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In long-term multivariate time series forecasting, effectively capturing both periodic patterns and residual dynamics is essential. To address this within standard deep learning benchmark settings, we propose the Hierarchical Patching Mixer…

Machine Learning · Computer Science 2026-02-20 Jung Min Choi , Vijaya Krishna Yalavarthi , Lars Schmidt-Thieme

Long-term weather forecasting is critical for socioeconomic planning and disaster preparedness. While recent approaches employ finetuning to extend prediction horizons, they remain constrained by the issues of catastrophic forgetting, error…

Computer Vision and Pattern Recognition · Computer Science 2026-05-12 Hao Chen , Tao Han , Jie Zhang , Song Guo , Fenghua Ling , Lei Bai

Time series foundation models (TSFMs) have become increasingly popular for zero-shot forecasting. However, for a new time series domain not fully covered by the pretraining set, performance can suffer. Therefore, when a practitioner cares…

Machine Learning · Computer Science 2026-03-04 Thomas L. Lee , Edoardo M. Ponti , Amos Storkey

In this work we propose for the first time a transformer-based framework for unsupervised representation learning of multivariate time series. Pre-trained models can be potentially used for downstream tasks such as regression and…

Machine Learning · Computer Science 2020-12-10 George Zerveas , Srideepika Jayaraman , Dhaval Patel , Anuradha Bhamidipaty , Carsten Eickhoff

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

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

Spatio-temporal sensor data in real-world systems is often sparse, noisy, and irregular, making latent field reconstruction fundamentally underconstrained. Under extreme sparsity, multiple physically plausible fields may remain consistent…

Machine Learning · Computer Science 2026-05-20 Ankit Bhardwaj , Ananth Balashankar , Lakshminarayanan Subramanian

Large-scale self-supervised pre-training Transformer architecture have significantly boosted the performance for various tasks in natural language processing (NLP) and computer vision (CV). However, there is a lack of researches on…

Machine Learning · Computer Science 2022-10-06 Peiwang Tang , Xianchao Zhang

Time series foundation models (TSFMs) offer strong zero-shot forecasting via large-scale pre-training, yet fine-tuning remains critical for boosting performance in domains with limited public data. With the growing number of TSFMs,…

Machine Learning · Computer Science 2025-09-30 Qingren Yao , Ming Jin , Chengqi Zhang , Chao-Han Huck Yang , Jun Qi , Shirui Pan

Time series forecasting remains a critical challenge across various domains, often complicated by high-dimensional data and long-term dependencies. This paper presents a novel transformer architecture for time series forecasting,…

Machine Learning · Computer Science 2025-02-12 Yanlong Wang , Jian Xu , Fei Ma , Shao-Lun Huang , Danny Dongning Sun , Xiao-Ping Zhang

Transformer-based models have shown strong performance in time-series forecasting by leveraging self-attention to model long-range temporal dependencies. However, their effectiveness depends critically on the quality and structure of input…

Machine Learning · Computer Science 2026-02-11 Saurish Nagrath , Saroj Kumar Panigrahy

Time series forecasting is crucial for various applications, such as weather forecasting, power load forecasting, and financial analysis. In recent studies, MLP-mixer models for time series forecasting have been shown as a promising…

Machine Learning · Computer Science 2024-12-24 Md Mahmuddun Nabi Murad , Mehmet Aktukmak , Yasin Yilmaz

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

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

Foundation models have emerged as a promising approach in time series forecasting (TSF). Existing approaches either repurpose large language models (LLMs) or build large-scale time series datasets to develop TSF foundation models for…

Computer Vision and Pattern Recognition · Computer Science 2025-06-09 Mouxiang Chen , Lefei Shen , Zhuo Li , Xiaoyun Joy Wang , Jianling Sun , Chenghao Liu

Multivariate time series forecasting remains a challenge due to the complexity of local temporal dynamics and global dependencies across multiple variables. In this paper, we propose \textbf{N}eighboring \textbf{P}atching \textbf{Mixer}…

Machine Learning · Computer Science 2026-05-11 Jung Min Choi , Vijaya Krishna Yalavarthi , Lars Schmidt-Thieme

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

Traditional time series models are task-specific and often depend on dataset-specific training and extensive feature engineering. While Transformer-based architectures have improved scalability, foundation models, commonplace in text,…

Machine Learning · Computer Science 2025-05-21 Utsav Dutta , Sina Khoshfetrat Pakazad , Henrik Ohlsson

Deep learning for time series forecasting has traditionally operated within a one-model-per-dataset framework, limiting its potential to leverage the game-changing impact of large pre-trained models. The concept of universal forecasting,…

Machine Learning · Computer Science 2024-05-24 Gerald Woo , Chenghao Liu , Akshat Kumar , Caiming Xiong , Silvio Savarese , Doyen Sahoo

Time-series data are critical in diverse applications, such as industrial monitoring, medical diagnostics, and climate research. However, effectively integrating these high-dimensional temporal signals with natural language for dynamic,…

Computation and Language · Computer Science 2025-06-26 Yilin Wang , Peixuan Lei , Jie Song , Yuzhe Hao , Tao Chen , Yuxuan Zhang , Lei Jia , Yuanxiang Li , Zhongyu Wei