Scaleformer: Iterative Multi-scale Refining Transformers for Time Series Forecasting
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Abstract (arXiv)
The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time series forecasting models (FEDformer, Autoformer, etc.). By iteratively refining a forecasted time series at multiple scales with shared weights, introducing architecture adaptations, and a specially-designed normalization scheme, we are able to achieve significant performance improvements, from 5.5% to 38.5% across datasets and transformer architectures, with minimal additional computational overhead. Via detailed ablation studies, we demonstrate the effectiveness of each of our contributions across the architecture and methodology. Furthermore, our experiments on various public datasets demonstrate that the proposed improvements outperform their corresponding baseline counterparts. Our code is publicly available in https://github.com/BorealisAI/scaleformer.
Key facts. Cited by 54 papers in the map (data through 7 Oct 2026). Builds on 27 of its 50 references that are in the map. First posted on arXiv 8 Jun 2022.
Builds on
27 of 50 references.
References · 27
- 2019PyTorch: An Imperative Style, High-Performance Deep Learning Librarycited by 20,160
- 2015Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shiftcited by 6,979
- 2020Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecastingcited by 2,141
- 2020Reformer: The Efficient Transformercited by 1,658
- 2021Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecastingcited by 1,654
- 2020Rethinking Attention with Performerscited by 1,584
- 2018An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modelingcited by 1,447
- 2022FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecastingcited by 1,200
- 2017DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networkscited by 1,004
- 2021Multiscale Vision Transformerscited by 896
- 2017Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networkscited by 869
- 2019Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecastingcited by 606
15 more
- 2020A Transformer-based Framework for Multivariate Time Series Representation Learningcited by 449
- 2017A General and Adaptive Robust Loss Functioncited by 236
- 2021Multi-Scale Vision Longformer: A New Vision Transformer for High-Resolution Image Encodingcited by 207
- 2018Multi-level Wavelet-CNN for Image Restorationcited by 184
- 2022FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecastingcited by 147
- 2022N-HiTS: Neural Hierarchical Interpolation for Time Series Forecastingcited by 146
- 2020Deep Transformer Models for Time Series Forecasting: The Influenza Prevalence Casecited by 129
- 2016Hierarchical Multiscale Recurrent Neural Networkscited by 102
- 2016Multi-Scale Convolutional Neural Networks for Time Series Classificationcited by 99
- 2021Hierarchical Transformers Are More Efficient Language Modelscited by 99
- 2019Risk-Averse Trust Region Optimization for Reward-Volatility Reductioncited by 53
- 2022Multi-Scale Adaptive Graph Neural Network for Multivariate Time Series Forecastingcited by 42
- 2022Preformer: Predictive Transformer with Multi-Scale Segment-wise Correlations for Long-Term Time Series Forecastingcited by 23
- 2020Multi-scale Transformer Language Modelscited by 12
- 2021Yformer: U-Net Inspired Transformer Architecture for Far Horizon Time Series Forecastingcited by 11
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Citing papers per year: 2023: 14; 2024: 17; 2025: 15; 2026: 8.
54 papers.
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- 2024TimeMixer: Decomposable Multiscale Mixing for Time Series Forecastingcited by 333
- 2024Pathformer: Multi-scale Transformers with Adaptive Pathways for Time Series Forecastingcited by 102
- 2023Self-Supervised Learning for Time Series Analysis: Taxonomy, Progress, and Prospectscited by 97
- 2024FreDF: Learning to Forecast in the Frequency Domaincited by 77
- 2023Warpformer: A Multi-scale Modeling Approach for Irregular Clinical Time Seriescited by 54
- 2024Medformer: A Multi-Granularity Patching Transformer for Medical Time-Series Classificationcited by 53
- 2023A Survey on Time-Series Pre-Trained Modelscited by 52
- 2023Multi-resolution Time-Series Transformer for Long-term Forecastingcited by 41
- 2025HiMAE: Hierarchical Masked Autoencoders Discover Resolution-Specific Structure in Wearable Time Seriescited by 19
- 2023AutoCast++: Enhancing World Event Prediction with Zero-shot Ranking-based Context Retrievalcited by 18
- 2025Out-of-Distribution Generalization in Time Series: A Surveycited by 15
- 2023HUTFormer: Hierarchical U-Net Transformer for Long-Term Traffic Forecastingcited by 12
38 more
- 2024MSHyper: Multi-Scale Hypergraph Transformer for Long-Range Time Series Forecastingcited by 12
- 2023Revisiting Long-term Time Series Forecasting: An Investigation on Linear Mappingcited by 11
- 2023A Multi-Scale Decomposition MLP-Mixer for Time Series Analysiscited by 10
- 2024Minusformer: Improving Time Series Forecasting by Progressively Learning Residualscited by 10
- 2024MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformercited by 10
- 2024Time-SSM: Simplifying and Unifying State Space Models for Time Series Forecastingcited by 9
- 2025AttenGluco: Multimodal Transformer-Based Blood Glucose Forecasting on AI-READI Datasetcited by 9
- 2026The Forecast After the Forecast: A Post-Processing Shift in Time Seriescited by 9
- 2024Quantformer: from attention to profit with a quantitative transformer trading strategycited by 6
- 2025S4M: S4 for multivariate time series forecasting with Missing valuescited by 6
- 2023A Joint Time-frequency Domain Transformer for Multivariate Time Series Forecastingcited by 5
- 2024Survey and Taxonomy: The Role of Data-Centric AI in Transformer-Based Time Series Forecastingcited by 3
- 2023What Constitutes Good Contrastive Learning in Time-Series Forecasting?cited by 2
- 2024Machine Learning in Short-Reach Optical Systems: A Comprehensive Surveycited by 1
- 2024TwinS: Revisiting Non-Stationarity in Multivariate Time Series Forecastingcited by 1
- 2024Multiple-Resolution Tokenization for Time Series Forecasting with an Application to Pricingcited by 1
- 2025Spatially-Enhanced Temporal Fusion Transformer: Interpretable Multi-Output Prediction for Parametric Dynamical Systems with Time-Varying Inputscited by 1
- 2025STM3: Mixture of Multiscale Mamba for Long-Term Spatio-Temporal Time-Series Predictioncited by 1
- 2025CoSupFormer : A Contrastive Supervised learning approach for EEG signal Classificationcited by 1
- 2023Robust Reinforcement Learning Objectives for Sequential Recommender Systemscited by 0
- 2023Prompting-based Temporal Domain Generalizationcited by 0
- 2023MultiResFormer: Transformer with Adaptive Multi-Resolution Modeling for General Time Series Forecastingcited by 0
- 2023Take an Irregular Route: Enhance the Decoder of Time-Series Forecasting Transformercited by 0
- 2024Boosting MLPs with a Coarsening Strategy for Long-Term Time Series Forecastingcited by 0
- 2024Higher-order Cross-structural Embedding Model for Time Series Analysiscited by 0
- 2024A Wave is Worth 100 Words: Investigating Cross-Domain Transferability in Time Seriescited by 0
- 2024MuSiCNet: A Gradual Coarse-to-Fine Framework for Irregularly Sampled Multivariate Time Series Analysiscited by 0
- 2025MS-DFTVNet:A Long-Term Time Series Prediction Method Based on Multi-Scale Deformable Convolutioncited by 0
- 2025The Power of Architecture: Deep Dive into Transformer Architectures for Long-Term Time Series Forecastingcited by 0
- 2025IEFS-GMB: Gradient Memory Bank-Guided Feature Selection Based on Information Entropy for EEG Classification of Neurological Disorderscited by 0
- 2025GluMind: Multimodal Parallel Attention and Knowledge Retention for Robust Cross-Population Blood Glucose Forecastingcited by 0
- 2025DSAT-HD: Dual-Stream Adaptive Transformer with Hybrid Decomposition for Multivariate Time Series Forecastingcited by 0
- 2025InvDec: Inverted Decoder for Multivariate Time Series Forecasting with Separated Temporal and Variate Modelingcited by 0
- 2025Denoising Refinement Diffusion Models for Simultaneous Generation of Multi-scale Mobile Network Trafficcited by 0
- 2025Cisco Time Series Model Technical Reportcited by 0
- 2026PatchFormer: A Patch-Based Time Series Foundation Model with Hierarchical Masked Reconstruction and Cross-Domain Transfer Learning for Zero-Shot Multi-Horizon Forecastingcited by 0
- 2026Learning Recursive Multi-Scale Representations for Irregular Multivariate Time Series Forecastingcited by 0
- 2026CollideNet: Hierarchical Multi-scale Video Representation Learning with Disentanglement for Time-To-Collision Forecastingcited by 0
50 most cited of 54 All 54 (JSON)
- 2026No Scale Left Behind: Multi-Scale Autoencoder with Bi-directional Attention for Time Series Anomaly Detection29 Sep 2026
- 2026Fracast-0: Fractal Weight Sharing for a Time Series Foundation Model with Only 85K Parameters26 Sep 2026
- 2026Residual-Guided Multi-Resolution Refinement of Foundation Models: A Case Study in Drought Forecasting20 Jul 2026
- 2026RAVEN: A Regime-Aware Variable-context Expert Network for Financial Time Series Forecasting23 Jun 2026
- 2026CollideNet: Hierarchical Multi-scale Video Representation Learning with Disentanglement for Time-To-Collision Forecasting17 Apr 2026
- 2026Learning Recursive Multi-Scale Representations for Irregular Multivariate Time Series Forecasting25 Feb 2026
- 2026PatchFormer: A Patch-Based Time Series Foundation Model with Hierarchical Masked Reconstruction and Cross-Domain Transfer Learning for Zero-Shot Multi-Horizon Forecasting28 Jan 2026
- 2026The Forecast After the Forecast: A Post-Processing Shift in Time Series28 Jan 2026
- 2025Cisco Time Series Model Technical Report25 Nov 2025
- 2025Denoising Refinement Diffusion Models for Simultaneous Generation of Multi-scale Mobile Network Traffic30 Oct 2025
- 2025HiMAE: Hierarchical Masked Autoencoders Discover Resolution-Specific Structure in Wearable Time Series28 Oct 2025
- 2025InvDec: Inverted Decoder for Multivariate Time Series Forecasting with Separated Temporal and Variate Modeling23 Oct 2025
38 more
- 2025DSAT-HD: Dual-Stream Adaptive Transformer with Hybrid Decomposition for Multivariate Time Series Forecasting29 Sep 2025
- 2025CoSupFormer : A Contrastive Supervised learning approach for EEG signal Classification24 Sep 2025
- 2025GluMind: Multimodal Parallel Attention and Knowledge Retention for Robust Cross-Population Blood Glucose Forecasting22 Sep 2025
- 2025IEFS-GMB: Gradient Memory Bank-Guided Feature Selection Based on Information Entropy for EEG Classification of Neurological Disorders18 Sep 2025
- 2025STM3: Mixture of Multiscale Mamba for Long-Term Spatio-Temporal Time-Series Prediction17 Aug 2025
- 2025The Power of Architecture: Deep Dive into Transformer Architectures for Long-Term Time Series Forecasting17 Jul 2025
- 2025MS-DFTVNet:A Long-Term Time Series Prediction Method Based on Multi-Scale Deformable Convolution8 Jun 2025
- 2025Spatially-Enhanced Temporal Fusion Transformer: Interpretable Multi-Output Prediction for Parametric Dynamical Systems with Time-Varying Inputs1 May 2025
- 2025Out-of-Distribution Generalization in Time Series: A Survey18 Mar 2025
- 2025S4M: S4 for multivariate time series forecasting with Missing values2 Mar 2025
- 2025AttenGluco: Multimodal Transformer-Based Blood Glucose Forecasting on AI-READI Dataset14 Feb 2025
- 2024MuSiCNet: A Gradual Coarse-to-Fine Framework for Irregularly Sampled Multivariate Time Series Analysis2 Dec 2024
- 2024A Wave is Worth 100 Words: Investigating Cross-Domain Transferability in Time Series1 Dec 2024
- 2024Higher-order Cross-structural Embedding Model for Time Series Analysis30 Oct 2024
- 2024Survey and Taxonomy: The Role of Data-Centric AI in Transformer-Based Time Series Forecasting29 Jul 2024
- 2024Multiple-Resolution Tokenization for Time Series Forecasting with an Application to Pricing3 Jul 2024
- 2024TwinS: Revisiting Non-Stationarity in Multivariate Time Series Forecasting6 Jun 2024
- 2024Time-SSM: Simplifying and Unifying State Space Models for Time Series Forecasting25 May 2024
- 2024Medformer: A Multi-Granularity Patching Transformer for Medical Time-Series Classification24 May 2024
- 2024TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting23 May 2024
- 2024Boosting MLPs with a Coarsening Strategy for Long-Term Time Series Forecasting6 May 2024
- 2024Machine Learning in Short-Reach Optical Systems: A Comprehensive Survey2 May 2024
- 2024Quantformer: from attention to profit with a quantitative transformer trading strategy30 Mar 2024
- 2024MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer14 Mar 2024
- 2024Pathformer: Multi-scale Transformers with Adaptive Pathways for Time Series Forecasting4 Feb 2024
- 2024FreDF: Learning to Forecast in the Frequency Domain4 Feb 2024
- 2024Minusformer: Improving Time Series Forecasting by Progressively Learning Residuals4 Feb 2024
- 2024MSHyper: Multi-Scale Hypergraph Transformer for Long-Range Time Series Forecasting17 Jan 2024
- 2023Take an Irregular Route: Enhance the Decoder of Time-Series Forecasting Transformer10 Dec 2023
- 2023MultiResFormer: Transformer with Adaptive Multi-Resolution Modeling for General Time Series Forecasting30 Nov 2023
- 2023Multi-resolution Time-Series Transformer for Long-term Forecasting7 Nov 2023
- 2023A Multi-Scale Decomposition MLP-Mixer for Time Series Analysis18 Oct 2023
- 2023Prompting-based Temporal Domain Generalization3 Oct 2023
- 2023AutoCast++: Enhancing World Event Prediction with Zero-shot Ranking-based Context Retrieval3 Oct 2023
- 2023HUTFormer: Hierarchical U-Net Transformer for Long-Term Traffic Forecasting27 Jul 2023
- 2023What Constitutes Good Contrastive Learning in Time-Series Forecasting?21 Jun 2023
- 2023Self-Supervised Learning for Time Series Analysis: Taxonomy, Progress, and Prospects16 Jun 2023
- 2023Warpformer: A Multi-scale Modeling Approach for Irregular Clinical Time Series14 Jun 2023
50 newest of 54 All 54 (JSON)
- 2024TimeMixer: Decomposable Multiscale Mixing for Time Series Forecastingcited by 333
- 2024Pathformer: Multi-scale Transformers with Adaptive Pathways for Time Series Forecastingcited by 102
- 2023Self-Supervised Learning for Time Series Analysis: Taxonomy, Progress, and Prospectscited by 97
- 2024FreDF: Learning to Forecast in the Frequency Domaincited by 77
- 2023Warpformer: A Multi-scale Modeling Approach for Irregular Clinical Time Seriescited by 54
- 2024Medformer: A Multi-Granularity Patching Transformer for Medical Time-Series Classificationcited by 53
- 2023A Survey on Time-Series Pre-Trained Modelscited by 52
- 2023Multi-resolution Time-Series Transformer for Long-term Forecastingcited by 41
- 2025HiMAE: Hierarchical Masked Autoencoders Discover Resolution-Specific Structure in Wearable Time Seriescited by 19
- 2023AutoCast++: Enhancing World Event Prediction with Zero-shot Ranking-based Context Retrievalcited by 18
- 2025Out-of-Distribution Generalization in Time Series: A Surveycited by 15
- 2023HUTFormer: Hierarchical U-Net Transformer for Long-Term Traffic Forecastingcited by 12
12 most cited of 52 All 52 (JSON)
- 2026No Scale Left Behind: Multi-Scale Autoencoder with Bi-directional Attention for Time Series Anomaly Detection29 Sep 2026
- 2026Fracast-0: Fractal Weight Sharing for a Time Series Foundation Model with Only 85K Parameters26 Sep 2026
- 2026Residual-Guided Multi-Resolution Refinement of Foundation Models: A Case Study in Drought Forecasting20 Jul 2026
- 2026RAVEN: A Regime-Aware Variable-context Expert Network for Financial Time Series Forecasting23 Jun 2026
- 2026CollideNet: Hierarchical Multi-scale Video Representation Learning with Disentanglement for Time-To-Collision Forecasting17 Apr 2026
- 2026Learning Recursive Multi-Scale Representations for Irregular Multivariate Time Series Forecasting25 Feb 2026
- 2026PatchFormer: A Patch-Based Time Series Foundation Model with Hierarchical Masked Reconstruction and Cross-Domain Transfer Learning for Zero-Shot Multi-Horizon Forecasting28 Jan 2026
- 2026The Forecast After the Forecast: A Post-Processing Shift in Time Series28 Jan 2026
- 2025Cisco Time Series Model Technical Report25 Nov 2025
- 2025HiMAE: Hierarchical Masked Autoencoders Discover Resolution-Specific Structure in Wearable Time Series28 Oct 2025
- 2025InvDec: Inverted Decoder for Multivariate Time Series Forecasting with Separated Temporal and Variate Modeling23 Oct 2025
- 2025DSAT-HD: Dual-Stream Adaptive Transformer with Hybrid Decomposition for Multivariate Time Series Forecasting29 Sep 2025
12 newest of 52 All 52 (JSON)