# Spatiotemporal-Linear: Towards Universal Multivariate Time Series Forecasting

arXiv: https://arxiv.org/abs/2312.14869 · HTML: https://mlsanity.com/paper/2312.14869/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 19 of its 33 references that are in the map.
- First posted on arXiv 22 Dec 2023.

## Builds on (most cited first, 19 of 19)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling](https://mlsanity.com/paper/1412.3555/) (2014)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [A Survey on Visual Transformer](https://mlsanity.com/paper/2012.12556/) (2020)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [Temporal Convolutional Networks for Action Segmentation and Detection](https://mlsanity.com/paper/1611.05267/) (2016)
- [Transformers in Time Series: A Survey](https://mlsanity.com/paper/2202.07125/) (2022)
- [Time Series Forecasting With Deep Learning: A Survey](https://mlsanity.com/paper/2004.13408/) (2020)
- [Spatial-Temporal Transformer Networks for Traffic Flow Forecasting](https://mlsanity.com/paper/2001.02908/) (2020)
- [PoseFormerV2: Exploring Frequency Domain for Efficient and Robust 3D Human Pose Estimation](https://mlsanity.com/paper/2303.17472/) (2023)
- [Long-Range Transformers for Dynamic Spatiotemporal Forecasting](https://mlsanity.com/paper/2109.12218/) (2021)
- [Joint Attention in Autonomous Driving (JAAD)](https://mlsanity.com/paper/1609.04741/) (2016)
- [Part Aware Contrastive Learning for Self-Supervised Action Recognition](https://mlsanity.com/paper/2305.00666/) (2023)
- [Parallel Spatio-Temporal Attention-Based TCN for Multivariate Time Series Prediction](https://mlsanity.com/paper/2203.00971/) (2022)

## Abstract (arXiv)

Within the field of complicated multivariate time series forecasting (TSF), popular techniques frequently rely on intricate deep learning architectures, ranging from transformer-based designs to recurrent neural networks. However, recent findings suggest that simple Linear models can surpass sophisticated constructs on diverse datasets. These models directly map observation to multiple future time steps, thereby minimizing error accumulation in iterative multi-step prediction. Yet, these models fail to incorporate spatial and temporal information within the data, which is critical for capturing patterns and dependencies that drive insightful predictions. This oversight often leads to performance bottlenecks, especially under specific sequence lengths and dataset conditions, preventing their universal application. In response, we introduce the SpatioTemporal-Linear (STL) framework. STL seamlessly integrates time-embedded and spatially-informed bypasses to augment the Linear-based architecture. These extra routes offer a more robust and refined regression to the data, particularly when the amount of observation is limited and the capacity of simple linear layers to capture dependencies declines. Empirical evidence highlights STL's prowess, outpacing both Linear and Transformer benchmarks across varied observation and prediction durations and datasets. Such robustness accentuates its suitability across a spectrum of applications, including but not limited to, traffic trajectory and rare disease progression forecasting. Through this discourse, we not only validate the STL's distinctive capacities to become a more general paradigm in multivariate time-series prediction using deep-learning techniques but also stress the need to tackle data-scarce prediction scenarios for universal application. Code will be made available.