Papers › Transformers in Time Series: A Survey

Transformers in Time Series: A Survey

15 Feb 2022arXiv:2202.07125archive 2025-07-28

Qingsong Wen, Tian Zhou, Chaoli Zhang, Weiqi Chen, Ziqing Ma, Junchi Yan, Liang Sun

Transformers have achieved superior performances in many tasks in natural language processing and computer vision, which also triggered great interest in the time series community. Among multiple advantages of Transformers, the ability to capture long-range dependencies and interactions is especially attractive for time series modeling, leading to exciting progress in various time series applications. In this paper, we systematically review Transformer schemes for time series modeling by highlighting their strengths as well as limitations. In particular, we examine the development of time series Transformers in two perspectives. From the perspective of network structure, we summarize the adaptations and modifications that have been made to Transformers in order to accommodate the challenges in time series analysis. From the perspective of applications, we categorize time series Transformers based on common tasks including forecasting, anomaly detection, and classification. Empirically, we perform robust analysis, model size analysis, and seasonal-trend decomposition analysis to study how Transformers perform in time series. Finally, we discuss and suggest future directions to provide useful research guidance. To the best of our knowledge, this paper is the first work to comprehensively and systematically summarize the recent advances of Transformers for modeling time series data. We hope this survey will ignite further research interests in time series Transformers.

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qingsongedu/time-series-transformers-review officialmentioned in papermentioned on GitHubMIT report
MAZiqing/FEDformer mentioned on GitHubpytorch report
chengyui/nuwats mentioned on GitHubpytorch report
damo-di-ml/icml2022-fedformer mentioned on GitHubpytorch report
damo-di-ml/neurips2023-one-fits-all mentioned on GitHubpytorch report
damo-di-ml/one_fits_all mentioned on GitHubpytorch report
decisionintelligence/pathformer mentioned on GitHubpytorch report
haochenglouis/robusttsf mentioned on GitHubpytorch report
kimmeen/time-llm mentioned on GitHubpytorchApache-2.0 report
wxie9/card mentioned on GitHubpytorch report
zichuan-liu/contralsp mentioned on GitHubpytorch report

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Anomaly DetectionSurveyTime SeriesTime Series Analysis

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Absolute Position EncodingsAdamAttentionBPEDense ConnectionsDropoutLabel SmoothingLayer NormalizationLinear LayerMulti-Head AttentionPosition-Wise Feed-Forward LayerResidual ConnectionSoftmaxTransformer

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