<p>Yes, In the past 2 years several papers have come out using Transformer architecture for time-series problems across business domains. These have been found to work particularly well compared to existing models. For e.g. see one such use case in medical domain - <a href="https://arxiv.org/pdf/2001.08317.pdf" rel="nofollow noreferrer">https://arxiv.org/pdf/2001.08317.pdf</a>. This is a more generic writeup: <a href="https://towardsdatascience.com/attention-for-time-series-classification-and-forecasting-261723e0006d" rel="nofollow noreferrer">https://towardsdatascience.com/attention-for-time-series-classification-and-forecasting-261723e0006d</a></p>
Google Transformer Architecture (Attention is all you need), is it good for Time Series problems?
<p>I have reading the paper on Transformer Architecture. GRU/LSTM have done well with Time Series problems. I was wondering if anyone has used Transformers for Time Series problems.</p>