SETTer is a transformer-based model designed for long‑term multivariate time‑series forecasting. It introduces decoupled self‑attention and hybrid masking to better handle high dimensionality and complex relationships, while adding explainable structures to highlight discriminative patterns. Experiments on real‑world benchmarks show that SETTer outperforms state‑of‑the‑art models in 88% of scenarios.
By Abraham Ezema, Chijioke Eze, Ferdinanda Ponci, Antonello Monti
arXiv:2607. 02344v1 Announce Type: cross Abstract: Transformer architectures have shown strong potential in time series forecasting, where multi-head self-attention is widely used to capture temporal dependencies across historical timestamps.
By Dezheng Wang, Tong Chen, Wei Yuan, Congyan Chen, Shihua Li, Hongzhi Yin
arXiv:2608. 08675v1 Announce Type: new Abstract: Long-term time series forecasting benefits from preserving global structure such as trends and seasonality.
By Xuan-May Le, Minh-Tuan Tran, Ling Luo, Uwe Aickelin, Dinh Phung, Trung Le
arXiv:2606. 10678v1 Announce Type: new Abstract: Transformer-based models have emerged as leading paradigms in time-series forecasting in recent years, employing self-attention mechanisms to capture long-range dependencies.
By Amrijit Biswas, Mustafa Kamal, Robin Krambroeckers, M. M. Lutfe Elahi, Sifat Momen, Nabeel Mohammed, Shafin Rahman
arXiv:2503. 24007v4 Announce Type: replace-cross Abstract: In time series forecasting, covariates represent external factors that influence target variables.
By Yosuke Yamaguchi, Issei Suemitsu, Wenpeng Wei
SETTer is a transformer-based model designed for long‑term multivariate time‑series forecasting. It introduces decoupled self‑attention and hybrid masking to better capture short‑ and long‑term patterns across time and channel dimensions, while adding simple explainable structures to highlight discriminative patterns. Experiments on real‑world benchmarks show that a single‑layer SETTer outperforms state‑of‑the‑art models in 88% of scenarios.