초록
Time series forecasting can be enhanced by integrating various data modalities beyond the past observations of the target time series. This paper introduces the Multimodal Block Transformer, a novel architecture that incorporates multivariate time series data alongside multimodal static information, which remains invariant over time, to improve forecasting accuracy. The core feature of this architecture is the Block Attention mechanism, designed to efficiently capture dependencies within multivariate time series by condensing multiple time series variables into a single unified sequence. This unified temporal representation is then fused with other modality embeddings to generate a non-autoregressive multi-horizon forecast. The model was evaluated on a dataset containing daily movie gross revenues and corresponding multimodal information about movies. Experimental results demonstrate that the Multimodal Block Transformer outperforms state-of-the-art models in both multivariate and multimodal time series forecasting.