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We study the use of a time series encoder to learn representations that are useful on data set types with which it has not been trained on. The encoder is formed of a convolutional neural network whose temporal output is summarized by a…

Machine Learning · Computer Science 2018-05-11 Joan Serrà , Santiago Pascual , Alexandros Karatzoglou

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

Deep learning utilizing transformers has recently achieved a lot of success in many vital areas such as natural language processing, computer vision, anomaly detection, and recommendation systems, among many others. Among several merits of…

Machine Learning · Computer Science 2023-12-05 Lena Sasal , Tanujit Chakraborty , Abdenour Hadid

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 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

Recent studies have attempted to refine the Transformer architecture to demonstrate its effectiveness in Long-Term Time Series Forecasting (LTSF) tasks. Despite surpassing many linear forecasting models with ever-improving performance, we…

Machine Learning · Computer Science 2024-12-30 Peiwang Tang , Weitai Zhang

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Machine Learning · Computer Science 2023-05-09 Riccardo Ughi , Eugenio Lomurno , Matteo Matteucci

Currently, convolutional neural networks (CNN) (e.g., U-Net) have become the de facto standard and attained immense success in medical image segmentation. However, as a downside, CNN based methods are a double-edged sword as they fail to…

Image and Video Processing · Electrical Eng. & Systems 2022-04-01 Reza Azad , Moein Heidari , Yuli Wu , Dorit Merhof

While convolutional neural networks have shown a tremendous impact on various computer vision tasks, they generally demonstrate limitations in explicitly modeling long-range dependencies due to the intrinsic locality of the convolution…

Computer Vision and Pattern Recognition · Computer Science 2021-08-06 Guanglei Yang , Hao Tang , Mingli Ding , Nicu Sebe , Elisa Ricci

Encoder transformer models compress information from all tokens in a sequence into a single [CLS] token to represent global context. This approach risks diluting fine-grained or hierarchical features, leading to information loss in…

Computation and Language · Computer Science 2025-09-23 Asif Shahriar , Rifat Shahriyar , M Saifur Rahman

Probabilistic time series forecasting is crucial in many application domains such as retail, ecommerce, finance, or biology. With the increasing availability of large volumes of data, a number of neural architectures have been proposed for…

Machine Learning · Computer Science 2021-12-15 Olivier Sprangers , Sebastian Schelter , Maarten de Rijke

Among the existing Transformer-based multivariate time series forecasting methods, iTransformer, which treats each variable sequence as a token and only explicitly extracts cross-variable dependencies, and PatchTST, which adopts a…

Machine Learning · Computer Science 2025-01-08 Liyang Qin , Xiaoli Wang , Chunhua Yang , Huaiwen Zou , Haochuan Zhang

Convolutional neural networks (CNNs) and transformer architectures offer strengths for modeling temporal data: CNNs excel at capturing local patterns and translational invariances, while transformers effectively model long-range…

Machine Learning · Computer Science 2025-10-09 Stefano F. Stefenon , João P. Matos-Carvalho , Valderi R. Q. Leithardt , Kin-Choong Yow

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

Transformer has become ubiquitous in the deep learning field. One of the key ingredients that destined its success is the self-attention mechanism, which allows fully-connected contextual encoding over input tokens. However, despite its…

Computation and Language · Computer Science 2021-06-08 Shuohang Wang , Luowei Zhou , Zhe Gan , Yen-Chun Chen , Yuwei Fang , Siqi Sun , Yu Cheng , Jingjing Liu

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

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) has been widely applied in finance, traffic prediction, and other domains. Recently, patch-based transformers have emerged as a promising approach, segmenting data into sub-level patches that serve…

Machine Learning · Computer Science 2024-08-06 Ruixin Ding , Yuqi Chen , Yu-Ting Lan , Wei Zhang

In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen

Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural…

Machine Learning · Computer Science 2025-11-17 Nguyen Kim Hai Bui , Nguyen Duy Chien , Péter Kovács , Gergő Bognár