# Breaking the Context Bottleneck on Long Time Series Forecasting

arXiv: https://arxiv.org/abs/2412.16572 · HTML: https://mlsanity.com/paper/2412.16572/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 32 of its 55 references that are in the map.
- First posted on arXiv 21 Dec 2024.

## Builds on (most cited first, 30 of 32)

- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Reformer: The Efficient Transformer](https://mlsanity.com/paper/2001.04451/) (2020)
- [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)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Multiscale Vision Transformers](https://mlsanity.com/paper/2104.11227/) (2021)
- [CrossViT: Cross-Attention Multi-Scale Vision Transformer for Image Classification](https://mlsanity.com/paper/2103.14899/) (2021)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [MViTv2: Improved Multiscale Vision Transformers for Classification and Detection](https://mlsanity.com/paper/2112.01526/) (2021)
- [Transformers in Time Series: A Survey](https://mlsanity.com/paper/2202.07125/) (2022)
- [Pyramid Stereo Matching Network](https://mlsanity.com/paper/1803.08669/) (2018)
- [Cascade Cost Volume for High-Resolution Multi-View Stereo and Stereo Matching](https://mlsanity.com/paper/1912.06378/) (2019)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [End-to-End Learning of Geometry and Context for Deep Stereo Regression](https://mlsanity.com/paper/1703.04309/) (2017)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019](https://mlsanity.com/paper/1911.13288/) (2019)
- [Group-wise Correlation Stereo Network](https://mlsanity.com/paper/1903.04025/) (2019)
- [MeMViT: Memory-Augmented Multiscale Vision Transformer for Efficient Long-Term Video Recognition](https://mlsanity.com/paper/2201.08383/) (2022)
- [Point-Based Multi-View Stereo Network](https://mlsanity.com/paper/1908.04422/) (2019)
- [FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting](https://mlsanity.com/paper/2205.08897/) (2022)
- [MPViT: Multi-Path Vision Transformer for Dense Prediction](https://mlsanity.com/paper/2112.11010/) (2021)
- [DPSNet: End-to-end Deep Plane Sweep Stereo](https://mlsanity.com/paper/1905.00538/) (2019)
- [Multi-Scale High-Resolution Vision Transformer for Semantic Segmentation](https://mlsanity.com/paper/2111.01236/) (2021)
- [AA-RMVSNet: Adaptive Aggregation Recurrent Multi-view Stereo Network](https://mlsanity.com/paper/2108.03824/) (2021)
- [Deep Learning for Time Series Forecasting: The Electric Load Case](https://mlsanity.com/paper/1907.09207/) (2019)
- [Long-Term Mobile Traffic Forecasting Using Deep Spatio-Temporal Neural Networks](https://mlsanity.com/paper/1712.08083/) (2017)

## Abstract (arXiv)

Long-term time-series forecasting is essential for planning and decision-making in economics, energy, and transportation, where long foresight is required. To obtain such long foresight, models must be both efficient and effective in processing long sequence. Recent advancements have enhanced the efficiency of these models; however, the challenge of effectively leveraging longer sequences persists. This is primarily due to the tendency of these models to overfit when presented with extended inputs, necessitating the use of shorter input lengths to maintain tolerable error margins. In this work, we investigate the multiscale modeling method and propose the Logsparse Decomposable Multiscaling (LDM) framework for the efficient and effective processing of long sequences. We demonstrate that by decoupling patterns at different scales in time series, we can enhance predictability by reducing non-stationarity, improve efficiency through a compact long input representation, and simplify the architecture by providing clear task assignments. Experimental results demonstrate that LDM not only outperforms all baselines in long-term forecasting benchmarks, but also reducing both training time and memory costs.