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The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the…

Machine Learning · Computer Science 2024-03-15 Wenyong Han , Tao Zhu Member , Liming Chen , Huansheng Ning , Yang Luo , Yaping Wan

A variety of real-world applications rely on far future information to make decisions, thus calling for efficient and accurate long sequence multivariate time series forecasting. While recent attention-based forecasting models show strong…

Machine Learning · Computer Science 2022-05-02 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang , Tung Kieu , Xuanyi Dong , Shirui Pan

In practical time series forecasting, covariates provide rich contextual information that can potentially enhance the forecast of target variables. Although some covariates extend into the future forecasting horizon (e.g., calendar events,…

Machine Learning · Computer Science 2025-08-07 Yosuke Yamaguchi , Issei Suemitsu , Wenpeng Wei

Causal effect estimation from observational data requires careful adjustment for confounding. Classical estimators such as inverse probability weighting and augmented inverse probability weighting are effective under favorable model…

Machine Learning · Statistics 2026-04-28 Lei Wang , Debashis Ghosh

Multivariate long-term time series forecasting is critical for applications such as weather prediction, and traffic analysis. In addition, the implementation of Transformer variants has improved prediction accuracy. Following these…

Machine Learning · Computer Science 2025-05-06 Minhyuk Lee , HyeKyung Yoon , MyungJoo Kang

In multivariate time series forecasting (MTSF), accurately modeling the intricate dependencies among multiple variables remains a significant challenge due to the inherent limitations of traditional approaches. Most existing models adopt…

Machine Learning · Computer Science 2025-11-19 Yuchen Luo , Xinyu Li , Liuhua Peng , Mingming Gong

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

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…

Machine Learning · Computer Science 2024-03-15 Yong Liu , Tengge Hu , Haoran Zhang , Haixu Wu , Shiyu Wang , Lintao Ma , Mingsheng Long

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

Multivariate time series forecasting has been widely used in various practical scenarios. Recently, Transformer-based models have shown significant potential in forecasting tasks due to the capture of long-range dependencies. However,…

Machine Learning · Computer Science 2023-02-10 Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

Short-term precipitation forecasting remains challenging due to the difficulty in capturing long-term spatiotemporal dependencies. Current deep learning methods fall short in establishing effective dependencies between conditions and…

Machine Learning · Computer Science 2024-10-18 ChaoRong Li , XuDong Ling , YiLan Xue , Wenjie Luo , LiHong Zhu , FengQing Qin , Yaodong Zhou , Yuanyuan Huang

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

Recent advancements in multivariate time series forecasting have been propelled by Linear-based, Transformer-based, and Convolution-based models, with Transformer-based architectures gaining prominence for their efficacy in temporal and…

Machine Learning · Computer Science 2024-09-27 Chaolv Zeng , Zhanyu Liu , Guanjie Zheng , Linghe Kong

Time series forecasting presents a significant challenge, particularly when its accuracy relies on external data sources rather than solely on historical values. This issue is prevalent in the financial sector, where the future behavior of…

Machine Learning · Computer Science 2024-03-22 Hajar Emami , Xuan-Hong Dang , Yousaf Shah , Petros Zerfos

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 forecasting is essential across diverse domains. While MLP-based methods have gained attention for achieving Transformer-comparable performance with fewer parameters and better robustness, they face critical limitations…

Machine Learning · Computer Science 2025-11-14 Hu Zhang , Zhien Dai , Zhaohui Tang , Yongfang Xie

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Machine Learning · Computer Science 2023-11-21 Quang Minh Nguyen , Lam M. Nguyen , Subhro Das

In the domain of multivariate time series analysis, the concept of channel independence has been increasingly adopted, demonstrating excellent performance due to its ability to eliminate noise and the influence of irrelevant variables.…

Machine Learning · Computer Science 2024-12-18 Haoxin Wang , Yipeng Mo , Kunlan Xiang , Nan Yin , Honghe Dai , Bixiong Li , Songhai Fan , Site Mo

Multivariate time-series analysis involves extracting informative representations from sequences of multiple interdependent variables, supporting tasks such as forecasting, imputation, and anomaly detection. In real-world scenarios, these…

Machine Learning · Computer Science 2026-05-19 Israel Zexer , Omri Azencot

Time series forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

Machine Learning · Computer Science 2021-01-26 Zekai Chen , Jiaze E , Xiao Zhang , Hao Sheng , Xiuzheng Cheng
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