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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

Foundation models have achieved remarkable success across diverse machine-learning domains through large-scale pretraining on large, diverse datasets. However, pretraining on such datasets introduces significant challenges due to…

Machine Learning · Computer Science 2025-04-16 Peiliang Gong , Emadeldeen Eldele , Min Wu , Zhenghua Chen , Xiaoli Li , Daoqiang Zhang

Transformer-based models have gained increasing attention in time series research, driving interest in Large Language Models (LLMs) and foundation models for time series analysis. As the field moves toward multi-modality, Large Vision…

Machine Learning · Computer Science 2025-07-11 Ziming Zhao , ChengAo Shen , Hanghang Tong , Dongjin Song , Zhigang Deng , Qingsong Wen , Jingchao Ni

Recently, there has been a surge of Transformer-based solutions for the long-term time series forecasting (LTSF) task. Despite the growing performance over the past few years, we question the validity of this line of research in this work.…

Artificial Intelligence · Computer Science 2022-08-18 Ailing Zeng , Muxi Chen , Lei Zhang , Qiang Xu

In the era of pre-trained language models, Transformers are the de facto choice of model architectures. While recent research has shown promise in entirely convolutional, or CNN, architectures, they have not been explored using the…

Computation and Language · Computer Science 2022-02-01 Yi Tay , Mostafa Dehghani , Jai Gupta , Dara Bahri , Vamsi Aribandi , Zhen Qin , Donald Metzler

We investigate the effectiveness of ensembles of pretrained transformer-based language models on short answer questions using the Kaggle Automated Short Answer Scoring dataset. We fine-tune a collection of popular small, base, and large…

Computation and Language · Computer Science 2022-02-24 Christopher Ormerod

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

Recent efforts have been dedicated to enhancing time series forecasting accuracy by introducing advanced network architectures and self-supervised pretraining strategies. Nevertheless, existing approaches still exhibit two critical…

Machine Learning · Computer Science 2024-06-19 Zhiding Liu , Jiqian Yang , Mingyue Cheng , Yucong Luo , Zhi Li

Large language models (LLMs) have been applied in many fields and have developed rapidly in recent years. As a classic machine learning task, time series forecasting has recently been boosted by LLMs. Recent works treat large language…

Computation and Language · Computer Science 2024-12-31 Hua Tang , Chong Zhang , Mingyu Jin , Qinkai Yu , Zhenting Wang , Xiaobo Jin , Yongfeng Zhang , Mengnan Du

Time series forecasting at scale presents significant challenges for modern prediction systems, particularly when dealing with large sets of synchronized series, such as in a global payment network. In such systems, three key challenges…

Recent developments in unsupervised representation learning have successfully established the concept of transfer learning in NLP. Mainly three forces are driving the improvements in this area of research: More elaborated architectures are…

Computation and Language · Computer Science 2020-07-22 Matthias Aßenmacher , Christian Heumann

In this paper, we consider the supervised pre-trained transformer for a class of sequential decision-making problems. The class of considered problems is a subset of the general formulation of reinforcement learning in that there is no…

Machine Learning · Computer Science 2024-10-03 Hanzhao Wang , Yu Pan , Fupeng Sun , Shang Liu , Kalyan Talluri , Guanting Chen , Xiaocheng Li

A foundation model is a machine learning model trained on a large and diverse set of data, typically using self-supervised learning-based pre-training techniques, that can be adapted to various downstream tasks. However, current research on…

Self-supervised Pretrained Models (PTMs) have demonstrated remarkable performance in computer vision and natural language processing tasks. These successes have prompted researchers to design PTMs for time series data. In our experiments,…

With the rapid development of artificial intelligence, long short term memory (LSTM), one kind of recurrent neural network (RNN), has been widely applied in time series prediction. Like RNN, Transformer is designed to handle the sequential…

Trading and Market Microstructure · Quantitative Finance 2023-09-21 Paul Bilokon , Yitao Qiu

We summarize the results of a host of efforts using giant automatic speech recognition (ASR) models pre-trained using large, diverse unlabeled datasets containing approximately a million hours of audio. We find that the combination of…

This paper presents a comparative analysis evaluating the accuracy of Large Language Models (LLMs) against traditional macro time series forecasting approaches. In recent times, LLMs have surged in popularity for forecasting due to their…

Econometrics · Economics 2025-09-25 Andrea Carriero , Davide Pettenuzzo , Shubhranshu Shekhar

Time series forecasting (TSF) remains a challenging and largely unsolved problem in machine learning, despite significant recent efforts leveraging Large Language Models (LLMs), which predominantly rely on Transformer architectures.…

Machine Learning · Computer Science 2025-10-14 Yufa Zhou , Yixiao Wang , Surbhi Goel , Anru R. Zhang

The past decade has witnessed significant advances in time series modeling with deep learning. While achieving state-of-the-art results, the best-performing architectures vary highly across applications and domains. Meanwhile, for natural…

Machine Learning · Computer Science 2024-04-03 Defu Cao , Furong Jia , Sercan O Arik , Tomas Pfister , Yixiang Zheng , Wen Ye , Yan Liu

Selective State-Space Models (SSMs) such as Mamba have emerged as an alternative architecture to self-attention based transformers in sequence modeling tasks. Recent works have demonstrated the use of transformers in some filtering and…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Alex Tang , M. Emrullah Ildiz , Batin Kurt , Samet Oymak , Necmiye Ozay