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

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.

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Publication Details

Journal
PLoS ONE
Published
2025-10-09
DOI
https://doi.org/10.1371/journal.pone.0333379
Citations
1
Primary Topic
Stock Market Forecasting Methods
Type
article
Field-Weighted Citation Impact
2.11
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article

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

Liyu Chen, X. Fan
1 citations
PLoS ONE
Stock Market Forecasting Methods
2.11
article

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

Liyu Chen, X. Fan
article en
1 citations

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.

PLoS ONEVol. 20(10)
Hisense (China) (CN), Qingdao Huanghai University (CN)
Openalex Percentile: Top 10%
Stock Market Forecasting Methods
2.11
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