Long-term Forecasting using Higher Order Tensor RNNs
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Abstract (arXiv)
We present Higher-Order Tensor RNN (HOT-RNN), a novel family of neural sequence architectures for multivariate forecasting in environments with nonlinear dynamics. Long-term forecasting in such systems is highly challenging, since there exist long-term temporal dependencies, higher-order correlations and sensitivity to error propagation. Our proposed recurrent architecture addresses these issues by learning the nonlinear dynamics directly using higher-order moments and higher-order state transition functions. Furthermore, we decompose the higher-order structure using the tensor-train decomposition to reduce the number of parameters while preserving the model performance. We theoretically establish the approximation guarantees and the variance bound for HOT-RNN for general sequence inputs. We also demonstrate 5% ~ 12% improvements for long-term prediction over general RNN and LSTM architectures on a range of simulated environments with nonlinear dynamics, as well on real-world time series data.
Key facts. Cited by 34 papers in the map (data through 14 Oct 2026). First posted on arXiv 31 Oct 2017.
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Citing papers per year: 2021: 12; 2022: 10; 2023: 3; 2024: 4; 2025: 3; 2026: 2.
34 papers.
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- 2021Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecastingcited by 1,676
- 2022Non-stationary Transformers: Exploring the Stationarity in Time Series Forecastingcited by 391
- 2021Chaos as an interpretable benchmark for forecasting and data-driven modellingcited by 88
- 2021Granger Causality: A Review and Recent Advancescited by 63
- 2021Traffic Flow Forecasting with Spatial-Temporal Graph Diffusion Networkcited by 52
- 2021Network of Tensor Time Seriescited by 32
- 2021Enabling Lightweight Fine-tuning for Pre-trained Language Model Compression based on Matrix Product Operatorscited by 29
- 2021QTN-VQC: An End-to-End Learning framework for Quantum Neural Networkscited by 27
- 2022FECAM: Frequency Enhanced Channel Attention Mechanism for Time Series Forecastingcited by 15
- 2022Exploiting Low-Rank Tensor-Train Deep Neural Networks Based on Riemannian Gradient Descent With Illustrations of Speech Processingcited by 10
- 2021MixSeq: Connecting Macroscopic Time Series Forecasting with Microscopic Time Series Datacited by 9
- 2021TCCT: Tightly-Coupled Convolutional Transformer on Time Series Forecastingcited by 8
22 more
- 2024Guaranteed Nonconvex Factorization Approach for Tensor Train Recoverycited by 8
- 2021Higher Order Recurrent Space-Time Transformer for Video Action Predictioncited by 6
- 2021Tensor-Train Recurrent Neural Networks for Interpretable Multi-Way Financial Forecastingcited by 6
- 2025LETS Forecast: Learning Embedology for Time Series Forecastingcited by 6
- 2022Video Anomaly Detection via Prediction Network with Enhanced Spatio-Temporal Memory Exchangecited by 5
- 2025A Scalable Factorization Approach for High-Order Structured Tensor Recoverycited by 4
- 2022Towards Better Long-range Time Series Forecasting using Generative Forecastingcited by 3
- 2024WEITS: A Wavelet-enhanced residual framework for interpretable time series forecastingcited by 3
- 2022NVIDIA-UNIBZ Submission for EPIC-KITCHENS-100 Action Anticipation Challenge 2022cited by 2
- 2022Granger Causality using Neural Networkscited by 2
- 2023Hierarchical Joint Graph Learning and Multivariate Time Series Forecastingcited by 2
- 2023Boosting Defect Detection in Manufacturing using Tensor Convolutional Neural Networkscited by 2
- 2024Leveraging 2D Information for Long-term Time Series Forecasting with Vanilla Transformerscited by 2
- 2022Error Analysis of Tensor-Train Cross Approximationcited by 1
- 2022Temporal Saliency Detection Towards Explainable Transformer-based Timeseries Forecastingcited by 1
- 2022Inductive Attention for Video Action Anticipationcited by 1
- 2024conv_einsum: A Framework for Representation and Fast Evaluation of Multilinear Operations in Convolutional Tensorial Neural Networkscited by 1
- 2021Towards Better Long-range Time Series Forecasting using Generative Adversarial Networkscited by 0
- 2023Scaling Pre-trained Language Models to Deeper via Parameter-efficient Architecturecited by 0
- 2025CANet: ChronoAdaptive Network for Enhanced Long-Term Time Series Forecasting under Non-Stationaritycited by 0
- 2026FISformer: Replacing Self-Attention with a Fuzzy Inference System in Transformer Models for Time Series Forecastingcited by 0
- 2026Feature to Dynamics: Feature-space to Autoregression strategy for Zero-shot Time Series Forecastingcited by 0
- 2026Feature to Dynamics: Feature-space to Autoregression strategy for Zero-shot Time Series Forecasting31 May 2026
- 2026FISformer: Replacing Self-Attention with a Fuzzy Inference System in Transformer Models for Time Series Forecasting23 Mar 2026
- 2025A Scalable Factorization Approach for High-Order Structured Tensor Recovery19 Jun 2025
- 2025LETS Forecast: Learning Embedology for Time Series Forecasting6 Jun 2025
- 2025CANet: ChronoAdaptive Network for Enhanced Long-Term Time Series Forecasting under Non-Stationarity24 Apr 2025
- 2024Leveraging 2D Information for Long-term Time Series Forecasting with Vanilla Transformers22 May 2024
- 2024WEITS: A Wavelet-enhanced residual framework for interpretable time series forecasting17 May 2024
- 2024conv_einsum: A Framework for Representation and Fast Evaluation of Multilinear Operations in Convolutional Tensorial Neural Networks7 Jan 2024
- 2024Guaranteed Nonconvex Factorization Approach for Tensor Train Recovery5 Jan 2024
- 2023Boosting Defect Detection in Manufacturing using Tensor Convolutional Neural Networks29 Dec 2023
- 2023Hierarchical Joint Graph Learning and Multivariate Time Series Forecasting21 Nov 2023
- 2023Scaling Pre-trained Language Models to Deeper via Parameter-efficient Architecture27 Mar 2023
22 more
- 2022Inductive Attention for Video Action Anticipation17 Dec 2022
- 2022Temporal Saliency Detection Towards Explainable Transformer-based Timeseries Forecasting15 Dec 2022
- 2022Towards Better Long-range Time Series Forecasting using Generative Forecasting9 Dec 2022
- 2022FECAM: Frequency Enhanced Channel Attention Mechanism for Time Series Forecasting2 Dec 2022
- 2022Granger Causality using Neural Networks7 Aug 2022
- 2022Error Analysis of Tensor-Train Cross Approximation9 Jul 2022
- 2022Video Anomaly Detection via Prediction Network with Enhanced Spatio-Temporal Memory Exchange26 Jun 2022
- 2022NVIDIA-UNIBZ Submission for EPIC-KITCHENS-100 Action Anticipation Challenge 202222 Jun 2022
- 2022Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting28 May 2022
- 2022Exploiting Low-Rank Tensor-Train Deep Neural Networks Based on Riemannian Gradient Descent With Illustrations of Speech Processing11 Mar 2022
- 2021MixSeq: Connecting Macroscopic Time Series Forecasting with Microscopic Time Series Data27 Oct 2021
- 2021Towards Better Long-range Time Series Forecasting using Generative Adversarial Networks17 Oct 2021
- 2021Chaos as an interpretable benchmark for forecasting and data-driven modelling11 Oct 2021
- 2021Traffic Flow Forecasting with Spatial-Temporal Graph Diffusion Network8 Oct 2021
- 2021QTN-VQC: An End-to-End Learning framework for Quantum Neural Networks6 Oct 2021
- 2021TCCT: Tightly-Coupled Convolutional Transformer on Time Series Forecasting29 Aug 2021
- 2021Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting24 Jun 2021
- 2021Enabling Lightweight Fine-tuning for Pre-trained Language Model Compression based on Matrix Product Operators4 Jun 2021
- 2021Tensor-Train Recurrent Neural Networks for Interpretable Multi-Way Financial Forecasting11 May 2021
- 2021Granger Causality: A Review and Recent Advances5 May 2021
- 2021Higher Order Recurrent Space-Time Transformer for Video Action Prediction17 Apr 2021
- 2021Network of Tensor Time Series15 Feb 2021
- 2021Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecastingcited by 1,676
- 2022Non-stationary Transformers: Exploring the Stationarity in Time Series Forecastingcited by 391
- 2021Chaos as an interpretable benchmark for forecasting and data-driven modellingcited by 88
- 2021Granger Causality: A Review and Recent Advancescited by 63
- 2021Traffic Flow Forecasting with Spatial-Temporal Graph Diffusion Networkcited by 52
- 2021Network of Tensor Time Seriescited by 32
- 2021Enabling Lightweight Fine-tuning for Pre-trained Language Model Compression based on Matrix Product Operatorscited by 29
- 2021QTN-VQC: An End-to-End Learning framework for Quantum Neural Networkscited by 27
- 2022FECAM: Frequency Enhanced Channel Attention Mechanism for Time Series Forecastingcited by 15
- 2022Exploiting Low-Rank Tensor-Train Deep Neural Networks Based on Riemannian Gradient Descent With Illustrations of Speech Processingcited by 10
- 2021MixSeq: Connecting Macroscopic Time Series Forecasting with Microscopic Time Series Datacited by 9
- 2021TCCT: Tightly-Coupled Convolutional Transformer on Time Series Forecastingcited by 8
12 most cited of 34 All 34 (JSON)
- 2026Feature to Dynamics: Feature-space to Autoregression strategy for Zero-shot Time Series Forecasting31 May 2026
- 2026FISformer: Replacing Self-Attention with a Fuzzy Inference System in Transformer Models for Time Series Forecasting23 Mar 2026
- 2025A Scalable Factorization Approach for High-Order Structured Tensor Recovery19 Jun 2025
- 2025LETS Forecast: Learning Embedology for Time Series Forecasting6 Jun 2025
- 2025CANet: ChronoAdaptive Network for Enhanced Long-Term Time Series Forecasting under Non-Stationarity24 Apr 2025
- 2024Leveraging 2D Information for Long-term Time Series Forecasting with Vanilla Transformers22 May 2024
- 2024WEITS: A Wavelet-enhanced residual framework for interpretable time series forecasting17 May 2024
- 2024conv_einsum: A Framework for Representation and Fast Evaluation of Multilinear Operations in Convolutional Tensorial Neural Networks7 Jan 2024
- 2024Guaranteed Nonconvex Factorization Approach for Tensor Train Recovery5 Jan 2024
- 2023Boosting Defect Detection in Manufacturing using Tensor Convolutional Neural Networks29 Dec 2023
- 2023Hierarchical Joint Graph Learning and Multivariate Time Series Forecasting21 Nov 2023
- 2023Scaling Pre-trained Language Models to Deeper via Parameter-efficient Architecture27 Mar 2023
12 newest of 34 All 34 (JSON)