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ARM: Refining Multivariate Forecasting with Adaptive Temporal-Contextual Learning

Machine Learning 2026-02-06 v2 Machine Learning

Abstract

Long-term time series forecasting (LTSF) is important for various domains but is confronted by challenges in handling the complex temporal-contextual relationships. As multivariate input models underperforming some recent univariate counterparts, we posit that the issue lies in the inefficiency of existing multivariate LTSF Transformers to model series-wise relationships: the characteristic differences between series are often captured incorrectly. To address this, we introduce ARM: a multivariate temporal-contextual adaptive learning method, which is an enhanced architecture specifically designed for multivariate LTSF modelling. ARM employs Adaptive Univariate Effect Learning (AUEL), Random Dropping (RD) training strategy, and Multi-kernel Local Smoothing (MKLS), to better handle individual series temporal patterns and correctly learn inter-series dependencies. ARM demonstrates superior performance on multiple benchmarks without significantly increasing computational costs compared to vanilla Transformer, thereby advancing the state-of-the-art in LTSF. ARM is also generally applicable to other LTSF architecture beyond vanilla Transformer.

Keywords

Cite

@article{arxiv.2310.09488,
  title  = {ARM: Refining Multivariate Forecasting with Adaptive Temporal-Contextual Learning},
  author = {Jiecheng Lu and Xu Han and Shihao Yang},
  journal= {arXiv preprint arXiv:2310.09488},
  year   = {2026}
}

Comments

Camera-ready version. Accepted at ICLR 2024

R2 v1 2026-06-28T12:50:31.240Z