Proposed FaCTR, a lightweight spatiotemporal Transformer designed for time series forecasting with low per-timestep information density and complex dependencies.
FaCTR incorporates dynamic, symmetric cross-channel interactions through a learnable gating mechanism and encodes static and dynamic covariates for multivariate conditioning.
Despite its compact design with around 400K parameters, FaCTR achieves state-of-the-art performance on eleven public forecasting benchmarks for both short-term and long-term horizons.
The structured design of FaCTR enables interpretability through cross-channel influence scores and supports self-supervised pretraining, making it suitable for various time series tasks.