EVOTS: Evolutionary Transformer Search for Time Series Forecasting

Evolutionary neural architecture design for multivariate time-series forecasting remains under-explored, with most approaches relying on fixed Transformer architectures despite substantial variation across tasks and forecasting settings. This paper introduces an evolutionary neural architecture search framework for discovering task-adaptive Transformer-like models for time-series forecasting (EvoTS). Architectures are encoded using a modular genome representation that enables flexible composition of attention, feedforward, and projection components, while a repair mechanism enforces structural validity throughout the evolutionary process. This formulation allows effective exploration of a diverse architecture space without relying on hand-crafted design rules. The proposed approach is evaluated on four benchmark datasets from the ETT family (ETTh1, ETTh2, ETTm1, and ETTm2) under multiple forecasting settings, including univariate-to-univariate, multivariate-to-univariate, and multivariate-to-multivariate prediction, with horizons of 96, 192, 336, and 720. In the multivariate-to-multivariate setting, the evolved architectures achieve competitive and, in several cases, improved mean squared error relative to a strong Transformer-based baseline. Additional analyses examine performance differences across forecasting settings and report wall-clock training time to provide a coarse indication of computational cost. Overall, the results demonstrate that evolutionary search can effectively discover flexible and high-performing Transformer-like architectures for multivariate time-series forecasting within practical runtime constraints.

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