TCGformer: a temporal causal graph enhanced transformer model for multivariate financial time series forecasting

State-of-the-art time series forecasting models, particularly Transformers, often fail to capture the time-varying causal structures that govern interactions among financial institutions, limiting their predictive accuracy in complex environments. This article introduces the Temporal Causal Graph-En...

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Bibliografische gegevens

Hoofdauteurs:	Sihua Tian, Shaofang Li
Formaat:	Artigo
Taal:	Inglês
Gepubliceerd in:	PeerJ Inc. 2026-06-01
Reeks:	PeerJ Computer Science
Onderwerpen:	Multivariate time series forecasting Functional data preprocessing Temporal causal graph GNN-empowered hybrid routing mechanism Temporal causal graph-enhanced transformer
Online toegang:	https://peerj.com/articles/cs-3959.pdf
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