HAKformer: an efficient transformer with hybrid temporal-channel attention and Kolmogorov-Arnold networks for time series forecasting
摘要
Transformer-based models have demonstrated remarkable advancements in Long-term Time Series Forecasting (LTSF) through self-attention mechanisms to capture long-range temporal dependencies. However, the self-attention mechanisms emphasize intra-sequence temporal correlations while neglecting inter-sequence relationships and the importance of different channels. Besides, the Transformer’s fixed additive fusion of input features and Feed-Forward Network (FFN) outputs lacks an adaptive weighting mechanism, which inherently limits its representational capacity. To address these limitations, we propose a Transformer-based model with hybrid attention and Kolmogorov-Arnold Networks (KANs), named as HAKformer. The HAKformer framework integrates three components: 1) A Hybrid Temporal-Channel Attention (HTCA) mechanism that simultaneously captures temporal external correlations and channels importance through dual attention pathways; 2) A Self-learning Fusion (SLF) mechanism that adaptively the optimal ratio between input and FFN using learnable weighting paprameters; 3) A KAN that enhances nonlinear pattern recongnition through spline-based activation functions. Experimental results on nine real-world time series datasets indicate that HAKformer achieves state-of-the-art performance in long-term forecasting. The code is made available at: https://github.com/Lvjiaqi009/HAKformer.