E3-TSF: Dynamic Gating Ensemble Transformers
A Dynamic Gating Ensemble Transformer Framework for Multi-Domain Time Series Forecasting
A context-aware ensemble transformer that unifies temporal patch learning with variable-wise interdependence modelling inside a dynamic gating framework. A learnable gating network allocates weights between complementary transformer backbones according to local series characteristics such as trend behaviour, volatility, and cross-variable interaction.
The framework is evaluated across heterogeneous domains: energy (ETTh1), traffic (METR-LA), finance (Exchange Rate), and epidemiological forecasting (ILI), with consistent gains over standalone transformers and static ensembles.
- Under review at Scientific Reports (Nature Portfolio)
- Four benchmark domains, multiple forecast horizons