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| Main Author: | |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2601.20409 |
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| _version_ | 1866910003308265472 |
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| author | Li, Wei |
| author_facet | Li, Wei |
| contents | Time series forecasting requires capturing patterns across multiple temporal scales while maintaining computational efficiency. This paper introduces AWGformer, a novel architecture that integrates adaptive wavelet decomposition with cross-scale attention mechanisms for enhanced multi-variate time series prediction. Our approach comprises: (1) an Adaptive Wavelet Decomposition Module (AWDM) that dynamically selects optimal wavelet bases and decomposition levels based on signal characteristics; (2) a Cross-Scale Feature Fusion (CSFF) mechanism that captures interactions between different frequency bands through learnable coupling matrices; (3) a Frequency-Aware Multi-Head Attention (FAMA) module that weights attention heads according to their frequency selectivity; (4) a Hierarchical Prediction Network (HPN) that generates forecasts at multiple resolutions before reconstruction. Extensive experiments on benchmark datasets demonstrate that AWGformer achieves significant average improvements over state-of-the-art methods, with particular effectiveness on multi-scale and non-stationary time series. Theoretical analysis provides convergence guarantees and establishes the connection between our wavelet-guided attention and classical signal processing principles. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2601_20409 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | AWGformer: Adaptive Wavelet-Guided Transformer for Multi-Resolution Time Series Forecasting Li, Wei Machine Learning Time series forecasting requires capturing patterns across multiple temporal scales while maintaining computational efficiency. This paper introduces AWGformer, a novel architecture that integrates adaptive wavelet decomposition with cross-scale attention mechanisms for enhanced multi-variate time series prediction. Our approach comprises: (1) an Adaptive Wavelet Decomposition Module (AWDM) that dynamically selects optimal wavelet bases and decomposition levels based on signal characteristics; (2) a Cross-Scale Feature Fusion (CSFF) mechanism that captures interactions between different frequency bands through learnable coupling matrices; (3) a Frequency-Aware Multi-Head Attention (FAMA) module that weights attention heads according to their frequency selectivity; (4) a Hierarchical Prediction Network (HPN) that generates forecasts at multiple resolutions before reconstruction. Extensive experiments on benchmark datasets demonstrate that AWGformer achieves significant average improvements over state-of-the-art methods, with particular effectiveness on multi-scale and non-stationary time series. Theoretical analysis provides convergence guarantees and establishes the connection between our wavelet-guided attention and classical signal processing principles. |
| title | AWGformer: Adaptive Wavelet-Guided Transformer for Multi-Resolution Time Series Forecasting |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2601.20409 |