PENGUIN: Enhancing Transformer with Periodic-Nested Group Attention for Long-term Time Series Forecasting
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Abstract (arXiv)
Despite advances in the Transformer architecture, their effectiveness for long-term time series forecasting (LTSF) remains controversial. In this paper, we investigate the potential of integrating explicit periodicity modeling into the self-attention mechanism to enhance the performance of Transformer-based architectures for LTSF. Specifically, we propose PENGUIN, a simple yet effective periodic-nested group attention mechanism. Our approach introduces a periodic-aware relative attention bias to directly capture periodic structures and a grouped multi-query attention mechanism to handle multiple coexisting periodicities (e.g., daily and weekly cycles) within time series data. Extensive experiments across diverse benchmarks demonstrate that PENGUIN consistently outperforms both MLP-based and Transformer-based models. Code is available at https://github.com/ysygMhdxw/AISTATS2026_PENGUIN.
Key facts. Cited by 3 papers in the map (data through 14 Oct 2026). Builds on 36 of its 65 references that are in the map. First posted on arXiv 19 Aug 2025.
Builds on
36 of 65 references.
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24 more
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Citing papers per year: 2025: 1; 2026: 2.
3 papers.
- 2026The Geometric Inductive Bias of Grokking: Bypassing Phase Transitions via Architectural Topologycited by 5
- 2025Fighter: Unveiling the Graph Convolutional Nature of Transformers in Time Series Modelingcited by 0
- 2026Beyond Static Positional Encoding: Bayesian Time-aware Attention for Non-Stationary Long-term Time Series Forecastingcited by 0
- 2026Beyond Static Positional Encoding: Bayesian Time-aware Attention for Non-Stationary Long-term Time Series Forecasting14 Oct 2026
- 2026The Geometric Inductive Bias of Grokking: Bypassing Phase Transitions via Architectural Topology5 Mar 2026
- 2025Fighter: Unveiling the Graph Convolutional Nature of Transformers in Time Series Modeling20 Oct 2025