# ARM: Refining Multivariate Forecasting with Adaptive Temporal-Contextual Learning

arXiv: https://arxiv.org/abs/2310.09488 · HTML: https://mlsanity.com/paper/2310.09488/

## Key facts

- Cited by 6 papers in the map (data through 14 Oct 2026).
- Builds on 22 of its 38 references that are in the map.
- First posted on arXiv 14 Oct 2023.

## Builds on (most cited first, 22 of 22)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Switch Transformers: Scaling to Trillion Parameter Models with Simple and Efficient Sparsity](https://mlsanity.com/paper/2101.03961/) (2021)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [WaveNet: A Generative Model for Raw Audio](https://mlsanity.com/paper/1609.03499/) (2016)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Generating Long Sequences with Sparse Transformers](https://mlsanity.com/paper/1904.10509/) (2019)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [Instance Normalization: The Missing Ingredient for Fast Stylization](https://mlsanity.com/paper/1607.08022/) (2016)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [Efficient Content-Based Sparse Attention with Routing Transformers](https://mlsanity.com/paper/2003.05997/) (2020)
- [A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction](https://mlsanity.com/paper/1704.02971/) (2017)
- [A Multi-Horizon Quantile Recurrent Forecaster](https://mlsanity.com/paper/1711.11053/) (2017)
- [Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting](https://mlsanity.com/paper/1905.03806/) (2019)
- [Lite Transformer with Long-Short Range Attention](https://mlsanity.com/paper/2004.11886/) (2020)
- [Temporal Pattern Attention for Multivariate Time Series Forecasting](https://mlsanity.com/paper/1809.04206/) (2018)
- [Conditional Time Series Forecasting with Convolutional Neural Networks](https://mlsanity.com/paper/1703.04691/) (2017)
- [Accurate estimation of influenza epidemics using Google search data via ARGO](https://mlsanity.com/paper/1505.00864/) (2015)

## Built on by (most cited first, 6 of 6)

- [CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables](https://mlsanity.com/paper/2403.01673/) (2024)
- [In-context Time Series Predictor](https://mlsanity.com/paper/2405.14982/) (2024)
- [Channel-aware Contrastive Conditional Diffusion for Multivariate Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2410.02168/) (2024)
- [CAPS: Unifying Attention, Recurrence, and Alignment in Transformer-based Time Series Forecasting](https://mlsanity.com/paper/2602.02729/) (2026)
- [Beyond Similarity: Temporal Operator Attention for Time Series Analysis](https://mlsanity.com/paper/2605.11287/) (2026)
- [CAST: Causal Anchored Simplex Transport for Distribution-Valued Time Series](https://mlsanity.com/paper/2605.16919/) (2026)

## Abstract (arXiv)

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.