# VARMA-Enhanced Transformer for Time Series Forecasting

arXiv: https://arxiv.org/abs/2509.04782 · HTML: https://mlsanity.com/paper/2509.04782/

## 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 5 Sep 2025.

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

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [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)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [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)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2306.09364/) (2023)
- [BasisFormer: Attention-based Time Series Forecasting with Learnable and Interpretable Basis](https://mlsanity.com/paper/2310.20496/) (2023)
- [Are Self-Attentions Effective for Time Series Forecasting?](https://mlsanity.com/paper/2405.16877/) (2024)

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

- [DSAT-HD: Dual-Stream Adaptive Transformer with Hybrid Decomposition for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2509.24800/) (2025)

## Abstract (arXiv)

Transformer-based models have significantly advanced time series forecasting. Recent work, like the Cross-Attention-only Time Series transformer (CATS), shows that removing self-attention can make the model more accurate and efficient. However, these streamlined architectures may overlook the fine-grained, local temporal dependencies effectively captured by classical statistical models like Vector AutoRegressive Moving Average model (VARMA). To address this gap, we propose VARMAformer, a novel architecture that synergizes the efficiency of a cross-attention-only framework with the principles of classical time series analysis. Our model introduces two key innovations: (1) a dedicated VARMA-inspired Feature Extractor (VFE) that explicitly models autoregressive (AR) and moving-average (MA) patterns at the patch level, and (2) a VARMA-Enhanced Attention (VE-atten) mechanism that employs a temporal gate to make queries more context-aware. By fusing these classical insights into a modern backbone, VARMAformer captures both global, long-range dependencies and local, statistical structures. Through extensive experiments on widely-used benchmark datasets, we demonstrate that our model consistently outperforms existing state-of-the-art methods. Our work validates the significant benefit of integrating classical statistical insights into modern deep learning frameworks for time series forecasting.