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We introduce SiamTST, a novel representation learning framework for multivariate time series. SiamTST integrates a Siamese network with attention, channel-independent patching, and normalization techniques to achieve superior performance.…

Machine Learning · Computer Science 2024-07-03 Simen Kristoffersen , Peter Skaar Nordby , Sara Malacarne , Massimiliano Ruocco , Pablo Ortiz

Accurate and reliable energy time series prediction is of great significance for power generation planning and allocation. At present, deep learning time series prediction has become the mainstream method. However, the multi-scale time…

Machine Learning · Computer Science 2025-08-08 Wei Li , Zixin Wang , Qizheng Sun , Qixiang Gao , Fenglei Yang

This paper explores the novel deep learning Transformers architectures for high-frequency Bitcoin-USDT log-return forecasting and compares them to the traditional Long Short-Term Memory models. A hybrid Transformer model, called…

Statistical Finance · Quantitative Finance 2023-02-28 Fazl Barez , Paul Bilokon , Arthur Gervais , Nikita Lisitsyn

Foundation models (FMs) have transformed natural language processing, but their success has not yet translated to time series forecasting. Existing time series foundation models (TSFMs), often based on transformer variants, struggle with…

Machine Learning · Computer Science 2025-08-20 Lars Graf , Thomas Ortner , Stanisław Woźniak , Angeliki Pantazi

Various deep learning models, especially some latest Transformer-based approaches, have greatly improved the state-of-art performance for long-term time series forecasting.However, those transformer-based models suffer a severe…

Machine Learning · Computer Science 2022-06-27 Tian Zhou , Jianqing Zhu , Xue Wang , Ziqing Ma , Qingsong Wen , Liang Sun , Rong Jin

Although Transformer has made breakthrough success in widespread domains especially in Natural Language Processing (NLP), applying it to time series forecasting is still a great challenge. In time series forecasting, the autoregressive…

Machine Learning · Computer Science 2021-06-01 Kai Chen , Guang Chen , Dan Xu , Lijun Zhang , Yuyao Huang , Alois Knoll

Time series forecasting is essential for a wide range of real-world applications. Recent studies have shown the superiority of Transformer in dealing with such problems, especially long sequence time series input(LSTI) and long sequence…

Machine Learning · Computer Science 2022-02-15 Li Shen , Yangzhu Wang

Sequence classification is essential in NLP for understanding and categorizing language patterns in tasks like sentiment analysis, intent detection, and topic classification. Transformer-based models, despite achieving state-of-the-art…

Computation and Language · Computer Science 2025-09-30 Hongbo Liu , Jia Xu

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

Many real-world applications require the prediction of long sequence time-series, such as electricity consumption planning. Long sequence time-series forecasting (LSTF) demands a high prediction capacity of the model, which is the ability…

Machine Learning · Computer Science 2021-03-30 Haoyi Zhou , Shanghang Zhang , Jieqi Peng , Shuai Zhang , Jianxin Li , Hui Xiong , Wancai Zhang

This paper describes a memory-efficient transformer model designed to drive a reduction in memory usage and execution time by substantial orders of magnitude without impairing the model's performance near that of the original model.…

Machine Learning · Computer Science 2025-01-03 Krisvarish V , Priyadarshini T , K P Abhishek Sri Saai , Vaidehi Vijayakumar

Transformer-based models have dramatically increased their size and parameter count to tackle increasingly complex tasks. At the same time, there is a growing demand for high performance, low-latency inference on devices with limited…

Machine Learning · Computer Science 2026-04-01 Ginés Carreto Picón , Peng Yuan Zhou , Qi Zhang , Alexandros Iosifidis

In Chaos, a minor divergence between two initial conditions exhibits exponential amplification over time, leading to far-away outcomes, known as the butterfly effect. Thus, the distant future is full of uncertainty and hard to forecast. We…

Machine Learning · Computer Science 2024-06-17 Md Kowsher , Abdul Rafae Khan , Jia Xu

Transformers are powerful sequence models, but require time and memory that grows quadratically with the sequence length. In this paper we introduce sparse factorizations of the attention matrix which reduce this to $O(n \sqrt{n})$. We also…

Machine Learning · Computer Science 2019-04-25 Rewon Child , Scott Gray , Alec Radford , Ilya Sutskever

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

Transformers have recently gained prominence in long time series forecasting by elevating accuracies in a variety of use cases. Regrettably, in the race for better predictive performance the overhead of model architectures has grown…

Transformer-based models have achieved remarkable success in multivariate time series forecasting (MTSF) by capturing long-range dependencies. However, their widespread adoption is hindered by the quadratic computational complexity of…

Machine Learning · Computer Science 2026-05-12 Fanpu Cao , Shu Yang , Zhengjian Chen , Ye Liu , Laizhong Cui

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 across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. In this paper, we propose to tackle such forecasting problem with…

Machine Learning · Computer Science 2020-01-06 Shiyang Li , Xiaoyong Jin , Yao Xuan , Xiyou Zhou , Wenhu Chen , Yu-Xiang Wang , Xifeng Yan

Transformer-based methods have shown great potential in long-term time series forecasting. However, most of these methods adopt the standard point-wise self-attention mechanism, which not only becomes intractable for long-term forecasting…

Machine Learning · Computer Science 2022-02-24 Dazhao Du , Bing Su , Zhewei Wei