# XicorAttention: Time Series Transformer Using Attention with Nonlinear Correlation

arXiv: https://arxiv.org/abs/2506.02694 · HTML: https://mlsanity.com/paper/2506.02694/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 17 of its 24 references that are in the map.
- First posted on arXiv 3 Jun 2025.

## Builds on (most cited first, 17 of 17)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [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)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [Fast Differentiable Sorting and Ranking](https://mlsanity.com/paper/2002.08871/) (2020)
- [Learning Latent Permutations with Gumbel-Sinkhorn Networks](https://mlsanity.com/paper/1802.08665/) (2018)
- [Stochastic Optimization of Sorting Networks via Continuous Relaxations](https://mlsanity.com/paper/1903.08850/) (2019)
- [SoftSort: A Continuous Relaxation for the argsort Operator](https://mlsanity.com/paper/2006.16038/) (2020)
- [On boosting the power of Chatterjee's rank correlation](https://mlsanity.com/paper/2108.06828/) (2021)
- [Correlated Attention in Transformers for Multivariate Time Series](https://mlsanity.com/paper/2311.11959/) (2023)

## Abstract (arXiv)

Various Transformer-based models have been proposed for time series forecasting. These models leverage the self-attention mechanism to capture long-term temporal or variate dependencies in sequences. Existing methods can be divided into two approaches: (1) reducing computational cost of attention by making the calculations sparse, and (2) reshaping the input data to aggregate temporal features. However, existing attention mechanisms may not adequately capture inherent nonlinear dependencies present in time series data, leaving room for improvement. In this study, we propose a novel attention mechanism based on Chatterjee's rank correlation coefficient, which measures nonlinear dependencies between variables. Specifically, we replace the matrix multiplication in standard attention mechanisms with this rank coefficient to measure the query-key relationship. Since computing Chatterjee's correlation coefficient involves sorting and ranking operations, we introduce a differentiable approximation employing SoftSort and SoftRank. Our proposed mechanism, ``XicorAttention,'' integrates it into several state-of-the-art Transformer models. Experimental results on real-world datasets demonstrate that incorporating nonlinear correlation into the attention improves forecasting accuracy by up to approximately 9.1% compared to existing models.