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Long-term time series forecasting (LTSF) aims to predict future values of a time series given the past values. The current state-of-the-art (SOTA) on this problem is attained in some cases by linear-centric models, which primarily feature a…

机器学习 · 计算机科学 2024-05-03 Ronghao Ni , Zinan Lin , Shuaiqi Wang , Giulia Fanti

Time series (TS) data are ubiquitous across various application areas, rendering time series forecasting (TSF) a fundamental task. With the astounding advances in large language models (LLMs), a variety of methods have been developed to…

人工智能 · 计算机科学 2025-08-25 Zhuomin Chen , Dan Li , Jiahui Zhou , Shunyu Wu , Haozheng Ye , Jian Lou , See-Kiong Ng

Time series forecasting (TSF) remains a challenging and largely unsolved problem in machine learning, despite significant recent efforts leveraging Large Language Models (LLMs), which predominantly rely on Transformer architectures.…

机器学习 · 计算机科学 2025-10-14 Yufa Zhou , Yixiao Wang , Surbhi Goel , Anru R. Zhang

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…

机器学习 · 计算机科学 2024-12-30 Peiwang Tang , Weitai Zhang

Accurate univariate forecasting remains a pressing need in real-world systems, such as energy markets, hydrology, retail demand, and IoT monitoring, where signals are often intermittent and horizons span both short- and long-term. While…

机器学习 · 计算机科学 2025-08-26 Kyrylo Yemets , Mykola Lukashchuk , Ivan Izonin

Recently, large language models (LLMs) have demonstrated powerful capabilities in performing various tasks and thus are applied by recent studies to time series forecasting (TSF) tasks, which predict future values with the given historical…

计算与语言 · 计算机科学 2025-07-15 Chen Su , Yuanhe Tian , Qinyu Liu , Jun Zhang , Yan Song

Time series forecasting (TSF) is critical in domains like energy, finance, healthcare, and logistics, requiring models that generalize across diverse datasets. Large pre-trained models such as Chronos and Time-MoE show strong zero-shot (ZS)…

机器学习 · 计算机科学 2026-05-25 Liran Nochumsohn , Raz Marshanski , Hedi Zisling , Omri Azencot

Recently, Transformer-base models have made significant progress in the field of time series prediction which have achieved good results and become baseline models beyond Dlinear. The paper proposes an U-Net time series prediction model…

机器学习 · 计算机科学 2024-06-07 Li Chu , Xiao Bingjia , Yuan Qiping

The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

机器学习 · 计算机科学 2023-11-01 Liyilei Su , Xumin Zuo , Rui Li , Xin Wang , Heng Zhao , Bingding Huang

Multi-task forecasting has become the standard approach for time-series forecasting (TSF). However, we show that it suffers from an Expressiveness Bottleneck, where predictions at different time steps share the same representation, leading…

机器学习 · 计算机科学 2025-05-28 Licheng Pan , Zhichao Chen , Haoxuan Li , Guangyi Liu , Zhijian Xu , Zhaoran Liu , Hao Wang , Ying Wei

In recent years, transformer-based models have gained prominence in multivariate long-term time series forecasting (LTSF), demonstrating significant advancements despite facing challenges such as high computational demands, difficulty in…

机器学习 · 计算机科学 2024-08-13 Musleh Alharthi , Ausif Mahmood

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…

机器学习 · 计算机科学 2024-03-25 Yitian Zhang , Liheng Ma , Soumyasundar Pal , Yingxue Zhang , Mark Coates

Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

机器学习 · 计算机科学 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

Recently, there has been a surge of Transformer-based solutions for the long-term time series forecasting (LTSF) task. Despite the growing performance over the past few years, we question the validity of this line of research in this work.…

人工智能 · 计算机科学 2022-08-18 Ailing Zeng , Muxi Chen , Lei Zhang , Qiang Xu

Time series forecasting is a long-standing and highly challenging research topic. Recently, driven by the rise of large language models (LLMs), research has increasingly shifted from purely time series methods toward harnessing textual…

人工智能 · 计算机科学 2025-09-03 Shiqiao Zhou , Holger Schöner , Huanbo Lyu , Edouard Fouché , Shuo Wang

Large language models (LLMs) have been introduced to time series forecasting (TSF) to incorporate contextual knowledge beyond numerical signals. However, existing studies question whether LLMs provide genuine benefits, often reporting…

计算与语言 · 计算机科学 2026-03-04 Xin Qiu , Junlong Tong , Yirong Sun , Yunpu Ma , Wei Zhang , Xiaoyu Shen

Transformer-based models for time series forecasting (TSF) have attracted significant attention in recent years due to their effectiveness and versatility. However, these models often require extensive hyperparameter optimization (HPO) to…

机器学习 · 计算机科学 2025-01-03 Jingjing Xu , Caesar Wu , Yuan-Fang Li , Grégoire Danoy , Pascal Bouvry

Large Language Models (LLMs) have achieved remarkable success across a wide range of tasks, but serving them efficiently at scale remains a critical challenge due to their substantial computational and latency demands. While most existing…

分布式、并行与集群计算 · 计算机科学 2026-03-04 Yifan Sun , Gholamreza Haffari , Minxian Xu , Rajkumar Buyya , Adel N. Toosi

Long-term time series forecasting (LTSF) involves predicting a large number of future values of a time series based on the past values. This is an essential task in a wide range of domains including weather forecasting, stock market…

The field of time series forecasting is rapidly advancing, with recent large-scale Transformers and lightweight Multilayer Perceptron (MLP) models showing strong predictive performance. However, conventional Transformer models are often…

机器学习 · 计算机科学 2025-08-13 Zheng Zhou , Yu-Jie Xiong , Jia-Chen Zhang , Chun-Ming Xia , Xi-Jiong Xie
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