Trio: Learning Time-Series Forecasting with Temporal-Spatial-Sample Attention and Structural Causal Priors
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 patterns are not naturally captured by ordinary tabular priors. Motivated by this observation, we propose Trio, a sample-aware time-series forecasting architecture based on Temporal-Spatial-Sample attention. Temporal attention captures within-window dyna...
| Authors | Tao Chen, Yexu Zhou, Zhi Gong et al. |
|---|---|
| Primary category | cs.LG |
| Published | 5 June 2026 |
| Last updated at source | 5 June 2026 |
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.