Gespeichert in:
| 1. Verfasser: | |
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| Format: | Preprint |
| Veröffentlicht: |
2026
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| Schlagworte: | |
| Online-Zugang: | https://arxiv.org/abs/2601.20401 |
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Inhaltsangabe:
- Time series forecasting presents significant challenges due to the complex temporal dependencies at multiple time scales. This paper introduces ScatterFusion, a novel framework that synergistically integrates scattering transforms with hierarchical attention mechanisms for robust time series forecasting. Our approach comprises four key components: (1) a Hierarchical Scattering Transform Module (HSTM) that extracts multi-scale invariant features capturing both local and global patterns; (2) a Scale-Adaptive Feature Enhancement (SAFE) module that dynamically adjusts feature importance across different scales; (3) a Multi-Resolution Temporal Attention (MRTA) mechanism that learns dependencies at varying time horizons; and (4) a Trend-Seasonal-Residual (TSR) decomposition-guided structure-aware loss function. Extensive experiments on seven benchmark datasets demonstrate that ScatterFusion outperforms other common methods, achieving significant reductions in error metrics across various prediction horizons.