Hopformer: Homogeneity-Pursuit Transformer for Time Series Forecasting
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Abstract (arXiv)
Forecasting multiple time-series with high-dimensional covariates presents a core challenge: unifying common temporal patterns while retaining meaningful series-specific information. We introduce Hopformer (Homogeneity-Pursuit Transformer), a two-stage framework that addresses this challenge. In the first stage, we perform a Sparsity Pattern Aggregation (SPA) scheme extracting a common low-variance trend that incorporates the covariates. This acts as a homogenization layer. In the second stage, a LoRA-fine-tuned Transformer models the remaining complex dependencies in the residual. Our method is theoretically grounded. We prove that SPA achieves a near-optimal bias-variance trade-off via an oracle inequality. We also provide generalization bounds for the second stage under dependent time series data. Hopformer sets a new state of the art, improving MASE by an average of 6.56% across synthetic and real-world forecasting benchmarks.
Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 27 of its 45 references that are in the map. First posted on arXiv 24 Jul 2026.
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References · 27
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- 2020Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecastingcited by 2,141
- 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 1,981
- 2021Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecastingcited by 1,654
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- 2024Unified Training of Universal Time Series Forecasting Transformerscited by 588
- 2017Information-theoretic analysis of generalization capability of learning algorithmscited by 299
15 more
- 2021Monash Time Series Forecasting Archivecited by 256
- 2024TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variablescited by 241
- 2024Timer: Generative Pre-trained Transformers Are Large Time Series Modelscited by 198
- 2024GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluationcited by 188
- 2022PromptCast: A New Prompt-based Learning Paradigm for Time Series Forecastingcited by 170
- 2023TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecastingcited by 170
- 2024Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Seriescited by 120
- 2024UniTS: A Unified Multi-Task Time Series Modelcited by 93
- 2024Moirai-MoE: Empowering Time Series Foundation Models with Sparse Mixture of Expertscited by 88
- 2023AutoGluon-TimeSeries: AutoML for Probabilistic Time Series Forecastingcited by 36
- 2024Low-Rank Adaptation of Time Series Foundational Models for Out-of-Domain Modality Forecastingcited by 18
- 2024Beyond LoRA: Exploring Efficient Fine-Tuning Techniques for Time Series Foundational Modelscited by 10
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- 2020An Accurate and Fully-Automated Ensemble Model for Weekly Time Series Forecastingcited by 4
- 2025N-BEATS-MOE: N-BEATS with a Mixture-of-Experts Layer for Heterogeneous Time Series Forecastingcited by 1
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