Patch-Level Tokenization with CNN Encoders and Attention for Improved Transformer Time-Series Forecasting

Abstract: Transformer-based models have shown strong performance in time-series forecasting by leveraging self-attention to model long-range temporal dependencies. However, their effectiveness depends critically on the quality and structure of input representations derived from raw multivariate time-series data. This work proposes a two-stage forecasting framework that explicitly separates local temporal representation learning from global dependency modelling. In the first stage, a convolutional neural network (CNN) operates on fixed-length temporal patches to extract short-range temporal dynamics and non-linear feature interactions, producing compact patch-level token embeddings. Token-level self-attention is subsequently applied during representation learning to refine these embeddings by enabling interactions across temporal patches. In the second stage, a Transformer encoder processes the resulting token sequence to model inter-patch temporal dependencies and generate per-patch forecasts. Experiments conducted on synthetic multivariate time-series data with controlled static and dynamic factors demonstrate that the proposed patch-based tokenization strategy achieves competitive forecasting performance compared to convolutional and patch-based Transformer baselines. The results highlight the importance of structured temporal representations and show that decoupling local temporal encoding from global attention-based modelling yields more effective and stable time-series forecasting.