Time Series Transformers

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8 papers in the last four weeks, up 60% on the four weeks before. 0.1% of all new papers.

Jul 13Week of Sep 28

Latest papers 91

Oct 7, 2026cs.LG

DSTNet: Dynamic Spectral Trajectory Network for Causal Multi-Horizon Financial Forecasting

Wavelet-based financial forecasters typically use the transform only to denoise, or reduce it to a single spectral snapshot at the forecast origin, and the convolution that produces the coefficients is usually bilateral, so it can read past the forecast origin. DSTNet instead retains the recent evolution of filter-bank magnitudes as a causal Dynamic Spectral Trajectory, built from seven trailing technical indicators over a twenty-day lookback with a one-sided Morlet-derived filter bank and an explicit burn-in for the left-boundary transient. A factorized Scale-Temporal Spectral Transformer attends along the time and filter-bank axes separately, a learned gate fuses the spectral branch with a CNN-BiLSTM, and horizon-specific gates emit one, three, five, and ten day forecasts in a single pass. We evaluate seven equity indices and gold under a common expanding-window protocol and an untouched one-year hold-out, against nine learned baselines and a random-walk persistence benchmark. Under MAE and MAPE, persistence is the strongest of the ten fixed competitors in 29 of the 32 series-horizon cells and DSTNet is the only model below it in every cell, by 0.7 to 0.9 percent at one day and 3.4 to 4.5 percent at ten days. At one day, paired testing favours DSTNet against the weaker learned baselines but is inconclusive against persistence and the strongest learned forecasters. A downstream allocation diagnostic does not support an equity-timing advantage on any of the seven indices.

Aashish Bohra, Lokendra Vishwakarm

Department of Computer Science and Engineering, Indian Institute of Technology Jodhpur, Jodhpur, Rajasthan 342030, India · School of Computing and Data Sciences, FLAME University, Pune Maharashtra, India

Financial Forecasting Time Series Forecasting Wavelet Methods Time Series Transformers

Oct 5, 2026quant-ph

Transformer-Based Time-Series Inference of Lindblad Dynamics in Open Quantum Systems

The Lindblad master equation is the standard framework for describing the non-unitary evolution of open quantum systems, where environmental interactions induce dissipation and decoherence. When both the system Hamiltonian and the dissipation rates are partially unknown or explicitly time-dependent, traditional analytical inversion and system-identification techniques become intractable. Recent works have demonstrated that Transformer-based models can infer unknown dissipation rates from observable time series, yet these approaches typically rely on hand-crafted statistical features under idealized and highly restricted conditions. Here we advance the paradigm by introducing a raw time-series Transformer that directly ingests the full trajectories of Pauli expectation values

\langleσ_x(t)\rangle

,

\langleσ_y(t)\rangle

, and

\langleσ_z(t)\rangle

, thereby fully exploiting the self-attention mechanism for temporal modeling. The architecture is further extended to jointly learn unknown Hamiltonian parameters, handle multiple dissipation channels, and operate robustly under realistic measurement noise. Across all tested scenarios the model achieves consistently high reconstruction accuracy while eliminating manual feature engineering. This provides a scalable, robust, and versatile framework for quantum environment sensing in realistic open quantum systems.

Julian Guam, Jianqing Liu

Department of Computer Science, North Carolina State University, Raleigh, NC

Quantum System Identification System Identification Time Series Transformers

Sep 30, 2026cs.LG

STCFormer: Adaptive Spatio-Temporal Modeling with Dynamic Cluster Transformer for Station-based Weather Forecasting

Station-based weather forecasting supports daily life and economic activity, yet accurate forecasts require modeling complex spatial dependencies among stations. Recent clustering-based selective modeling offers a promising alternative to dense inter-station interactions. However, a grouping shared across an observation window may obscure local changes in station relationships, while intra-cluster interactions alone may miss important global context. The theoretical advantages of selective interactions over dense connectivity also remain insufficiently understood. We therefore propose STCFormer, an adaptive spatio-temporal Transformer that dynamically groups stations according to their local evolution within each temporal patch. Its Cluster-Guided Attention Block combines fine-grained local attention within clusters and global attention over regional state summaries, allowing each station to access information beyond its own cluster. We further show that a derived Lipschitz upper bound for cluster-conditioned local attention is no larger than its fully connected counterpart, explaining a potential robustness benefit and motivating the design of InfoLoss. Experiments on three real-world weather datasets spanning eight temperature and wind forecasting tasks show that STCFormer achieves the lowest 24-hour mean squared error on all eight tasks and ranks first or second in 47 of 48 comparisons across metrics and forecasting horizons. Ablations and case studies further confirm the benefits of locally adaptive grouping and complementary local-global interactions. Our code can be obtained at https://github.com/hnu-vis/STCFormer.

Rongwen Li, Haixin Xie, Mingyang Wang +5

Hunan University · China Meteorological Administration · Hunan Provincial Meteorological Bureau

Multivariate Time Series Forecasting Clustering Spatiotemporal Forecasting Time Series Transformers Weather Forecasting

Sep 30, 2026q-bio.NC

Association profile conditioning in a set-temporal transformer for cross-session intracortical motor decoding

Intracortical motor decoders degrade across sessions because the set of recorded units changes and persisting units can alter how their firing relates to behavior. Most existing methods update network weights on each new session or rely on unlabeled activity, which does not directly reveal such changes. We present APST, an Association Profile-conditioned Set-Temporal transformer that adapts to new sessions with all network weights frozen. From a few labeled calibration trials, APST summarizes how each unit's firing relates to behavior in a four-dimensional association profile computed in closed form. The profiles condition a set-attention encoder that accepts any number and order of units, followed by a causal transformer for streaming decoding. On held-out DANDI688 sessions from two monkeys, APST reaches velocity

R^2

of

0.78

and

0.81

, versus

0.40

and

0.58

for a variant that uses neural activity alone, and matches or exceeds an RNN fine-tuned on the same trials. On FALCON private held-out evaluation, it attains

R^2

of

0.65

,

0.42

, and

0.44

on M1, M2, and H1.

Xinyuan Zhang, Handong Mo, Pengfei Wen +5

The University of Hong Kong, Hong Kong SAR, China · Southern University of Science and Technology, Shenzhen, China

Transformer Neural Decoding Few-Shot Learning Time Series Transformers

Sep 28, 2026cs.LG

Universality and Generalization of Causal Transformers Across Context Lengths

Long contexts are central to modern transformer systems, but most expressivity results choose a different network for each fixed sequence length. We study whether one masked transformer can approximate causal token-to-token maps uniformly over sequences of arbitrary length sampling a fixed normalized horizon. To relate sampling resolutions, we model tokens by

α

-Hölder sequences or, more generally, a common modulus of continuity. Our notion of continuity across resolutions characterizes the causal families admitting uniform approximation on these compact input classes by a single transformer with length-independent parameters. The result extends to the infinite-length mean-field limit, where tokens form continuous curves and masked attention becomes a causal time integral. For bounded regression with target maps satisfying a

β

-smooth stability condition defined using regular test functions, quantitative approximation yields a generalization bound: exact empirical risk minimization over suitably sized bounded-weight transformers gives root mean-square prediction error

O((\log\log N/\log N)^{β/(d+2)})

from

N

iid labeled sequences. The bound holds at fixed confidence on the same sampling distribution, with

d

the token dimension and no maximum-length factor. Finally, experiments on physical time series support the Hölder-regular token model at observed scales, with dataset-dependent fitted exponents, whereas text input embeddings provide a contrasting case. Native and dense sampling, shuffled controls, and refinement checks delimit this empirical regularity regime.

Takashi Furuya, Maarten V. de Hoop, Gabriel Peyré

Doshisha University, RIKEN AIP · Rice University · CNRS, ENS, PSL Université

Neural Network Generalization Transformer Expressivity Length Generalization Long-Context Modeling Time Series Transformers

Sep 24, 2026cs.AI

AI-based detection of worsening heart failure from low-resolution telemonitoring data

Objective: Heart failure (HF) presents a healthcare challenge due to its high comorbidity burden, aging patient population and frequent hospitalizations. Remote monitoring offers a promising approach to managing HF patients by early detection of health deterioration. Developing autonomous systems to detect signs of worsening in telemonitoring data is of interest to reduce the workload of healthcare personnel. Methods: We propose the TRACER model, a Transformer with Contrastive Event Representation, designed to predict timelines leading to rare hospitalization events in low-resolution and irregularly sampled telemonitoring data. TRACER incorporates time-aware embeddings for each biomarker, contrastive pre-training to enhance anomaly detection via representation learning, and independent binary classifiers for detection. We used measurement data containing remotely recorded biomarker sequences from 276 HF patients segmented into overlapping windows based on temporal rules, and labeled the windows based on the occurrence of HF relevant hospitalizations at the latter edge of the window. Results: TRACER was able to correctly predict 66.7% timelines leading up to HF hospitalizations in the highly imbalanced real-world dataset with an overestimation of 7.9%. Reformulating the training of TRACER as an event detection problem improved the predictive performance compared with training directly on forecasting windows, enabling more effective use of the limited hospitalization events. Conclusion: TRACER demonstrated superior performance in detecting signs of worsening status in real-world telemonitoring data compared to the other tested models. Significance: TRACER shows promise in identifying signs of clinical deterioration that allow for alerts to be generated to provide counteractive treatment in patients with HF.

Erik Aerts, Yinan Yu, Annika Rosengren +5

Department of Computer Science and Engineering, Chalmers Universiy of Technology, Gothenburg, Sweden · Department of Computer Science and Engineering, University of Gothenburg, Gothenburg, Sweden · Center for Digital Health, Sahlgrenska University Hospital, Gothenburg, Sweden +3

Time Series Transformers Anomaly Detection

Sep 22, 2026cs.LG

Evaluating Accuracy and Probabilistic Reliability of Zero-Shot Time Series Foundation Models

Time Series Foundation Models (TSFMs) promise a paradigm shift toward zero-shot forecasting by eliminating task-specific training. However, existing works often overlook trade-offs between predictive accuracy and probabilistic calibration. This paper presents a benchmark study of six TSFMs evaluated on energy, traffic, and financial datasets. We contrast their performance against statistical baselines and a supervised DL model. The study reveals that while TSFMs outperform statistical methods and supervised models, they are subject to a fundamental trade-off between point accuracy and probabilistic reliability. Specifically, xLSTM architectures provide robust probabilistic calibration across horizons. In contrast, patch-based transformers offer competitive accuracy but face calibration issues at long horizons, while transformer-based models exhibit context saturation points for optimal zero-shot reasoning. These findings offer evidence-based guidance for balancing generalization and uncertainty quantification in real-world deployments.

Panagiotis Michael, Moysis Symeonides, Demetris Trihinas

Department of Computer Science, University of Nicosia, Cyprus · Department of Computer Science, University of Cyprus, Cyprus

Zero-Shot Time Series Forecasting Time Series Transformers Time-Series Foundation Models Probabilistic Time Series Forecasting

Sep 17, 2026cs.LG

SETTer: Sparse-Encoder Transformer for Long-term Multivariate Time Series Forecasting

Long-term multivariate time series plays a significant role in many application areas such as power systems, trading, etc. However, their accurate prediction is quite difficult for conventional forecasting methods as they often exhibit high dimensionality and complex relationships. Recent works show that transformer-based approaches are quite effective for long-term forecasting thanks to their attention mechanism. However, in the presence of complex high-dimensional inputs, they show evidence of oversmoothing, limited capacity, and opacity. To this end, this paper introduces SETTer, a transformer-based model that addresses these challenges by incorporating novel techniques for decoupled self-attention and hybrid masking. The proposed techniques enable SETTer to effectively capture the dominant short- and long-term patterns across the temporal and channel dimensions. In addition, we enrich the model layers with simple explainable structures that indicate the discriminative pattern of SETTer. We show that with a single-layer transformer architecture, SETTer can effectively model long-term dependencies in the presence of varying data complexities. Extensive experiments on real-word benchmark datasets for long-term multivariate time series forecasting demonstrate that SETTer outperforms state-of-the-art models in 88% of the scenarios.

Abraham Ezema, Chijioke Eze, Ferdinanda Ponci +1

Institute for Automation of Complex Power Systems, RWTH Aachen University, 52064 Aachen, Germany · RWTH Aachen University, 52064 Aachen, Germany · institute for Monitoring and Distributed Control for Power Systems Teaching and Research Area, RWTH Aachen University, 52064 Aachen, Germany +1

Multivariate Time Series Forecasting Long-Term Time Series Forecasting Explainable Time Series Forecasting Time Series Forecasting Attention Mechanisms Time Series Transformers

Sep 14, 2026cs.LG

On the role of the tokenizer in ECG transformer models

Tokenization determines both the physiological content presented to an ECG Transformer and the sequence over which attention operates. We compare eight tokenization strategies across Transformer, Informer, Reformer, and FEDformer on the nine-label CPSC2018 classification task. The input projection and principal backbone capacity are controlled to isolate the effect of token construction. Median-beat and HeartLang tokenization achieve mean macro-AUCs of 0.893 and 0.889 across the four backbones, compared with 0.822 and 0.824 for point-wise and patch-wise tokenization. Pooling the two physiology-aware representations yields an 8.2% relative improvement in macro-AUC. They also reduce mean sequence length from 1,250 to 158 tokens and mean peak training memory from 5.21 to 0.27 GB. The results show that aligning tokens with ECG morphology can improve both predictive performance and memory efficiency without increasing backbone capacity. The source code is available on https://github.com/LeeJarvis996/ecg_tokenizer.

Jiawei Li, Fabio Bonassi, Johan Sundström +2

Uppsala University, Uppsala, Sweden · Scilifelab, Uppsala, Sweden

Electrocardiogram Classification Time Series Transformers

Sep 9, 2026cs.LG

TempTPI: Informer-Based trajectory prediction for maritime vessels

Accurate long-term trajectory prediction for maritime vessels is essential for safety and logistical efficiency. While deep learning models, particularly Transformers, have shown promise in processing Automatic Identification System (AIS) data, they often struggle with the quadratic computational complexity of self-attention and the loss of accuracy over extended forecasting horizons. This study proposes TempTPI, a novel prediction framework that integrates an Informer-based encoder with a multi-channel temporal encoding mechanism. The Informer architecture leverages a ProbSparse self-attention mechanism to reduce computational overhead and focus on the most significant dependencies, while the temporal encoder utilizes Fourier-like frequency expansions to capture cyclic patterns (hourly, daily, and seasonal) in vessel behavior. We evaluate our model against the state-of-the-art TPTrans architecture using AIS data from Danish waters. Experimental results demonstrate that TempTPI consistently outperforms existing methods across prediction windows of 1 to 5 hours. Notably, at a 5-hour horizon, the proposed model achieves a 55% improvement in Mean Squared Error (MSE), offering a robust solution for long-range maritime situational awareness.

Kevin Ferneding, Veronika Lietavcova, Aleksandra M. Blachowiak +1

Technical University of Denmark Anker Engelunds Vej 101 2800 Kongens Lyngby, Denmark

Vessel Trajectory Prediction Time Series Transformers

Aug 31, 2026cs.LG

Seasonality-Aware Hybrid Convolutional Transformer for Antarctic Sea Ice Concentration Forecasting

Antarctic sea ice concentration (SIC) forecasting is an important yet challenging task due to the coexistence of complex spatial structure, long-range temporal dependencies, and strong seasonal variability. Conventional convolution-based models are effective at capturing local spatial patterns, but often have limited ability to model long-term temporal evolution. To address these challenges, we build on a hybrid convolutional transformer forecasting framework for monthly Antarctic SIC forecasting. This framework combines convolutional encoding for spatial feature extraction with space-time factorised self-attention for SIC modelling. We further introduce two season-based mechanisms: a month-aware positional encoding that injects calendar-month information into the token representation, and a seasonal temporal bias that encourages attention to periodically related historical states. Experimental results show that the proposed framework achieves better performance than convolutional and recurrent baselines as well as ECMWF's physics-based dynamical model SEAS5 under both classification and regression metrics. Ablation studies further indicate that the seasonality-aware components provide consistent additional gains in both short- and long-horizon prediction. These results demonstrate the value of combining convolutional structures, attention mechanisms, and periodic prior information for Antarctic SIC forecasting.

Danyang Li, John Taylor, Thang Bui +1

School of Computer Science, Australian National University, Canberra, ACT 2601, Australia · Yau Mathematical Sciences Center, Tsinghua University, Beijing, China

Hybrid CNN-Transformer Architectures Time Series Forecasting Spatiotemporal Forecasting Time Series Transformers

Aug 31, 2026cs.LG

Beat-Synchronous Tokenization for ECG Transformers

Transformer-based electrocardiogram (ECG) models commonly tokenize waveforms into fixed temporal patches. Though convenient, fixed patching can split heartbeat structures across token boundaries. We study beat-synchronous tokenization as a physiologically grounded alternative, comparing fixed patches with three beat-aligned strategies: resampled beats, adaptive pooled beats, and resampled beats augmented with R--R interval information. Experiments span two settings: 10-second 12-lead diagnostic classification on PTB-XL after MIMIC-IV-ECG masked pretraining, and 60-second single-lead rhythm classification on Icentia11k after patient-level contrastive pretraining. On PTB-XL, resampled beat tokens achieve the highest mean macro Area Under the ROC Curve (AUROC; 0.8945) and nearly match the best fixed-patch macro Area Under the Precision-Recall Curve (AUPRC; 0.7414), reducing average sequence length from 100 to 11.2 tokens. On Icentia11k, beat-synchronous tokenizers obtain comparable AUPRC to fixed patching with better stability across runs. These results suggest morphology-preserving beat tokenization is a compact, competitive alternative to fixed temporal patching.

Ahmed Sameh, Nolan Wilson, Max Enderlein +1

Computer Science & Engineering, University of Minnesota Twin Cities, Minneapolis, MN 55455, USA.

Electrocardiography Electrocardiogram Classification Time Series Transformers

Aug 30, 2026cs.LG

INTERVenE: Temporal-Abstraction-Interval Based Transformers for Short-Horizon Medical Event Prediction

Electronic Health Record (EHR) prediction models in the intensive care unit must learn from sparse and irregular measurements while preserving the clinical meaning of time and supporting transparent decision-making. We present INTERVenE, a family of Transformer architectures whose input is an interval-based, knowledge-based temporal abstraction (KBTA), a token stream of named clinical concepts (states, trends, events, contexts) drawn from a curated medical ontology, rather than an unnamed bin index or a raw measurement triplet. This naming layer is what we ask KBTA to do: it makes the model's per-token attributions resolve to clinical concepts by construction. INTERVenE offers two complementary variants: an auto-regressive decoder that generates future abstraction trajectories with a per-step risk readout (localizing \emph{when} and \emph{after which events} risk rises), and a bidirectional encoder for single-pass joint risk and time-to-event prediction. Evaluated on 57,078 MIMIC-IV admissions against GRU-D, STraTS, and KarmaLego, INTERVenE-Enc reaches a support-weighted AUPRC

_w

of 0.672, improving by 0.041 over the strongest neural baseline with non-overlapping 95% bootstrap CIs, while also taking the best AUROC

_w

(0.901) and length-of-stay MAE (44.4,h). INTERVenE-Ar (AUROC

_w

0.854

, AUPRC

_w

0.587

under the same evaluation contract - a strictly harder generative readout) provides a complementary token-level risk trajectory. An input-representation ablation confirms the lift transfers across structured discretizations, positioning KBTA-based intervals as the interpretable substrate that makes per-token attributions resolve to meaningful clinical concepts within the deployed model.

Shahar Oded, Yuval Shahar

The Stein Faculty of Computer and Information Science, Ben-Gurion University of the Negev, Beer-Sheva, Israel

Event Time Prediction Interpretable ML Clinical Outcome Prediction Electronic Health Records Time Series Transformers

Aug 24, 2026cs.LG

A Multidimensional Data-Driven Hybrid Transformer Framework for Non-invasive Continuous Blood Pressure Prediction

Objective. To develop and evaluate a cuffless continuous blood pressure (BP) estimator using temporal physiological and demographic features. We propose a hybrid Transformer framework to estimate diastolic and systolic BP from ECG/PPG-derived feature sequences. Approach. Rather than raw waveforms, the framework models 10-step sequences of six physiological descriptors and two demographic covariates. A Multi-Source Temporal Encoder Module combines Transformer, Kolmogorov-Arnold Network, and XGBoost branches to capture complementary temporal, nonlinear, and tabular information. A Dynamic Conditional Fusion-Decoder applies differential multi-head attention, token-weighted aggregation, and gated residual correction. A robust composite objective jointly optimizes DBP and SBP. Main results. Using the MIMIC-III Waveform and Clinical Databases, the source pool comprised 28,486 waveform segments from 203 subjects, and feature generation retained 53,621 observations from 166 subjects. On 2,431 segment-level held-out test windows, mean error +/- standard deviation was 0.41 +/- 3.74 mmHg for diastolic BP and -1.60 +/- 5.95 mmHg for systolic BP, with 95% limits of agreement of [-6.93, 7.74] and [-13.25, 10.06] mmHg, respectively. The proportions within 10 mmHg were 98.48% and 94.36%. The framework achieved the lowest standard deviations and narrowest limits of agreement among the locally retrained baselines. Significance. The feature-sequence fusion framework improved agreement with reference BP and fell within numerical AAMI and BHS Grade A thresholds on this split. This retrospective analysis is not formal device validation; subject-disjoint and external evaluation remain necessary before clinical use.

Yuexin Ma, Jingqi Hou, Yuxuan Kang +1

College of Computer Science, Beijing University of Technology, Beijing, China

Wearable Health Monitoring Time Series Transformers Cuffless Blood Pressure Estimation

Aug 20, 2026cs.AI

Rethinking Patch Based Multivariate Time Series Forecasting with Semantic Structured Partitioning

Multivariate time series forecasting (MTSF) is a fundamental task in many real world applications. Existing patch based forecasting methods generally fall into three categories: fixed partitioning, multi-scale partitioning, and extendable partitioning. Fixed partitioning often breaks meaningful temporal boundaries, multi-scale partitioning may introduce redundant representations across scales, and extendable partitioning improves flexibility but still lacks an explicit mechanism for organizing semantic structure and modeling interactions among heterogeneous temporal patterns. To address these limitations, we propose SCPaT, a Transformer based framework built on semantic structured partitioning. SCPaT first decomposes input sequences into semantically consistent units through adaptive semantic unit generation, then constructs a dynamic semantic graph to model directed dependencies among these units and organize them into higher order semantic blocks. Based on these structured representations, an importance aware routing mechanism adaptively dispatches different semantic blocks to different experts for customized modeling. Extensive experiments on 12 real world datasets demonstrate the effectiveness of SCPaT.

Zhiquan Huang, Jiazhe Wang, Linjing Xue +3

School of Information Engineering, Henan University of Science and Technology, Luoyang, 471023, Henan, China · School of Software, Henan University of Science and Technology, Luoyang, 471000, Henan, China

Multivariate Time Series Forecasting Time Series Forecasting Time Series Transformers

Aug 7, 2026cs.AI

QFCQT: A Chaotically Gated Quantformer Framework for Volatile Time-Series Forecasting

Forecasting non-stationary time series remains difficult due to long-range dependencies, local volatility bursts, structural shifts, and nonlinear oscillatory behaviors. Although Transformer-based forecasters are effective for modeling long-term temporal dependencies, their feed-forward blocks typically rely on smooth static activations that are insufficiently sensitive to abrupt regime changes. Motivated by quantitative Transformer designs and oscillator-based nonlinear activations, we propose QFCQT, short for Quantum-Fractal-inspired Chaotically Gated Quantformer, for robust forecasting under complex volatile dynamics. Here, "quantum-fractal-inspired" denotes a computational analogy based on soft oscillator superposition and multi-scale nonlinear responses, rather than a formal quantum-mechanical or fractal-theoretic derivation. QFCQT consists of three main components: (1) a Quantformer-style numerical encoder that directly processes multivariate inputs via linear embedding; (2) a learnable Lee-oscillator activation module that maps scalar pre-activations to dynamic oscillatory responses and summarizes them through Max-over-Time pooling; and (3) a smooth-chaotic gated fusion mechanism that adaptively balances conventional smooth activations and chaos-sensitive responses. Furthermore, instead of using a single fixed oscillator, QFCQT employs a soft superposition of eight parameterized Lee oscillator families to adaptively capture different nonlinear response patterns across regimes. Experiments on ETTh1, ETTh2, and A-share Stock Index benchmarks show that QFCQT consistently outperforms strong baselines, including Informer, LogTrans, LSTMa, HAT, and COTN.

Junkai Lin, Siqi Hou, Raymond Lee

Faculty of Science and Technology, Beijing Normal-Hong Kong Baptist University, Zhuhai, China · Guangdong Provincial Key Lab of Interdisciplinary Research and Application for Data Science (BNBU), Zhuhai, China

Multivariate Time Series Forecasting Time Series Forecasting Neural Network Activation Functions Non-Stationary Time Series Forecasting Time Series Transformers

Aug 6, 2026cs.LG

Timestep-Conditioned Transformers for Global Weather Forecasting

Existing machine-learning weather forecasting models rely on predetermined and fixed autoregressive timesteps. The choice of model timestep involves a fundamental trade-off: shorter timesteps (e.g. 1 to 6 hours) finely resolve atmospheric dynamics within the diurnal cycle but increase error accumulation for a given forecast horizon, while longer timesteps (e.g. 24 hours) reduce error accumulation but limit the usability of short-range forecasts where sub-daily predictability is high. In this work, we present GEM-3, a probabilistic global weather model that addresses this trade-off through explicit multi-timestep inference. With a single set of trained weights, the model timestep can be configured at inference time to balance predictability and usability across a broad forecast horizon. Additionally, we find that mixed-timestep training consistently improves rollout stability relative to timestep-specialist models. Under the hood, GEM-3 is a lightweight neighborhood-attention transformer with ~134M parameters on an equirectangular grid with a number of architectural advancements beyond its predecessor GEM-2. The result is a practical forecasting system that couples near-SOTA medium-range probabilistic skill, stable extended-range rollouts, efficient training and inference, and decision-relevant diagnostics.

Sam Levang, Fran Bartolic, Ty Dickinson +3

Salient

Time Series Forecasting Probabilistic Forecasting Spatiotemporal Forecasting Time Series Transformers Weather Forecasting

Aug 6, 2026cs.LG

Is Self-Pretraining really useful to improve diagnosis in medical Time Series?

Inspired by recent evidence that transformer architectures benefit from Self-PreTraining (SPT) on long-context benchmarks, we investigate whether similar gains extend to multimodal, multivariate, and even simple univariate medical time series. Our objective is to assess the impact of SPT on the performance and scalability of transformer-based models across diverse medical applications, particularly under limited data conditions. We evaluate transformer architectures on three representative medical time-series tasks: rehabilitation robotics (Camargo dataset), stress detection (Non-EEG Stress), and Parkinson's disease detection (Gait Parkinson's Disease). Models are trained either from scratch or through SPT using four masking-based objectives designed to promote temporal and cross-modal representation learning, and we systematically vary model depth to examine how capacity interacts with pre-training benefits. Across datasets and configurations, SPT consistently improves classification accuracy by 0-6 percentage points depending on masking strategy, dataset and architecture, with gains observed not only in multivariate settings but also when models are restricted to simple univariate inputs. The improvements increase for deeper models that can better exploit the enriched temporal representations learned during pre-training. These findings indicate that SPT is a simple and general strategy that enhances transformer performance on medical time-series tasks without requiring task-specific architectural changes, supporting its potential to improve robustness and accuracy in data-limited clinical settings.

Omar Coser, Antonio Orvieto, Paolo Soda +1

Unit of Artificial Intelligence & Computer Systems, Universit`a Campus Bio-Medico di Roma, Via ´Alvaro del Portillo, 21, Rome, 00128, Italy. · Unit of Advanced Robotics and Human-Centered Technologies, Universit`a Campus Bio-Medico di Roma, Via ´Alvaro del Portillo, 21, Rome, 00128, Italy. · Max Planck Institute for Intelligent Systems +2

Time Series Classification Self-Supervised Time Series Representation Learning Multimodal Pretraining Time Series Transformers

Aug 4, 2026cs.LG

Spatiotemporal Graph Transformer for Traffic Intelligence in Edge Computing

Accurate traffic forecasting is essential for proactive resource management in edge computing, where service demand evolves dynamically across both space and time. In practical cellular edge systems, traffic exhibits strong spatial correlations among neighboring service regions and long-range temporal dependencies driven by user mobility and application behavior. Existing recurrent forecasting approaches can capture short-term dynamics but often struggle to model long-horizon traffic evolution under non-stationary conditions. To address this challenge, we propose a spatiotemporal graph Transformer framework that jointly models spatial interactions and temporal dependencies for traffic forecasting in edge computing. The framework employs graph neural networks to capture spatial correlations among service regions and leverages Transformer-based self-attention to learn long-range temporal patterns from historical traffic observations. By decoupling spatial representation learning from temporal reasoning, the proposed approach provides an effective mechanism for large-scale spatiotemporal traffic modeling. Extensive experiments on a real-world cellular network dataset demonstrate that the proposed graph Transformer consistently outperforms recurrent graph-based baselines, including GCN-RNN, GCN-LSTM, and GCN-GRU models, across multiple forecasting horizons. The resulting forecasts enable more effective proactive resource provisioning and reduce overload risk compared with reactive management strategies. These results highlight the potential of graph-enhanced attention mechanisms for building intelligent and adaptive edge computing systems.

Laha Ale, Letian Lin, Na Cao +2

School of Computing and Artificial Intelligence, Southwest Jiaotong University, Chengdu, China · SWJTU-Leeds Joint School, Southwest Jiaotong University, Chengdu, China · Key Lab of Information Coding and Transmission, Southwest Jiaotong University, Chengdu, China +1

Edge Computing Traffic Forecasting Time Series Transformers Spatiotemporal GNNs

Aug 3, 2026cs.LG

Forecasting Revenue with its Customer-Base Drivers: When and Why Coordination Helps

Revenue forecasts guide acquisition budgets, demand planning, and customer-based valuations, yet an aggregate forecast does not show whether change reflects acquisition, repeat purchasing, spending per order, or offsetting movements. Using weekly transaction panels for 966 companies in 25 industries, the authors develop the Customer-Based Multi-task Transformer (CBMT), which learns shared structure, retains separate primitive forecasts, and aligns their combination with downstream revenue. CBMT's mean total-sales error is 30% below the strongest representative established customer-base benchmark. It is also 2.65% below a Transformer that forecasts total sales directly, although the paired difference is not statistically significant (p=.222), and it beats separately estimated single-task forecasts for 74.3% of firms. CBMT's source MAE is lower in 23 of 24 benchmark-by-outcome comparisons, with the remaining difference not statistically distinguishable from zero. Firms whose primitives co-move more strongly are more likely to benefit from joint forecasting; selected-family scenario-3 comparisons are consistent with gains from shared representation and revenue alignment but remain diagnostic rather than causal. Accuracy deteriorates for all models when customer-base dynamics are highly volatile, and CBMT's advantage narrows there. Calibration-period routing rules do not improve average accuracy over always deploying CBMT. The results show how coordinated customer-base forecasts support revenue planning and when they warrant greater caution.

Kyeongbin Kim, Daniel McCarthy, Dokyun Lee

University of Wisconsin–Madison · University of Maryland · Boston University

Multivariate Time Series Forecasting Financial Forecasting Time Series Forecasting Multi-Task Learning Time Series Transformers

Aug 3, 2026cs.LG

Evaluating Forecasting Techniques for Hardware Errors on a Large-scale HPC System

Hardware error logs in high-performance computing (HPC) systems provide early signals of abnormal behavior, yet there remain challenges in effectively forecasting these errors using modern predictive methods. This work investigates the boundaries of applying time series forecasting to HPC hardware error dynamics. We use seven years of production logs from the Theta supercomputer to evaluate the predictive efficacy of classical statistical and deep learning models. Our results show that forecasting effectiveness depends strongly on the temporal structure of the error series: regularly occurring and structurally stable errors can be modeled accurately, particularly by LSTM and Transformer architectures with temporal features, while sparse and burst-dominated errors remain difficult to predict. Rather than proposing a deployment-ready failure prediction framework, this study provides empirical guidance on when forecasting is effective and highlights potential directions for improving forecasting accuracy in HPC hardware error analysis.

Kaiyuan Liao, Xiwei Xuan, Tanwi Mallick +3

Department of Computer Science, University of California, Davis, USA · Argonne National Laboratory, Lemont, IL, USA · Rensselaer Polytechnic Institute, Troy, NY, USA

High-Performance Computing Time Series Forecasting Predictive Maintenance Time Series Transformers

Jul 30, 2026cs.CL

Causal Discovery with Inverted Self-attention for Multivariate Time Series

Causal discovery in multivariate time series data is challenging due to complex interactions, high dimensionality, and nonlinear dependencies among variables. Existing methods often struggle to capture these complexities, resulting in inaccurate causal structures. To address this issue, we propose a novel framework that leverages self-attention mechanisms within the transformer architecture for causal discovery. Our approach introduces a novel inverted causal self-attention mechanism (CSAM) that emphasizes latent and indirect causal relationships by inverting tokens and inducing sparsity in attention scores, focusing on significant causal interactions and reducing spurious correlations. Additionally, we develop a global causal algorithm to identify global causal links, providing a holistic metric for causal influence, along with a causal verification module to ensure robustness in the identified causal relationships, enhancing the reliability of our framework. Experiments on both linear and nonlinear datasets, along with ablation studies and sensitivity analyses, show that our framework outperforms existing methods, demonstrating its potential for causal discovery in complex multivariate time series.

Yusen Liu, Yong Wang, Yifan Yin +3

School of Computer Science, University of Technology Sydney, Sydney, Australia · TianFu YongXing Laboratory, Chengdu, China · Faculty of Data Science, City University of Macau, Macau, China +1

Time-Series Causal Discovery Causal Discovery Time Series Transformers

Jul 30, 2026cs.LG

Enhancing Irregular Time Series Forecasting with Continuous-Time Modeling Framework

Irregular multivariate time series are widely encountered in applications such as healthcare monitoring, human activity recognition, and environmental sensing. Their core challenges stem from asynchronous observations, non-uniform sampling intervals, and the fact that temporal patterns themselves carry critical dynamic information. Existing approaches either rely on discretization-based preprocessing (e.g., interpolation, imputation, or aggregation), which disrupts the underlying continuous-time semantics, or adopt continuous-time modeling via ODE-based frameworks, which typically require specialized architectures and incur substantial computational overhead due to numerical solvers. To address these limitations, we propose WrapFlow, a continuous-time modeling framework for irregular time series forecasting. On the input side, WrapFlow introduces Continuous-Time Tokenization, which directly encodes raw observation events and explicitly models long unobserved intervals via gap-aware tokens. The resulting continuous-time tokens are then processed by a standard Transformer backbone to capture long-range temporal dependencies. On the output side, we develop a simulation-free training paradigm for Residual Flow Matching, which learns conditional residual vector fields around base predictions while avoiding numerical-solver simulation and backpropagation during training. This design enables high-quality continuous forecasting using only a small number of fixed rollout steps at inference. Extensive experiments on multiple real-world datasets demonstrate that WrapFlow achieves state-of-the-art performance.

Tianen Shen, Zhengyu Li, Yutong Li +4

Irregular Time-Series Modeling Multivariate Time Series Forecasting Flow Matching Time Series Transformers

Jul 30, 2026cs.AI

HealthCAT: An Interpretable Encoder-only Transformer Framework for Health Indicator Prediction and Temporal Interpretation of Wearable Sensor Data

Wearable sensors continuously capture fine-grained multivariate time-series data, providing opportunities to model behavioural patterns associated with health outcomes. However, existing deep learning methods prioritise predictive accuracy over interpretability, limiting their application in health research. In this study, we present HealthCAT, a flexible framework that integrates an Encoder-only Transformer with an Attentive Class Activation Token (AttentiveCAT) to generate class-specific, time-step-level interpretations. These interpretations can be mapped back onto behavioural cycles that are relevant to the domain (e.g., time-of-day), supporting individual-level analysis of wearable sensor data. We evaluated HealthCAT using two real-world wearable sensor datasets (306 participants in total). HealthCAT outperformed deep learning baselines by up to 17% in F1-score and 12% in accuracy on both datasets (

p<0.05

). In masking experiments, the time steps identified by HealthCAT carried significantly more predictive value than random selection across all masking conditions (

p<0.05

), indicating that the identified time steps are predictively informative. By coupling predictive performance with validated time-step-level interpretability, HealthCAT moves wearable sensor analysis beyond aggregated metrics towards temporal patterns that support health monitoring, behavioural pattern analysis, and intervention design in health research. The significance of this work is that it enables accurate prediction of health indicators from wearable sensor data while providing insights into when and how physical activity patterns occur, rather than relying solely on aggregated summary measures.

Xiaotong Yu, Joshua Y. Kim, HaeJin Lee +1

Transformer Interpretability Explainable Artificial Intelligence Time Series Classification Wearable Health Monitoring Time Series Transformers

Jul 29, 2026cs.LG

Hierarchical Spatio-Temporal Transformer for Coherent Emergency Department Forecasting

Emergency Departments (EDs) are critical access points in healthcare systems, yet they face persistent pressure from unpredictable patient demand, seasonal surges, and non-urgent visits. Effective ED planning requires forecasts at multiple decision-making levels: hospitals need local demand estimates for staffing and bed management, regions require forecasts to coordinate healthcare units, and national authorities need system-wide projections for capacity planning. However, most existing approaches forecast ED demand independently at a single level, ignoring the hierarchy linking hospitals, regions, and national systems. This can produce incoherent predictions, where hospital-level forecasts do not aggregate consistently to regional or national demand. We propose HierSTT, a hierarchical Transformer-based framework for coherent multi-level ED forecasting. HierSTT jointly predicts hospital, regional, and national level demand in a single end-to-end model. A Temporal Fusion Transformer captures national dynamics, while spatio-temporal Transformer encoder-decoder modules model regional and hospital demand conditioned on higher-level forecasts. A coherence-aware loss penalizes cross-level inconsistencies during training. We further introduce a nationwide Portuguese ED dataset covering 81 hospitals across 5 regional health administrations, with heterogeneous covariates at each level. Experiments show that HierSTT reduces average WAPE by 32% relative to the best non-hierarchical deep learning baseline and outperforms all classical hierarchical reconciliation methods, while producing near-coherent predictions across levels. Additional resources associated with this work are available at https://github.com/FilipaLino/HierSTT.

Filipa Lino, Bárbara Tavares, Carlos Santiago +2

Institute for Systems and Robotics, LARSyS, Instituto Superior Técnico, Portugal · NOVA School of Science and Technology, Caparica, Portugal

Time Series Forecasting Spatiotemporal Forecasting Time Series Transformers

Jul 24, 2026stat.ML

Hopformer: Homogeneity-Pursuit Transformer for Time Series Forecasting

Forecasting multiple time-series with high-dimensional covariates presents a core challenge: unifying common temporal patterns while retaining meaningful series-specific information. We introduce Hopformer (Homogeneity-Pursuit Transformer), a two-stage framework that addresses this challenge. In the first stage, we perform a Sparsity Pattern Aggregation (SPA) scheme extracting a common low-variance trend that incorporates the covariates. This acts as a homogenization layer. In the second stage, a LoRA-fine-tuned Transformer models the remaining complex dependencies in the residual. Our method is theoretically grounded. We prove that SPA achieves a near-optimal bias-variance trade-off via an oracle inequality. We also provide generalization bounds for the second stage under dependent time series data. Hopformer sets a new state of the art, improving MASE by an average of 6.56% across synthetic and real-world forecasting benchmarks.

Wan Zhang, Qinjie Lin, Chan Lee +3

The AMSS Center of Forecasting Science, Chinese Academy of Sciences, Beijing, China · Department of Computer Science, Northwestern University, Evanston, IL · Department of Statistics and Data Science, Northwestern University, Evanston, IL +1

Multivariate Time Series Forecasting Time Series Forecasting Time Series Transformers

Jul 24, 2026cs.LG

Optimizing Transformer Neural Network for Real-Time Outlier Detection on FPGAs

In this work, we explore how the inference time of a Transformer Neural Network can be efficiently optimized with applications to real-time anomaly detection in financial time series. The financial time series are price series such as asset prices. Unfortunately, the data is often with errors or outliers that make the downstream data processing tasks useless, unstable or even harmful. Moreover, the amount of financial time-series data has been significantly increasing. Hence, there is a need for better data-cleaning methods in terms of accuracy and in terms of processing speed. Transformers as a neural network architecture have achieved superior performances in many tasks such as Natural Language Processing and Computer Vision. Time series modelling and especially anomaly detection tasks can benefit from the features of transformers architecture in multiple ways, including the capacity to capture long-range dependencies and interactions. Increasingly powerful hardware, such as field-programmable gate arrays (FPGAs), have seen increasing usage in recent years due to their reconfigurability and high performance. They can be efficiently utilized to speed up the computations of the Transformer architecture. We explore different Transformer architectures for time series modelling and how they can be efficiently implemented on an FPGA board (PYNQ-Z2). In particular, we examine the application of Transformers to detect anomalies in time series and we show how they can be efficiently implemented on an FPGA board to minimize latency. The code is available at https://github.com/thxi/icl_thesis

Ilia Sobakinskikh, Paul Alexander Bilokon

Transformer Inference Financial Time Series Time-Series Anomaly Detection FPGA-Based Neural Network Acceleration Time Series Transformers

Jul 18, 2026cs.LG

HyBDM: Multi-Scale Hybrid Experts for Time Series Forecasting with Bidirectional Dependency Modeling

Time series forecasting (TSF) is vital to many applications, yet existing models often struggle to capture the heterogeneous long-range global patterns and short-range local variations in multivariate time series. While some approaches partially model these dependencies, they often do not jointly exploit temporal and feature-wise information. To address this challenge, we propose HyBDM, a multi-scale hybrid model that decomposes temporal dynamics into global patterns and local variations, which are modeled by two specialized experts. The Global Patterns Expert employs an enhanced BiConv-Mamba module that integrates bidirectional convolutions, an M-SSM layer, a forgetting mechanism, and a GDD-MLP module for cross-channel modeling. The Local Variations Expert uses a Local Window Transformer (LWT) to perform efficient locality-aware attention with reduced computational complexity. In addition, a Multi-Scale Patcher and a Long-Short Router enable multi-resolution representations and adaptive fusion of the two experts. Experiments on six benchmark datasets show that HyBDM outperforms state-of-the-art methods in both forecasting accuracy and computational efficiency, demonstrating its effectiveness in bridging global-local dependencies for multivariate TSF.

Wenqiang Ma, Chen Cheng, Xue Cheng +1

Soul of Harlequin Lab

Multivariate Time Series Forecasting Multi-Scale Feature Fusion Mixture-of-Experts Models Time Series Transformers Multiscale Time-Series Modeling

Jul 17, 2026cs.LG

A Benchmark for Electrical Load Forecasting Across Grid Levels: Time-Series Transformers Outperform Established Methods

Accurate load forecasting at multiple grid levels is essential for future smart grids, ranging from aggregated control area forecasts for balancing supply and demand to forecasts of individual end-consumer loads for demand-side management and energy management systems. We present a comprehensive benchmark for load forecasting across grid levels, comprising three datasets that represent a transmission system operator control area, low-voltage grid feeders, and individual end consumers. We evaluate ten methods for short-term load forecasting and find that Transformer-based approaches consistently outperform established methods, reducing forecast error by 6.6-10.7 %. To analyze the impact of architectural design, we introduce YAformer, a flexible Transformer architecture that integrates modifications from prior work and is optimized via hyperparameter optimization. However, the standard Transformer achieves superior performance, suggesting that these architectural modifications are not required for accurate load forecasting. We further evaluate the Transformer-based time-series foundation model Chronos-2, which demonstrates competitive zero-shot performance on two datasets but fails to accurately capture special events in the TSO data. Detailed analyses reveal model-specific strengths and weaknesses, and ablation studies highlight the importance of long input contexts, covariates and continuous retraining - aspects that are often overlooked in the time-series forecasting literature.

Matthias Hertel, Sebastian Pütz, Jonathan Kolar +3

Karlsruhe Institute of Technology, Germany · Helmholtz AI, Germany

Time Series Forecasting Forecasting Benchmarks Electricity Load Forecasting Time Series Transformers Time-Series Foundation Models Power Systems

Jul 15, 2026cs.LG

VAIOM: Continuous-Input, Discrete-Output Decoder-Only Financial Sequence Modeling

Financial observations are continuous, heterogeneous, and noisy, whereas decoder-only next-token models are usually built around discrete symbolic inputs. We introduce Vector-Input Autoregressive Inference for Ordinal-Return Modeling (VAIOM), a decoder-only Transformer for probabilistic next-return modeling on one-hour foreign-exchange bars. VAIOM separates input representation from output likelihood: continuous multivariate financial-event vectors preserve numerical structure at the input, while a categorical distribution over the next volatility-normalized return bucket supports cross-entropy training and likelihood evaluation. The selected 0.9M Hybrid Continuous Input model combines continuous event features with categorical asset metadata, a Mixture-of-Market-States return head, Gap, volatility-regime, and Ordinal auxiliary objectives, and full-sequence supervision. Models and preprocessing are fit using pre-2024 Train data; models are selected on 2024H2 Validation and evaluated without refitting on two 2025 Test periods. Across three independent training seeds, every model outperforms fixed single-bar LightGBM baseline in both Test halves. For the canonical checkpoint, paired gains over LightGBM are 0.029 and 0.043 bits per event. Validation experiments show that continuous input improves over discrete-token input under the same categorical return objective, full-sequence supervision improves over last-position training, and auxiliary representation shaping together with a mixture-structured return head improves return likelihood in controlled comparisons. A supporting capacity study finds that the smallest evaluated complete architecture rung achieves the strongest Validation likelihood on the present corpus.

Yiming Ma, Xinyu Chen

Decoder-Only Language Models Time Series Forecasting Financial Time Series Time Series Transformers Finance Autoregressive Modeling