-06-29 Alexandre Drouin , Étienne Marcotte , Nicolas Chapados

Short-term precipitation forecasting remains challenging due to the difficulty in capturing long-term spatiotemporal dependencies. Current deep learning methods fall short in establishing effective dependencies between conditions and…

Machine Learning · Computer Science 2024-10-18 ChaoRong Li , XuDong Ling , YiLan Xue , Wenjie Luo , LiHong Zhu , FengQing Qin , Yaodong Zhou , Yuanyuan Huang

Bases have become an integral part of modern deep learning-based models for time series forecasting due to their ability to act as feature extractors or future references. To be effective, a basis must be tailored to the specific set of…

Machine Learning · Computer Science 2024-01-19 Zelin Ni , Hang Yu , Shizhan Liu , Jianguo Li , Weiyao Lin

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…

Modern multivariate time series forecasting primarily relies on two architectures: the Transformer with attention mechanism and Mamba. In natural language processing, an approach has been used that combines local window attention for…

Machine Learning · Computer Science 2025-09-26 Itay Katav , Aryeh Kontorovich

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

Machine learning architectures, including transformers and recurrent neural networks (RNNs) have revolutionized forecasting in applications ranging from text processing to extreme weather. Notably, advanced network architectures, tuned for…

Machine Learning · Computer Science 2024-10-04 Hunter S. Heidenreich , Pantelis R. Vlachas , Petros Koumoutsakos

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Computational Engineering, Finance, and Science · Computer Science 2026-01-21 Zhangyao Song , Nanqing Jiang , Miaohong He , Xiaoyu Zhao , Tao Guo

AI-based methods have been widely applied to tourism demand forecasting. However, current AI-based methods are short of the ability to process long-term dependency, and most of them lack interpretability. The Transformer used initially for…

Machine Learning · Computer Science 2021-07-26 Siyuan Yi , Xing Chen , Chuanming Tang

While convolutional neural networks have shown a tremendous impact on various computer vision tasks, they generally demonstrate limitations in explicitly modeling long-range dependencies due to the intrinsic locality of the convolution…

Computer Vision and Pattern Recognition · Computer Science 2021-08-06 Guanglei Yang , Hao Tang , Mingli Ding , Nicu Sebe , Elisa Ricci

Time series methods are of fundamental importance in virtually any field of science that deals with temporally structured data. Recently, there has been a surge of deterministic transformer models with time series-specific architectural…

Transformer is the state-of-the-art model for many natural language processing, computer vision, and audio analysis problems. Transformer effectively combines information from the past input and output samples in auto-regressive manner so…

Machine Learning · Computer Science 2025-03-14 Joni-Kristian Kämäräinen

The multivariate time series forecasting has attracted more and more attention because of its vital role in different fields in the real world, such as finance, traffic, and weather. In recent years, many research efforts have been proposed…

Machine Learning · Computer Science 2021-09-15 Wentao Xu , Weiqing Liu , Jiang Bian , Jian Yin , Tie-Yan Liu

Transformer-based models have gained large popularity and demonstrated promising results in long-term time-series forecasting in recent years. In addition to learning attention in time domain, recent works also explore learning attention in…

Time series analysis remains a major challenge due to its sparse characteristics, high dimensionality, and inconsistent data quality. Recent advancements in transformer-based techniques have enhanced capabilities in forecasting and…

Machine Learning · Computer Science 2024-05-29 Robert Leppich , Vanessa Borst , Veronika Lesch , Samuel Kounev