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Reliable uncertainty quantification is critical in multivariate time series forecasting problems arising in domains such as energy systems and transportation networks, among many others. Although Transformer-based architectures have…

Machine Learning · Computer Science 2026-03-13 Rajdeep Pathak , Rahul Goswami , Madhurima Panja , Palash Ghosh , Tanujit Chakraborty

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

Periodicity is a fundamental characteristic of time series data and has long played a central role in forecasting. Recent deep learning methods strengthen the exploitation of periodicity by treating patches as basic tokens, thereby…

Machine Learning · Computer Science 2025-10-07 Yiming Niu , Jinliang Deng , Yongxin Tong

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

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

Transformer-based models are at the forefront in long time-series forecasting (LTSF). While in many cases, these models are able to achieve state of the art results, they suffer from a bias toward low-frequencies in the data and high…

Machine Learning · Computer Science 2026-05-13 Elisha Dayag , Nhat Thanh Van Tran , Jack Xin

Deep learning models, particularly Transformers, have achieved impressive results in various domains, including time series forecasting. While existing time series literature primarily focuses on model architecture modifications and data…

Machine Learning · Computer Science 2023-12-01 Valentino Assandri , Sam Heshmati , Burhaneddin Yaman , Anton Iakovlev , Ariel Emiliano Repetur

While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering…

Machine Learning · Computer Science 2024-11-06 Kun Yi , Jingru Fei , Qi Zhang , Hui He , Shufeng Hao , Defu Lian , Wei Fan

Employing large antenna arrays and utilizing large bandwidth have the potential of bringing very high data rates to future wireless communication systems. However, this brings the system into the near-field regime and also makes the…

Information Theory · Computer Science 2023-01-03 Yu Zhang , Ahmed Alkhateeb

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

The ability to forecast far into the future is highly beneficial to many applications, including but not limited to climatology, energy consumption, and logistics. However, due to noise or measurement error, it is questionable how far into…

Machine Learning · Computer Science 2022-05-26 Fan-Keng Sun , Duane S. Boning

The emergence of alternative multiplexing domains to the time-frequency domains, e.g., the delay-Doppler and chirp domains, offers a promising approach for addressing the challenges posed by complex propagation environments and…

Signal Processing · Electrical Eng. & Systems 2025-10-15 Abdelali Arous , Hamza Haif , Arman Farhang , Huseyin Arslan

Change detection in remote sensing imagery plays a vital role in various engineering applications, such as natural disaster monitoring, urban expansion tracking, and infrastructure management. Despite the remarkable progress of deep…

Computer Vision and Pattern Recognition · Computer Science 2025-08-08 Xiaoyang Zhang , Guodong Fan , Guang-Yong Chen , Zhen Hua , Jinjiang Li , Min Gan , C. L. Philip Chen

Spectral analysis provides one of the most effective paradigms for information-preserving dimensionality reduction, as simple descriptions of naturally occurring signals are often obtained via few terms of periodic basis functions. In this…

Machine Learning · Computer Science 2022-11-29 Michael Poli , Stefano Massaroli , Federico Berto , Jinykoo Park , Tri Dao , Christopher Ré , Stefano Ermon

Recurrent neural networks are effective models to process sequences. However, they are unable to learn long-term dependencies because of their inherent sequential nature. As a solution, Vaswani et al. introduced the Transformer, a model…

Machine Learning · Computer Science 2023-03-28 Quentin Fournier , Gaétan Marceau Caron , Daniel Aloise

Time series forecasting (TSF) faces challenges in modeling complex intra-channel temporal dependencies and inter-channel correlations. Although recent research has highlighted the efficiency of linear architectures in capturing global…

Machine Learning · Computer Science 2026-01-29 Gawon Lee , Hanbyeol Park , Minseop Kim , Dohee Kim , Hyerim Bae

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Yushuo Liu , Xiaoyi Duan , Kai Wang

Long-term time series forecasting (LTSF) is hampered by the challenge of modeling complex dependencies that span multiple temporal scales and frequency resolutions. Existing methods, including Transformer and MLP-based models, often…

Machine Learning · Computer Science 2025-09-22 Qianyang Li , Xingjun Zhang , Shaoxun Wang , Jia Wei

Multivariate time-series (MTS) forecasting is fundamental to applications ranging from urban mobility and resource management to climate modeling. While recent generative models based on denoising diffusion have advanced state-of-the-art…

Machine Learning · Computer Science 2025-11-21 Seyed Mohamad Moghadas , Bruno Cornelis , Adrian Munteanu

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