Skip to main content

> ML_LITERATURE // NIE-2023-TIME-SERIES-WORTH-64-WORDS-PATCHTST_v1.0

A Time Series is Worth 64 Words: Long-term Forecasting with Transformers (PatchTST)

Yuqi Nie, Nam H. Nguyen, Phanwadee Sinthong, Jayant Kalagnanam · International Conference on Learning Representations (ICLR) (2023)

seminal-architecture2023industry-standardthirdPartyReproduced

Principal Contribution

Segmented sub-series into patches fed as input tokens to a channel-independent transformer, drastically reducing memory complexity and capturing local temporal correlations.

Operational Relevance

Serves as qualified reference for implementing task-time-series-forecasting in production systems.

Assumptions

  • Underlying spatio-temporal continuity and domain distributional stability hold

Limitations

  • Performance scaling and computational footprint depend on receptive field depth, sequence length, and resolution

Connected Algorithms, Architectures & Tools

Related Algorithms:
Related Architectures:
Implementing Libraries: