Related papers: IPatch: A Multi-Resolution Transformer Architectur…
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…
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…
In the context of increasing demands for long-term multi-energy load forecasting in real-world applications, this paper introduces Patchformer, a novel model that integrates patch embedding with encoder-decoder Transformer-based…
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,…
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…
The performance of transformers for time-series forecasting has improved significantly. Recent architectures learn complex temporal patterns by segmenting a time-series into patches and using the patches as tokens. The patch size controls…
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…
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…
Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…
Although the Transformer has been the dominant architecture for time series forecasting tasks in recent years, a fundamental challenge remains: the permutation-invariant self-attention mechanism within Transformers leads to a loss of…
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…
The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of…
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…
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…
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,…
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…
Time series forecasting plays a critical role in domains such as energy, finance, and healthcare, where accurate predictions inform decision-making under uncertainty. Although Transformer-based models have demonstrated success in sequential…
We propose a transformer architecture for time series forecasting with a focus on time series tokenisation and apply it to a real-world prediction problem from the pricing domain. Our architecture aims to learn effective representations at…
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…
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…