Transformers in Time-Series Analysis: A Tutorial

Sabeen Ahmed, Ian E. Nielsen, Aakash Tripathi, Shamoon Siddiqui, Ravi P. Ramachandran, Ghulam Rasool

Abstract: Transformer architectures have widespread applications, particularly in Natural Language Processing and Computer Vision. Recently, Transformers have been employed in various aspects of time-series analysis. This tutorial provides an overview of the Transformer architecture, its applications, and a collection of examples from recent research in time-series analysis. We delve into an explanation of the core components of the Transformer, including the self-attention mechanism, positional encoding, multi-head, and encoder/decoder. Several enhancements to the initial Transformer architecture are highlighted to tackle time-series tasks. The tutorial also provides best practices and techniques to overcome the challenge of effectively training Transformers for time-series analysis.

External IDs:doi:10.1007/s00034-023-02454-8