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Transformers for time series forecasting mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. We propose Pathformer, a multi-scale Transformer with…

Machine Learning · Computer Science 2024-09-17 Peng Chen , Yingying Zhang , Yunyao Cheng , Yang Shu , Yihang Wang , Qingsong Wen , Bin Yang , Chenjuan Guo

Traditional time series models are task-specific and often depend on dataset-specific training and extensive feature engineering. While Transformer-based architectures have improved scalability, foundation models, commonplace in text,…

Machine Learning · Computer Science 2025-05-21 Utsav Dutta , Sina Khoshfetrat Pakazad , Henrik Ohlsson

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

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

Time series forecasting is critical across multiple domains, where time series data exhibit both local patterns and global dependencies. While Transformer-based methods effectively capture global dependencies, they often overlook short-term…

Machine Learning · Computer Science 2026-04-17 Wenjie Ou , Zhishuo Zhao , Cheng Chen , Dongyue Guo , Yi Lin

Multivariate time series forecasting has been widely used in various practical scenarios. Recently, Transformer-based models have shown significant potential in forecasting tasks due to the capture of long-range dependencies. However,…

Machine Learning · Computer Science 2023-02-10 Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

In Long-term Time Series Forecasting (LTSF), the lookback window is a critical hyperparameter often set arbitrarily, undermining the validity of model evaluations. We argue that the lookback window must be tuned on a per-task basis to…

Latent Video Diffusion Models (LVDMs) rely on Variational Autoencoders (VAEs) to compress videos into compact latent representations. For continuous Variational Autoencoders (VAEs), achieving higher compression rates is desirable; yet, the…

Computer Vision and Pattern Recognition · Computer Science 2026-02-03 Yubo Dong , Linchao Zhu

Multimodal time series forecasting has garnered significant attention for its potential to provide more accurate predictions than traditional single-modality models by leveraging rich information inherent in other modalities. However, due…

Machine Learning · Computer Science 2026-02-26 Jiafeng Lin , Yuxuan Wang , Huakun Luo , Zhongyi Pei , Jianmin Wang

Deep learning has revolutionized many industries by enabling models to automatically learn complex patterns from raw data, reducing dependence on manual feature engineering. However, deep learning algorithms are sensitive to input data, and…

Machine Learning · Computer Science 2025-07-21 Mert Sehri , Zehui Hua , Francisco de Assis Boldt , Patrick Dumond

The Transformer model has shown strong performance in multivariate time series forecasting by leveraging channel-wise self-attention. However, this approach lacks temporal constraints when computing temporal features and does not utilize…

Machine Learning · Computer Science 2025-05-06 Shiwei Guo , Ziang Chen , Yupeng Ma , Yunfei Han , Yi Wang

Although multi-view learning has made signifificant progress over the past few decades, it is still challenging due to the diffificulty in modeling complex correlations among different views, especially under the context of view missing. To…

Machine Learning · Computer Science 2020-11-13 Changqing Zhang , Yajie Cui , Zongbo Han , Joey Tianyi Zhou , Huazhu Fu , Qinghua Hu

Time series forecasting (TSF) plays a crucial role in various domains, including web data analysis, energy consumption prediction, and weather forecasting. While Multi-Layer Perceptrons (MLPs) are lightweight and effective for capturing…

Machine Learning · Computer Science 2026-03-05 Zhengnan Li , Haoxuan Li , Hao Wang , Jun Fang , Yuting Tan , Xilong Cheng Yunxiao Qin

Time series forecasting is a critical task across domains such as energy, finance, and meteorology, where accurate predictions enable informed decision-making. While transformer-based and large-parameter models have recently achieved…

Machine Learning · Computer Science 2026-02-11 Julien Guité-Vinet , Alexandre Blondin Massé , Éric Beaudry

Multivariate Time Series forecasting has been an increasingly popular topic in various applications and scenarios. Recently, contrastive learning and Transformer-based models have achieved good performance in many long-term series…

Machine Learning · Computer Science 2023-01-24 Zhe Li , Zhongwen Rao , Lujia Pan , Pengyun Wang , Zenglin Xu

Due to the superior ability of global dependency, transformer and its variants have become the primary choice in Masked Time-series Modeling (MTM) towards time-series classification task. In this paper, we experimentally analyze that…

Machine Learning · Computer Science 2024-12-19 Yudong Han , Haocong Wang , Yupeng Hu , Yongshun Gong , Xuemeng Song , Weili Guan

Unsupervised representation learning algorithms such as word2vec and ELMo improve the accuracy of many supervised NLP models, mainly because they can take advantage of large amounts of unlabeled text. However, the supervised models only…

Computation and Language · Computer Science 2018-09-25 Kevin Clark , Minh-Thang Luong , Christopher D. Manning , Quoc V. Le

The Position Embedding (PE) is critical for Vision Transformers (VTs) due to the permutation-invariance of self-attention operation. By analyzing the input and output of each encoder layer in VTs using reparameterization and visualization,…

Computer Vision and Pattern Recognition · Computer Science 2022-12-23 Runyi Yu , Zhennan Wang , Yinhuai Wang , Kehan Li , Yian Zhao , Jian Zhang , Guoli Song , Jie Chen

Time position embeddings capture the positional information of time steps, often serving as auxiliary inputs to enhance the predictive capabilities of time series models. However, existing models exhibit limitations in capturing intricate…

Machine Learning · Computer Science 2026-01-28 Xiaobao Song , Hao Wang , Liwei Deng , Yuxin He , Wenming Cao , Chi-Sing Leungc

Temporal modeling in complex systems requires capturing dependencies across multiple time scales while managing inherent uncertainties. We propose HierCVAE, a novel architecture that integrates hierarchical attention mechanisms with…

Machine Learning · Computer Science 2025-08-27 Yao Wu
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