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Time series forecasting has various applications, such as meteorological rainfall prediction, traffic flow analysis, financial forecasting, and operational load monitoring for various systems. Due to the sparsity of time series data,…

Machine Learning · Computer Science 2025-10-01 Xiaojian Wang , Chaoli Zhang , Zhonglong Zheng , Yunliang Jiang

Time series forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

Machine Learning · Computer Science 2021-01-26 Zekai Chen , Jiaze E , Xiao Zhang , Hao Sheng , Xiuzheng Cheng

Time series forecasting is widely used in the fields of equipment life cycle forecasting, weather forecasting, traffic flow forecasting, and other fields. Recently, some scholars have tried to apply Transformer to time series forecasting…

Machine Learning · Computer Science 2022-02-24 Benhan Li , Shengdong Du , Tianrui Li

Transformer-based time series forecasting has recently gained strong interest due to the ability of transformers to model sequential data. Most of the state-of-the-art architectures exploit either temporal or inter-channel dependencies,…

Machine Learning · Computer Science 2025-03-25 Davide Villaboni , Alberto Castellini , Ivan Luciano Danesi , Alessandro Farinelli

This study proposes an anomaly detection method based on the Transformer architecture with integrated multiscale feature perception, aiming to address the limitations of temporal modeling and scale-aware feature representation in cloud…

Machine Learning · Computer Science 2025-08-26 Lian Lian , Yilin Li , Song Han , Renzi Meng , Sibo Wang , Ming Wang

Mechanical defects in real situations affect observation values and cause abnormalities in multivariate time series, such as sensor values or network data. To perceive abnormalities in such data, it is crucial to understand the temporal…

Machine Learning · Computer Science 2023-05-09 Yungi Jeong , Eunseok Yang , Jung Hyun Ryu , Imseong Park , Myungjoo Kang

Transformer-based models have significantly advanced time series forecasting. Recent work, like the Cross-Attention-only Time Series transformer (CATS), shows that removing self-attention can make the model more accurate and efficient.…

Machine Learning · Computer Science 2025-09-08 Jiajun Song , Xiaoou Liu

In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…

Machine Learning · Computer Science 2026-03-19 Aobo Liang , Yan Sun , Xiaohou Shi , Ke Li

In this paper, we aim to improve multivariate anomaly detection (AD) by modeling the \textit{time-varying non-linear spatio-temporal correlations} found in multivariate time series data . In multivariate time series data, an anomaly may be…

Machine Learning · Computer Science 2025-09-19 Padmaksha Roy , Almuatazbellah Boker , Lamine Mili

Multivariate time series anomalies often manifest as shifts in cross-channel dependencies rather than simple amplitude excursions. In autonomous driving, for instance, a steering command might be internally consistent but decouple from the…

Machine Learning · Computer Science 2026-03-17 Kadir-Kaan Özer , René Ebeling , Markus Enzweiler

We study in-context learning problems where a Transformer is pretrained on tasks drawn from a mixture distribution $\pi=\sum_{\alpha\in\mathcal{A}} \lambda_{\alpha} \pi_{\alpha}$, called the pretraining prior, in which each mixture…

Machine Learning · Statistics 2026-05-08 Tianyi Ma , Tengyao Wang , Richard J. Samworth

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

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

Missing data in time-series analysis poses significant challenges, affecting the reliability of downstream applications. Imputation, the process of estimating missing values, has emerged as a key solution. This paper introduces BRATI, a…

Machine Learning · Computer Science 2025-01-10 Armando Collado-Villaverde , Pablo Muñoz , Maria D. R-Moreno

Transformer-based models have been achieving state-of-the-art results in several fields of Natural Language Processing. However, its direct application to speech tasks is not trivial. The nature of this sequences carries problems such as…

Computation and Language · Computer Science 2022-05-17 Gerard Sant , Gerard I. Gállego , Belen Alastruey , Marta R. Costa-Jussà

Accurate detection and diagnosis of abnormal behaviors such as network attacks from multivariate time series (MTS) are crucial for ensuring the stable and effective operation of industrial cyber-physical systems (CPS). However, existing…

Machine Learning · Computer Science 2024-03-06 Haili Sun , Yan Huang , Lansheng Han , Cai Fu , Chunjie Zhou

To analyze multivariate time series, most previous methods assume regular subsampling of time series, where the interval between adjacent measurements and the number of samples remain unchanged. Practically, data collection systems could…

Machine Learning · Computer Science 2023-10-18 Yuxi Wei , Juntong Peng , Tong He , Chenxin Xu , Jian Zhang , Shirui Pan , Siheng Chen

Time series forecasting requires capturing patterns across multiple temporal scales while maintaining computational efficiency. This paper introduces AWGformer, a novel architecture that integrates adaptive wavelet decomposition with…

Machine Learning · Computer Science 2026-01-29 Wei Li

Normalization techniques are crucial for enhancing Transformer models' performance and stability in time series analysis tasks, yet traditional methods like batch and layer normalization often lead to issues such as token shift, attention…

Machine Learning · Computer Science 2024-05-28 Nan Huang , Christian Kümmerle , Xiang Zhang

We introduce a novel framework for temporal causal discovery and inference that addresses two key challenges: complex nonlinear dependencies and spurious correlations. Our approach employs a multi-layer Transformer-based time-series…

Machine Learning · Computer Science 2025-08-25 Jihua Huang , Yi Yao , Ajay Divakaran