Trio: Learning Time-Series Forecasting with Temporal-Spatial-Sample Attention and Structural Causal Priors

Abstract

Multivariate time-series forecasting requires models to reason over temporal dynamics, cross-variable dependencies, and historical input-output correspondences. Recent Prior-Data Fitted Networks (PFNs) suggest that synthetic tasks can be useful for learning transferable inference behavior. However, directly transferring this paradigm to time-series forecasting remains difficult, since temporal order, dynamic lags, and recurring historical patterns are not naturally captured by ordinary tabular priors. Motivated by this observation, we propose Trio, a sample-aware time-series forecasting architecture based on Temporal-Spatial-Sample attention. Temporal attention captures within-window dynamics, spatial attention models inter-variable dependencies, and sample attention retrieves relevant historical lookback-future pairs to guide the current prediction. Rather than claiming a fully general PFN-style forecaster, our goal is to study how historical input-output examples can be explicitly organized and reused within a forecasting model. We further introduce a Time-Series Structural Causal Model (TS-SCM) generator to create structured synthetic forecasting tasks with dynamic lags, cross-variable interactions, noise, feedback, and distributional drift. Experiments on synthetic, industrial, and public benchmarks show that the proposed architecture improves forecasting performance. Exploratory zero-shot experiments further suggest that TS-SCM-generated tasks may provide useful structural priors, while fully general PFN-style time-series forecasting remains an open problem.