Pyraformer: Pyramidal Attention Transformer for Long-Range Time-Series Forecasting

Pyraformer is a Transformer-based model for long-range time-series forecasting introduced by Liu et al. at ICLR 2022. Its central innovation is a Pyramidal Attention Module (PAM) that organizes tokens into a multi-resolution hierarchy, enabling the model to capture temporal dependencies across multiple scales while keeping time and memory complexity at O(L log L) rather than the quadratic cost of vanilla self-attention.