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Time Series Forecasting has made significant progress with the help of Patching technique, which partitions time series into multiple patches to effectively retain contextual semantic information into a representation space beneficial for…

Machine Learning · Computer Science 2025-12-17 Xingjian Wu , Xiangfei Qiu , Hanyin Cheng , Zhengyu Li , Jilin Hu , Chenjuan Guo , Bin Yang

Multivariate time series forecasting requires models to simultaneously capture variable-wise structural dependencies and generalize across diverse tasks. While structural encoders are effective in modeling feature interactions, they lack…

Computation and Language · Computer Science 2025-06-26 Fengze Li , Yue Wang , Yangle Liu , Ming Huang , Dou Hong , Jieming Ma

We propose an efficient design of Transformer-based models for multivariate time series forecasting and self-supervised representation learning. It is based on two key components: (i) segmentation of time series into subseries-level patches…

Machine Learning · Computer Science 2023-03-07 Yuqi Nie , Nam H. Nguyen , Phanwadee Sinthong , Jayant Kalagnanam

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

Time series forecasting is a crucial task in various domains. Caused by factors such as trends, seasonality, or irregular fluctuations, time series often exhibits non-stationary. It obstructs stable feature propagation through deep layers,…

Machine Learning · Computer Science 2024-01-05 Xiang Ma , Xuemei Li , Lexin Fang , Tianlong Zhao , Caiming Zhang

Since its introduction, the transformer has shifted the development trajectory away from traditional models (e.g., RNN, MLP) in time series forecasting, which is attributed to its ability to capture global dependencies within temporal…

Machine Learning · Computer Science 2025-01-07 Xiwen Chen , Peijie Qiu , Wenhui Zhu , Huayu Li , Hao Wang , Aristeidis Sotiras , Yalin Wang , Abolfazl Razi

Transformer-based models have recently made significant advances in accurate time-series forecasting, but even these architectures struggle to scale efficiently while capturing long-term temporal dynamics. Mixture-of-Experts (MoE) layers…

Machine Learning · Computer Science 2026-03-17 Evandro S. Ortigossa , Eran Segal

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

Transformer-based time series foundation models face a fundamental trade-off in choice of tokenization: point-wise embeddings preserve temporal fidelity but scale poorly with sequence length, whereas fixed-length patching improves…

Artificial Intelligence · Computer Science 2026-03-13 Sravan Kumar Ankireddy , Nikita Seleznev , Nam H. Nguyen , Yulun Wu , Senthil Kumar , Furong Huang , C. Bayan Bruss

Masked time series modeling has recently gained much attention as a self-supervised representation learning strategy for time series. Inspired by masked image modeling in computer vision, recent works first patchify and partially mask out…

Machine Learning · Computer Science 2024-05-03 Seunghan Lee , Taeyoung Park , Kibok Lee

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

Accurate forecasting of multivariate time series remains challenging due to the need to capture both short-term fluctuations and long-range temporal dependencies. Transformer-based models have emerged as a powerful approach, but their…

Machine Learning · Computer Science 2026-03-26 Aymane Harkati , Moncef Garouani , Olivier Teste , Julien Aligon , Mohamed Hamlich

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

Time series is a special type of sequence data, a sequence of real-valued random variables collected at even intervals of time. The real-world multivariate time series comes with noises and contains complicated local and global temporal…

Machine Learning · Computer Science 2023-11-21 Site Mo , Haoxin Wang , Bixiong Li , Songhai Fan , Yuankai Wu , Xianggen Liu

Spatio-temporal forecasting is crucial in transportation, logistics, and supply chain management. However, current methods struggle with large, complex datasets. We propose a dynamic, multi-modal approach that integrates the strengths of…

Machine Learning · Computer Science 2024-08-27 Sagar Srinivas Sakhinana , Geethan Sannidhi , Chidaksh Ravuru , Venkataramana Runkana

Real-world time series exhibit complex and evolving dynamics, making accurate forecasting extremely challenging. Recent multi-modal forecasting methods leverage textual information such as news reports to improve prediction, but most rely…

Machine Learning · Computer Science 2026-01-30 Lige Zhang , Ali Maatouk , Jialin Chen , Leandros Tassiulas , Rex Ying

Time series forecasting, which predicts future values from past observations, plays a central role in many domains and has driven the development of highly accurate neural network models. However, the complexity of these models often limits…

Machine Learning · Computer Science 2026-03-05 Hiroki Tomioka , Genta Yoshimura

Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually…

Machine Learning · Computer Science 2024-11-12 Yuxuan Wang , Haixu Wu , Jiaxiang Dong , Guo Qin , Haoran Zhang , Yong Liu , Yunzhong Qiu , Jianmin Wang , Mingsheng Long

Patch-wise Transformer based time series forecasting achieves superior accuracy. However, this superiority relies heavily on intricate model design with massive parameters, rendering both training and inference expensive, thus preventing…

Machine Learning · Computer Science 2025-01-22 Meng Wang , Jintao Yang , Bin Yang , Hui Li , Tongxin Gong , Bo Yang , Jiangtao Cui

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

Machine Learning · Computer Science 2024-05-10 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield
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