IDEAS home Printed from https://ideas.repec.org/a/plo/pone00/0333379.html

TIC-FusionNet: A multimodal deep learning framework with temporal decomposition and attention-based fusion for time series forecasting

Author

Listed:
  • Liyu Chen
  • Xiangwei Fan

Abstract

We propose TIC-FusionNet, a trend-aware multimodal deep learning framework for time series forecasting with integrated visual signal analysis, aimed at addressing the limitations of unimodal and short-range dependency models in noisy financial environments. The architecture combines Exponential Moving Average (EMA) decomposition for denoising and trend extraction, a lightweight Linear Transformer for efficient long-sequence temporal modeling, and a spatial–channel CNN with CBAM attention to capture morphological patterns from candlestick chart images. A gated fusion mechanism adaptively integrates numerical and visual modalities based on context relevance, enabling dynamic feature weighting under varying market conditions. We evaluate TIC-FusionNet on six real-world stock datasets, including four major Chinese and U.S. companies—Amazon, Tesla, Kweichow Moutai, Ping An Insurance, China Vanke—and Apple—covering diverse market sectors and volatility patterns. The model is compared against a broad range of baselines, including statistical models (ARIMA), classical machine learning methods (Random Forest, SVR), recurrent and convolutional neural networks (LSTM, TCN, CNN-only), and recent Transformer-based architectures (Informer, Autoformer, Crossformer, iTransformer). Experimental results demonstrate that TIC-FusionNet achieves consistently superior predictive accuracy and generalization, outperforming state-of-the-art baselines across all datasets. Extensive ablation studies verify the critical role of each architectural component, while attention-based interpretability analysis highlights the dominant technical indicators under different volatility regimes. These findings not only confirm the effectiveness of multimodal integration in capturing complementary temporal–visual cues, but also provide valuable insights into model decision-making. The proposed framework offers a robust, scalable, and interpretable solution for multimodal temporal prediction tasks, with strong potential for deployment in intelligent forecasting, sensor fusion, and risk-aware decision-making systems.

Suggested Citation

  • Liyu Chen & Xiangwei Fan, 2025. "TIC-FusionNet: A multimodal deep learning framework with temporal decomposition and attention-based fusion for time series forecasting," PLOS ONE, Public Library of Science, vol. 20(10), pages 1-35, October.
  • Handle: RePEc:plo:pone00:0333379
    DOI: 10.1371/journal.pone.0333379
    as

    Download full text from publisher

    File URL: https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0333379
    Download Restriction: no

    File URL: https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0333379&type=printable
    Download Restriction: no

    File URL: https://libkey.io/10.1371/journal.pone.0333379?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    2. R. Cont, 2001. "Empirical properties of asset returns: stylized facts and statistical issues," Quantitative Finance, Taylor & Francis Journals, vol. 1(2), pages 223-236.
    3. Fischer, Thomas & Krauss, Christopher, 2018. "Deep learning with long short-term memory networks for financial market predictions," European Journal of Operational Research, Elsevier, vol. 270(2), pages 654-669.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Andrés García-Medina & Ester Aguayo-Moreno, 2024. "LSTM–GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios," Computational Economics, Springer;Society for Computational Economics, vol. 63(4), pages 1511-1542, April.
    2. Zou, Yongjie & Li, Honggang, 2014. "Time spans between price maxima and price minima in stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 395(C), pages 303-309.
    3. Yang, Xiaoqi & Vagnani, Gianluca & Dong, Yan & Ji, Xu, 2024. "Short selling and firms’ long-term stock return volatility: Evidence from Chinese concept stocks in Hong Kong," Finance Research Letters, Elsevier, vol. 70(C).
    4. Kei Nakagawa & Yusuke Uchiyama, 2020. "GO-GJRSK Model with Application to Higher Order Risk-Based Portfolio," Mathematics, MDPI, vol. 8(11), pages 1-12, November.
    5. Takaishi, Tetsuya, 2017. "Rational GARCH model: An empirical test for stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 451-460.
    6. Vincenzo Candila, 2013. "A Comparison of the Forecasting Performances of Multivariate Volatility Models," Working Papers 3_228, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno.
    7. Pierre J. Venter & Eben Maré, 2020. "GARCH Generated Volatility Indices of Bitcoin and CRIX," JRFM, MDPI, vol. 13(6), pages 1-15, June.
    8. Ñíguez, Trino-Manuel & Perote, Javier, 2017. "Moments expansion densities for quantifying financial risk," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 53-69.
    9. Takaishi, Tetsuya, 2025. "Multifractality and sample size influence on Bitcoin volatility patterns," Finance Research Letters, Elsevier, vol. 74(C).
    10. Krishnamurthy, Vikram & Leoff, Elisabeth & Sass, Jörn, 2018. "Filterbased stochastic volatility in continuous-time hidden Markov models," Econometrics and Statistics, Elsevier, vol. 6(C), pages 1-21.
    11. Kei Nakagawa & Masanori Hirano & Kentaro Minami & Takanobu Mizuta, 2024. "A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model," Papers 2409.12516, arXiv.org.
    12. Amin Aminimehr & Ali Raoofi & Akbar Aminimehr & Amirhossein Aminimehr, 2022. "A Comprehensive Study of Market Prediction from Efficient Market Hypothesis up to Late Intelligent Market Prediction Approaches," Computational Economics, Springer;Society for Computational Economics, vol. 60(2), pages 781-815, August.
    13. Lux, Thomas & Morales-Arias, Leonardo & Sattarhoff, Cristina, 2011. "A Markov-switching multifractal approach to forecasting realized volatility," Kiel Working Papers 1737, Kiel Institute for the World Economy (IfW Kiel).
    14. Yudong Wang & Chongfeng Wu, 2013. "Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 42(4), pages 393-414, December.
    15. Paul Handro & Bogdan Dima, 2024. "Analyzing Financial Markets Efficiency: Insights from a Bibliometric and Content Review," Journal of Financial Studies, Institute of Financial Studies, vol. 16(9), pages 119-175, May.
    16. Ardelean, Vlad & Pleier, Thomas, 2013. "Outliers & predicting time series: A comparative study," FAU Discussion Papers in Economics 05/2013, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    17. Mikhail Makushkin & Victor Lapshin, 2023. "Dynamic Nelson–Siegel model for market risk estimation of bonds: Practical implementation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 69, pages 5-27.
    18. Chen, Hongtao & Liu, Li & Li, Xiaolei, 2018. "The predictive content of CBOE crude oil volatility index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 837-850.
    19. Ladislav Kristoufek, 2018. "Power-law cross-correlations: Issues, solutions and future challenges," Papers 1806.01616, arXiv.org.
    20. Xiufeng Yan, 2021. "Autoregressive conditional duration modelling of high frequency data," Papers 2111.02300, arXiv.org.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:plo:pone00:0333379. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: plosone (email available below). General contact details of provider: https://journals.plos.org/plosone/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.