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Long-term time series forecasting (LTSF) is a crucial aspect of modern society, playing a pivotal role in facilitating long-term planning and developing early warning systems. While many Transformer-based models have recently been…

Machine Learning · Computer Science 2023-05-31 Jiaxin Gao , Wenbo Hu , Yuntian Chen

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

Multivariate time series forecasting requires simultaneously modeling temporal patterns and cross-variate dependencies. Channel-independent methods such as PatchTST excel at temporal modeling but ignore variable correlations, while pure…

Machine Learning · Computer Science 2025-10-24 Yuhang Wang

Time series forecasting methods generally fall into two main categories: Channel Independent (CI) and Channel Dependent (CD) strategies. While CI overlooks important covariate relationships, CD captures all dependencies without distinction,…

Machine Learning · Computer Science 2025-05-21 Yifan Hu , Guibin Zhang , Peiyuan Liu , Disen Lan , Naiqi Li , Dawei Cheng , Tao Dai , Shu-Tao Xia , Shirui Pan

Large-scale self-supervised pre-training Transformer architecture have significantly boosted the performance for various tasks in natural language processing (NLP) and computer vision (CV). However, there is a lack of researches on…

Machine Learning · Computer Science 2022-10-06 Peiwang Tang , Xianchao Zhang

Multivariate time series forecasting (MTSF) plays a vital role in a wide range of real-world applications, such as weather prediction and traffic flow forecasting. Although recent advances have significantly improved the modeling of…

Machine Learning · Computer Science 2025-10-03 Beiliang Wu , Peiyuan Liu , Yifan Hu , Luyan Zhang , Ao Hu , Zenglin Xu

Recent studies have demonstrated the great power of Transformer models for time series forecasting. One of the key elements that lead to the transformer's success is the channel-independent (CI) strategy to improve the training robustness.…

Machine Learning · Computer Science 2024-02-19 Wang Xue , Tian Zhou , Qingsong Wen , Jinyang Gao , Bolin Ding , Rong Jin

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

Irregularly sampled multivariate time series (ISMTS) are prevalent in reality. Due to their non-uniform intervals between successive observations and varying sampling rates among series, the channel-independent (CI) strategy, which has been…

Machine Learning · Computer Science 2024-12-18 Jiexi Liu , Meng Cao , Songcan Chen

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

Among the existing Transformer-based multivariate time series forecasting methods, iTransformer, which treats each variable sequence as a token and only explicitly extracts cross-variable dependencies, and PatchTST, which adopts a…

Machine Learning · Computer Science 2025-01-08 Liyang Qin , Xiaoli Wang , Chunhua Yang , Huaiwen Zou , Haochuan Zhang

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

Patch-based transformers have emerged as efficient and improved long-horizon modeling architectures for time series modeling. Yet, existing approaches rely on temporally-agnostic patch construction, where arbitrary starting positions and…

Computer Vision and Pattern Recognition · Computer Science 2026-01-30 Sachith Abeywickrama , Emadeldeen Eldele , Min Wu , Xiaoli Li , Chau Yuen

Recent advancements have underscored the impact of deep learning techniques on multivariate time series forecasting (MTSF). Generally, these techniques are bifurcated into two categories: Channel-independence and Channel-mixing approaches.…

Machine Learning · Computer Science 2024-03-05 Shiyi Qi , Liangjian Wen , Yiduo Li , Yuanhang Yang , Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

Accurate forecasting of multivariate time series remains challenging due to the need to capture both short-term fluctuations and long-range temporal dependencies. Transformer-based models have emerged as a powerful approach, but their…

Machine Learning · Computer Science 2026-03-26 Aymane Harkati , Moncef Garouani , Olivier Teste , Julien Aligon , Mohamed Hamlich

Multivariate time series forecasting tasks are usually conducted in a channel-dependent (CD) way since it can incorporate more variable-relevant information. However, it may also involve a lot of irrelevant variables, and this even leads to…

Machine Learning · Computer Science 2024-05-15 Qinshuo Liu , Yanwen Fang , Pengtao Jiang , Guodong Li

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

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

The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the…

Machine Learning · Computer Science 2024-03-15 Wenyong Han , Tao Zhu Member , Liming Chen , Huansheng Ning , Yang Luo , Yaping Wan

With the success of pre-trained language models (PLMs) in various application fields beyond natural language processing, language models have raised emerging attention in the field of time series forecasting (TSF) and have shown great…

Machine Learning · Computer Science 2025-09-30 Peng Chen , Yihang Wang , Yang Shu , Yunyao Cheng , Kai Zhao , Zhongwen Rao , Lujia Pan , Bin Yang , Chenjuan Guo