LSEAttention is All You Need for Time Series Forecasting

Transformer-based architectures have achieved remarkable success in natural language processing and computer vision. However, their performance in multivariate long-term forecasting often falls short compared to simpler linear baselines. Previous research has identified the traditional attention mechanism as a key factor limiting their effectiveness in this domain. To bridge this gap, we introduce LATST, a novel approach designed to mitigate entropy collapse and training instability common challenges in Transformer-based time series forecasting. We rigorously evaluate LATST across multiple real-world multivariate time series datasets, demonstrating its ability to outperform existing state-of-the-art Transformer models. Notably, LATST manages to achieve competitive performance with fewer parameters than some linear models on certain datasets, highlighting its efficiency and effectiveness.

@article{liang2025_2410.23749,
  title={ LSEAttention is All You Need for Time Series Forecasting },
  author={ Dizhen Liang },
  journal={arXiv preprint arXiv:2410.23749},
  year={ 2025 }
}