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Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…

Machine Learning · Computer Science 2024-08-08 Rares Cristian , Pavithra Harsha , Clemente Ocejo , Georgia Perakis , Brian Quanz , Ioannis Spantidakis , Hamza Zerhouni

The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time…

Machine Learning · Computer Science 2023-02-08 Amin Shabani , Amir Abdi , Lili Meng , Tristan Sylvain

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of…

Machine Learning · Computer Science 2024-03-15 Yong Liu , Tengge Hu , Haoran Zhang , Haixu Wu , Shiyu Wang , Lintao Ma , Mingsheng Long

Time series data is a key element of big data analytics, commonly found in domains such as finance, healthcare, climate forecasting, and transportation. In large scale real world settings, such data is often high dimensional and…

Machine Learning · Computer Science 2025-08-14 Younghwi Kim , Dohee Kim , Joongrock Kim , Sunghyun Sim

This paper introduces FANTF (Fuzzy Attention Network-Based Transformers), a novel approach that integrates fuzzy logic with existing transformer architectures to advance time series forecasting, classification, and anomaly detection tasks.…

Machine Learning · Computer Science 2025-04-02 Sanjay Chakraborty , Fredrik Heintz

Deep learning has dramatically improved the performance of speech recognition systems through learning hierarchies of features optimized for the task at hand. However, true end-to-end learning, where features are learned directly from…

Computation and Language · Computer Science 2016-04-06 Zhenyao Zhu , Jesse H. Engel , Awni Hannun

Time-series forecasting plays an important role in many real-world scenarios, such as equipment life cycle forecasting, weather forecasting, and traffic flow forecasting. It can be observed from recent research that a variety of…

Machine Learning · Computer Science 2022-06-14 Benhan Li , Shengdong Du , Tianrui Li , Jie Hu , Zhen Jia

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

As Transformer-based models have achieved impressive performance on various time series tasks, Long-Term Series Forecasting (LTSF) tasks have also received extensive attention in recent years. However, due to the inherent computational…

Machine Learning · Computer Science 2024-02-06 Daojun Liang , Haixia Zhang , Dongfeng Yuan , Xiaoyan Ma , Dongyang Li , Minggao Zhang

Introduction: Long-term time series forecasting (LTSF) has gained significant attention in recent years. While various specialized designs exist for capturing temporal dependency, recent studies have shown that even a single linear layer…

Machine Learning · Computer Science 2026-05-19 Zhe Li , Shiyi Qi , Yiduo Li , Zenglin Xu

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

Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

Machine Learning · Computer Science 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and…

Machine Learning · Computer Science 2025-01-14 Malcolm L. Wolff , Shenghao Yang , Kari Torkkola , Michael W. Mahoney

In this paper, we present a new approach to time series forecasting. Time series data are prevalent in many scientific and engineering disciplines. Time series forecasting is a crucial task in modeling time series data, and is an important…

Machine Learning · Computer Science 2020-01-24 Neo Wu , Bradley Green , Xue Ben , Shawn O'Banion

The current landscape in time-series forecasting is dominated by Transformer-based models. Their high parameter count and corresponding demand in computational resources pose a challenge to real-world deployment, especially for commercial…

Machine Learning · Computer Science 2024-12-18 Nicholas Kiefer , Arvid Weyrauch , Muhammed Öz , Achim Streit , Markus Götz , Charlotte Debus

In many real-world scenarios, data to train machine learning models becomes available over time. Unfortunately, these models struggle to continually learn new concepts without forgetting what has been learnt in the past. This phenomenon is…

Computation and Language · Computer Science 2023-01-16 Beyza Ermis , Giovanni Zappella , Martin Wistuba , Aditya Rawal , Cedric Archambeau

The Transformer model has shown leading performance in time series forecasting. Nevertheless, in some complex scenarios, it tends to learn low-frequency features in the data and overlook high-frequency features, showing a frequency bias.…

Machine Learning · Computer Science 2024-07-04 Xihao Piao , Zheng Chen , Taichi Murayama , Yasuko Matsubara , Yasushi Sakurai

In multivariate time series forecasting (MTSF), accurately modeling the intricate dependencies among multiple variables remains a significant challenge due to the inherent limitations of traditional approaches. Most existing models adopt…

Machine Learning · Computer Science 2025-11-19 Yuchen Luo , Xinyu Li , Liuhua Peng , Mingming Gong

Various modifications of TRANSFORMER were recently used to solve time-series forecasting problem. We propose Query Selector - an efficient, deterministic algorithm for sparse attention matrix. Experiments show it achieves state-of-the art…

Machine Learning · Computer Science 2021-08-18 Jacek Klimek , Jakub Klimek , Witold Kraskiewicz , Mateusz Topolewski

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