Temporal-Spatial-Sample Attention

Trio: Learning Time-Series Forecasting with Temporal-Spatial-Sample Attention and Structural Causal Priors

arXiv:2606.07291v1 Announce Type: new Abstract: Multivariate time-series forecasting requires models to reason over temporal dynamics, cross-variable dependencies, and historical input-output correspondences. Recent Prior-Data Fitted Networks (PFNs) suggest that synthetic tasks can be useful for learning transferable inference behavior. However, directly transferring this paradigm to time-series forecasting remains difficult, since temporal order, dynamic lags, and recurring historical...