Skip to content

Persistent Structure Meets Dynamic Attention: Cross-Variable Priors for Multivariate Time Series Forecasting

· 0 citations · 17 references

TL;DR

A Params-Per-Pair diagnostic is introduced that predicts from dataset properties alone whether structural priors will help and reveals a horizon-dependent complementarity: the structural prior contributes 33% of the gain at short horizons but 88% at long horizons, confirming that time-invariant knowledge compensates as temporal signal fades.

View source

Similar papers

Open access Sep 2026

Enhancing TimeXer with TCN and differential attention for multivariate stock forecasting

DAT-TimeXer is proposed, a structure-aware adaptation of TimeXer for closing-price forecasting that achieves the lowest mean forecasting errors among the compared models in the one-step evaluations and maintains lower errors at horizons of 1, 3, 5, and 10 in the evaluated multi-step tasks.

Si-Xing Liu, Quan-Xiang Lan, Jing Zhang et al. · 0 citations
Conference Open access Sep 2026

ConDyGNet: Constraint-Guided Dynamic Graph Networks for Multivariate Time Series Forecasting

A Constraint-Guided Dynamic Graph Network (ConDyGNet), whose core idea is “global basis, dynamic weights”, which learns a low-rank global basis as a shared structural constraint and generates patch-wise basis mixing weights to construct dynamic propagation graphs.

Zhen-Zhou Li, Xiang Li, Zhibin Niu · 0 citations
Open access Sep 2026

FCA-Transformer: A Feature Pyramid Time Series Forecasting Model Driven by Cross-Attention Mechanism

The findings indicate that the proposed architecture successfully reconciles multi-scale feature extraction with lightweight dependency modeling, enhancing structural generalization and providing a scalable framework for real-time temporal analysis in complex industrial environments.

Lin-Li Wu, Ji-Yong Zhang, Zhi-Ming Zhang et al. · 0 citations
#machine learning Preprint Aug 2026

Multivariate Time Series Forecasting needs Cross Variable Loss

This work proposes CvLoss, a plug-in structural regularizer that constrains forecast residuals on a cross-variable graph and shows that CvLoss consistently improves competitive forecasting models, outperforms representative learning objectives, and is compatible with a variety of forecasting backbones.

Kuiye Ding, Yifan Hu, Hanchen Wang et al. · 1 citation
#machine learning Preprint Sep 2026

CoRe: Coherence and Relational Alignment for Multivariate Time Series Forecasting

CoRe is proposed, a model-agnostic learning objective for direct multivariate forecasting that replaces pointwise supervision with two output-space constraints: a frequency coherence loss that aligns predicted and target spectra, and a low-rank relational graph loss that matches sampled pairwise differences in a target...

Xiao-Yu Lin, Hui-Ran Duan, Yi-Ning Liu et al. · 0 citations
Open access Aug 2026

CASCADED GLOBAL–LOCAL REPRESENTATION LEARNING FOR FINANCIAL TIME-SERIES FORECASTING

The findings indicate that passing attention-derived context into a bidirectional memory module offers a practical means of combining long-horizon structure with local temporal variation, although computational cost remains relevant for latency-sensitive trading applications.

Hao Wu · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.