# Are Data Embeddings effective in time series forecasting?

arXiv: https://arxiv.org/abs/2505.20716 · HTML: https://mlsanity.com/paper/2505.20716/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 13 of its 23 references that are in the map.
- First posted on arXiv 27 May 2025.

## Builds on (most cited first, 13 of 13)

- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Time-LLM: Time Series Forecasting by Reprogramming Large Language Models](https://mlsanity.com/paper/2310.01728/) (2023)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [ETSformer: Exponential Smoothing Transformers for Time-series Forecasting](https://mlsanity.com/paper/2202.01381/) (2022)
- [SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion](https://mlsanity.com/paper/2404.14197/) (2024)
- [ContiFormer: Continuous-Time Transformer for Irregular Time Series Modeling](https://mlsanity.com/paper/2402.10635/) (2024)
- [Minusformer: Improving Time Series Forecasting by Progressively Learning Residuals](https://mlsanity.com/paper/2402.02332/) (2024)
- [Times2D: Multi-Period Decomposition and Derivative Mapping for General Time Series Forecasting](https://mlsanity.com/paper/2504.00118/) (2025)
- [EDformer: Embedded Decomposition Transformer for Interpretable Multivariate Time Series Predictions](https://mlsanity.com/paper/2412.12227/) (2024)
- [LiNo: Advancing Recursive Residual Decomposition of Linear and Nonlinear Patterns for Robust Time Series Forecasting](https://mlsanity.com/paper/2410.17159/) (2024)
- [VarDrop: Enhancing Training Efficiency by Reducing Variate Redundancy in Periodic Time Series Forecasting](https://mlsanity.com/paper/2501.14183/) (2025)

## Built on by (most cited first, 1 of 1)

- [TimeGuard: Channel-wise Pool Training for Backdoor Defense in Time Series Forecasting](https://mlsanity.com/paper/2605.22365/) (2026)

## Abstract (arXiv)

Time series forecasting plays a crucial role in many real-world applications, and numerous complex forecasting models have been proposed in recent years. Despite their architectural innovations, most state-of-the-art models report only marginal improvements -- typically just a few thousandths in standard error metrics. These models often incorporate complex data embedding layers to transform raw inputs into higher-dimensional representations to enhance accuracy. But are data embedding techniques actually effective in time series forecasting? Through extensive ablation studies across fifteen state-of-the-art models and four benchmark datasets, we find that removing data embedding layers from many state-of-the-art models does not degrade forecasting performance. In many cases, it improves both accuracy and computational efficiency. The gains from removing embedding layers often exceed the performance differences typically reported between competing models. Code available at: https://github.com/neuripsdataembedidng/DataEmbedding