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FATE: Focal-modulated Attention Encoder for Multivariate Time-series Forecasting

2024/08/21 by Tajamul Ashraf, Ashraf, Tajamul, Janibul Bashir +1 · 1 citation
Computer Science · #Computer Vision and Pattern Recognition (cs.CV) #FOS: Computer and information sciences #Image and Signal Denoising Methods #Machine Learning (cs.LG) #Neural Networks and Applications

paper · pdf · doi:10.48550/arxiv.2408.11336

openalex publication_date 2024/08/21 · openalex created_date 2024/10/01 · openalex updated_date 2026/07/28

Abstract

Climate change stands as one of the most pressing global challenges of the twenty-first century, with far-reaching consequences such as rising sea levels, melting glaciers, and increasingly extreme weather patterns. Accurate forecasting is critical for monitoring these phenomena and supporting mitigation strategies. While recent data-driven models for time-series forecasting, including CNNs, RNNs, and attention-based transformers, have shown promise, they often struggle with sequential dependencies and limited parallelization, especially in long-horizon, multivariate meteorological datasets. In this work, we present Focal Modulated Attention Encoder (FATE), a novel transformer architecture designed for reliable multivariate time-series forecasting. Unlike conventional models, FATE introduces a tensorized focal modulation mechanism that explicitly captures spatiotemporal correlations in time-series data. We further propose two modulation scores that offer interpretability by highlighting critical environmental features influencing predictions. We benchmark FATE across seven diverse real-world datasets, including ETTh1, ETTm2, Traffic, Weather5k, USA-Canada, Europe, and LargeST datasets, and show that it consistently outperforms all state-of-the-art methods, including temperature datasets. Our ablation studies also demonstrate that FATE generalizes well to broader multivariate time-series forecasting tasks.

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