xLSTMTime : Long-term Time Series Forecasting With xLSTM

2024/07/14 by Musleh Alharthi, Ausif Mahmood, Alharthi, Musleh +1 · 2 voices · 6 citations
Computer Science · Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #Computer science #Econometrics #Geology #Machine learning #Mathematics #Physics #Series (stratigraphy) #Stock Market Forecasting Methods #Term (time) #Time Series Analysis and Forecasting #Time series

paper · pdf · doi:10.48550/arxiv.2407.10240

published in arXiv (Cornell University) (Cornell University)

openalex publication_date 2024/07/14 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In recent years, transformer-based models have gained prominence in multivariate long-term time series forecasting (LTSF), demonstrating significant advancements despite facing challenges such as high computational demands, difficulty in capturing temporal dynamics, and managing long-term dependencies. The emergence of LTSF-Linear, with its straightforward linear architecture, has notably outperformed transformer-based counterparts, prompting a reevaluation of the transformer's utility in time series forecasting. In response, this paper presents an adaptation of a recent architecture termed extended LSTM (xLSTM) for LTSF. xLSTM incorporates exponential gating and a revised memory structure with higher capacity that has good potential for LTSF. Our adopted architecture for LTSF termed as xLSTMTime surpasses current approaches. We compare xLSTMTime's performance against various state-of-the-art models across multiple real-world da-tasets, demonstrating superior forecasting capabilities. Our findings suggest that refined recurrent architectures can offer competitive alternatives to transformer-based models in LTSF tasks, po-tentially redefining the landscape of time series forecasting.

Cited by

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• EMTSF:Extraordinary Mixture of SOTA Models for Time Series Forecasting
• StoxLSTM: A Stochastic Extended Long Short-Term Memory Network for Time Series Forecasting
• Classification of assembly tasks combining multiple primitive actions using Transformers and xLSTMs
• This Time is Different: An Observability Perspective on Time Series Foundation Models
• Experimental Study on Time Series Analysis of Lower Limb Rehabilitation Exercise Data Driven by Novel Model Architecture and Large Models

Discussions

• XLSTMTime: Long-Term Time Series Forecasting with xLSTM [hn, 231 points, 53 comments]
• XLSTMTime: Long-Term Time Series Forecasting with xLSTM (arxiv.org) Main Link | Discussion [bsky, 0 points, 0 comments]

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• StoxLSTM: A Stochastic Extended Long Short-Term Memory Network for Time Series Forecasting