Aligning Textual Information with Time Series via Cross-Modal Attention for Time Series Forecasting

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Authors: Le Hoang Anh, Dang Thanh Vu, Gwang Hyun Yu, Seungmin Oh, Jo Jung An, Jinwoo Kim
Cited by: 1
References: 13

Abstract

News and reports frequently drive future trends, yet traditional Time Series Forecasting often fails to capture these external influences. To integrate textual insights, we introduce Text-Time Cross-Modal Attention (TTCA), a multimodal framework that fuses numerical embeddings with text embeddings extracted from a pre-trained language model. TTCA employs a cross-attention mechanism that treats time series features as queries and textual features as keys and values. This architecture ensures that semantic context enhances, rather than overshadows, underlying temporal dynamics. Extensive evaluations on the Time-MMD dataset across nine real-world domains demonstrate that TTCA consistently outperforms state-of-the-art unimodal baselines, achieving average improvements of 3.29% in MSE and 9.66% in MAE. Furthermore, TTCA shows moderate performance gains over recent multimodal approaches, particularly in event-driven scenarios.

Fields of Study & Subjects

Time Series Analysis and Forecasting Machine Learning in Healthcare Stock Market Forecasting Methods

Publication details

Journal / source
Electronics
Publisher
MDPI AG
Volume
15
Issue
8
Pages
1734–1734
Publication date
20 April 2026
Language
EN