A Related Work

In this section, we will give an overview of the related literature in time series forecasting. ARIMA Box & Jenkins ( 1968); Box & Pierce ( 1970) follows the Markov process and build recursive sequential forecasting. Temporal convolutional network (TCN) Sen et al. ( 2019) is another family for sequential tasks. Convolution is a parallelizable operation but expensive in inference. Some works use temporal attention Qin et al. ( 2017) to capture long-range Others use the backbone of Transformer.