Why can't Transformers predict time series?
Time Series Forecasting When Transformers first came into the public eye, everyone went crazy over them. Transformers, sadly, never fully lived up to the expectations. What went wrong, then?
Transformers' issues don't stop here. The authors of "Are Transformers Effective for Time Series Forecasting" showed that a fairly straightforward linear model could outperform Transformer methods. The Multi-Headed Self Attention was mentioned as a probable factor in the analysis of why Transformers failed.
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