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.

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DSTNet: Dynamic Spectral Trajectory Network for Causal Multi-Horizon Financial Forecasting
Oct 7, 2026Aashish Bohra, Lokendra VishwakarmFinancial Forecasting Time Series Forecasting
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
Transformer-Based Time-Series Inference of Lindblad Dynamics in Open Quantum Systems
Oct 5, 2026Julian Guam, Jianqing LiuQuantum System Identification System Identification
Department of Computer Science, North Carolina State University, Raleigh, NC
STCFormer: Adaptive Spatio-Temporal Modeling with Dynamic Cluster Transformer for Station-based Weather Forecasting
Sep 30, 2026Rongwen Li, Haixin Xie, Mingyang Wang +5Multivariate Time Series Forecasting Clustering
Hunan University · China Meteorological Administration · Hunan Provincial Meteorological Bureau
Association profile conditioning in a set-temporal transformer for cross-session intracortical motor decoding
Sep 30, 2026Xinyuan Zhang, Handong Mo, Pengfei Wen +5Transformer Neural Decoding
The University of Hong Kong, Hong Kong SAR, China · Southern University of Science and Technology, Shenzhen, China
Universality and Generalization of Causal Transformers Across Context Lengths
Sep 28, 2026Takashi Furuya, Maarten V. de Hoop, Gabriel PeyréNeural Network Generalization Transformer Expressivity
Doshisha University, RIKEN AIP · Rice University · CNRS, ENS, PSL Université
AI-based detection of worsening heart failure from low-resolution telemonitoring data
Sep 24, 2026Erik Aerts, Yinan Yu, Annika Rosengren +5Time Series Transformers Anomaly Detection
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
Evaluating Accuracy and Probabilistic Reliability of Zero-Shot Time Series Foundation Models
Sep 22, 2026Panagiotis Michael, Moysis Symeonides, Demetris TrihinasZero-Shot Time Series Forecasting Time Series Transformers
Department of Computer Science, University of Nicosia, Cyprus · Department of Computer Science, University of Cyprus, Cyprus
SETTer: Sparse-Encoder Transformer for Long-term Multivariate Time Series Forecasting
Sep 17, 2026Abraham Ezema, Chijioke Eze, Ferdinanda Ponci +1Multivariate Time Series Forecasting Long-Term Time Series Forecasting
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
On the role of the tokenizer in ECG transformer models
Sep 14, 2026Jiawei Li, Fabio Bonassi, Johan Sundström +2Electrocardiogram Classification Time Series Transformers
Uppsala University, Uppsala, Sweden · Scilifelab, Uppsala, Sweden
TempTPI: Informer-Based trajectory prediction for maritime vessels
Sep 9, 2026Kevin Ferneding, Veronika Lietavcova, Aleksandra M. Blachowiak +1Vessel Trajectory Prediction Time Series Transformers
Technical University of Denmark Anker Engelunds Vej 101 2800 Kongens Lyngby, Denmark
Seasonality-Aware Hybrid Convolutional Transformer for Antarctic Sea Ice Concentration Forecasting
Aug 31, 2026Danyang Li, John Taylor, Thang Bui +1Hybrid CNN-Transformer Architectures Time Series Forecasting
School of Computer Science, Australian National University, Canberra, ACT 2601, Australia · Yau Mathematical Sciences Center, Tsinghua University, Beijing, China
Beat-Synchronous Tokenization for ECG Transformers
Aug 31, 2026Ahmed Sameh, Nolan Wilson, Max Enderlein +1Electrocardiography Electrocardiogram Classification
Computer Science & Engineering, University of Minnesota Twin Cities, Minneapolis, MN 55455, USA.
INTERVenE: Temporal-Abstraction-Interval Based Transformers for Short-Horizon Medical Event Prediction
Aug 30, 2026Shahar Oded, Yuval ShaharEvent Time Prediction Interpretable ML
The Stein Faculty of Computer and Information Science, Ben-Gurion University of the Negev, Beer-Sheva, Israel
A Multidimensional Data-Driven Hybrid Transformer Framework for Non-invasive Continuous Blood Pressure Prediction
Aug 24, 2026Yuexin Ma, Jingqi Hou, Yuxuan Kang +1Wearable Health Monitoring Time Series Transformers
College of Computer Science, Beijing University of Technology, Beijing, China
Rethinking Patch Based Multivariate Time Series Forecasting with Semantic Structured Partitioning
Aug 20, 2026Zhiquan Huang, Jiazhe Wang, Linjing Xue +3Multivariate Time Series Forecasting Time Series Forecasting
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
QFCQT: A Chaotically Gated Quantformer Framework for Volatile Time-Series Forecasting
Aug 7, 2026Junkai Lin, Siqi Hou, Raymond LeeMultivariate Time Series Forecasting Time Series Forecasting
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
Timestep-Conditioned Transformers for Global Weather Forecasting
Aug 6, 2026Sam Levang, Fran Bartolic, Ty Dickinson +3Time Series Forecasting Probabilistic Forecasting
Salient
Is Self-Pretraining really useful to improve diagnosis in medical Time Series?
Aug 6, 2026Omar Coser, Antonio Orvieto, Paolo Soda +1Time Series Classification Self-Supervised Time Series Representation Learning
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
Spatiotemporal Graph Transformer for Traffic Intelligence in Edge Computing
Aug 4, 2026Laha Ale, Letian Lin, Na Cao +2Edge Computing Traffic Forecasting
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
Forecasting Revenue with its Customer-Base Drivers: When and Why Coordination Helps
Aug 3, 2026Kyeongbin Kim, Daniel McCarthy, Dokyun LeeMultivariate Time Series Forecasting Financial Forecasting
University of Wisconsin–Madison · University of Maryland · Boston University
Evaluating Forecasting Techniques for Hardware Errors on a Large-scale HPC System
Aug 3, 2026Kaiyuan Liao, Xiwei Xuan, Tanwi Mallick +3High-Performance Computing Time Series Forecasting
Department of Computer Science, University of California, Davis, USA · Argonne National Laboratory, Lemont, IL, USA · Rensselaer Polytechnic Institute, Troy, NY, USA
Causal Discovery with Inverted Self-attention for Multivariate Time Series
Jul 30, 2026Yusen Liu, Yong Wang, Yifan Yin +3Time-Series Causal Discovery Causal Discovery
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
Enhancing Irregular Time Series Forecasting with Continuous-Time Modeling Framework
Jul 30, 2026Tianen Shen, Zhengyu Li, Yutong Li +4Irregular Time-Series Modeling Multivariate Time Series Forecasting
HealthCAT: An Interpretable Encoder-only Transformer Framework for Health Indicator Prediction and Temporal Interpretation of Wearable Sensor Data
Jul 30, 2026Xiaotong Yu, Joshua Y. Kim, HaeJin Lee +1Transformer Interpretability Explainable Artificial Intelligence
Hierarchical Spatio-Temporal Transformer for Coherent Emergency Department Forecasting
Jul 29, 2026Filipa Lino, Bárbara Tavares, Carlos Santiago +2Time Series Forecasting Spatiotemporal Forecasting
Institute for Systems and Robotics, LARSyS, Instituto Superior Técnico, Portugal · NOVA School of Science and Technology, Caparica, Portugal
Hopformer: Homogeneity-Pursuit Transformer for Time Series Forecasting
Jul 24, 2026Wan Zhang, Qinjie Lin, Chan Lee +3Multivariate Time Series Forecasting Time Series Forecasting
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
Optimizing Transformer Neural Network for Real-Time Outlier Detection on FPGAs
Jul 24, 2026Ilia Sobakinskikh, Paul Alexander BilokonTransformer Inference Financial Time Series
HyBDM: Multi-Scale Hybrid Experts for Time Series Forecasting with Bidirectional Dependency Modeling
Jul 18, 2026Wenqiang Ma, Chen Cheng, Xue Cheng +1Multivariate Time Series Forecasting Multi-Scale Feature Fusion
Soul of Harlequin Lab
A Benchmark for Electrical Load Forecasting Across Grid Levels: Time-Series Transformers Outperform Established Methods
Jul 17, 2026Matthias Hertel, Sebastian Pütz, Jonathan Kolar +3Time Series Forecasting Forecasting Benchmarks
Karlsruhe Institute of Technology, Germany · Helmholtz AI, Germany
VAIOM: Continuous-Input, Discrete-Output Decoder-Only Financial Sequence Modeling
Jul 15, 2026Yiming Ma, Xinyu ChenDecoder-Only Language Models Time Series Forecasting

Oct 7, 2026, cs.LGJ/K move · Enter open · S save

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

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

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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.

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