An encoder-only transformer processes a sequence with encoder-style layers and no separate decoder. In Moirai, it receives embedded time-series patches for probabilistic forecasting. section 6.1.1 section 6.6
Its forecasting implementation combines three main choices:
- Patching groups data points into tokens before embedding, reducing token count while preserving long input windows. section 6.1.1
- Frequency-dependent patch lengths are selected automatically rather than chosen manually. section 6.1.1
- Flattening multivariate inputs into one long sequence lets the model handle an arbitrary number of variates. section 6.1.1
- A mixture distribution produces a flexible distribution of future values instead of only a single forecast. section 6.1.1
Frequency-dependent patching
Yearly and quarterly data use patches of length 8; monthly data use lengths 8, 16, and 32; hourly data use 32 and 64. Each patch becomes an embedded token. section 6.1.1
Figure 6.1 Architecture of Moirai. Here, the series is patched before entering the encoder-only transformer. Then, a mixture of distributions generates a flexible output distribution of future values.
Trace the path from patched input series through the encoder-only transformer to mixture-distribution forecasts. section 6.1.1



