DDT: A Dual-Masking Dual-Expert Transformer for Energy Time-Series Forecasting

TL;DR

The paper introduces DDT, a dual-masking dual-expert transformer that improves energy time-series forecasting by ensuring causal consistency and modeling complex dependencies, outperforming existing methods on multiple datasets.

Contribution

The paper presents a novel dual-masking mechanism combined with a dual-expert architecture, advancing the accuracy and robustness of energy time-series forecasting models.

Findings

Outperforms state-of-the-art baselines across all datasets and prediction horizons.

Introduces a dual-masking mechanism that ensures causal consistency and adaptively focuses on salient information.

Employs a dual-expert system to separately model temporal dynamics and variable correlations.

Abstract

Accurate energy time-series forecasting is crucial for ensuring grid stability and promoting the integration of renewable energy, yet it faces significant challenges from complex temporal dependencies and the heterogeneity of multi-source data. To address these issues, we propose DDT, a novel and robust deep learning framework for high-precision time-series forecasting. At its core, DDT introduces two key innovations. First, we design a dual-masking mechanism that synergistically combines a strict causal mask with a data-driven dynamic mask. This novel design ensures theoretical causal consistency while adaptively focusing on the most salient historical information, overcoming the rigidity of traditional masking techniques. Second, our architecture features a dual-expert system that decouples the modeling of temporal dynamics and cross-variable correlations into parallel, specialized pathways, which are then intelligently integrated through a dynamic gated fusion module. We conducted extensive experiments on 7 challenging energy benchmark datasets, including ETTh, Electricity, and Solar. The results demonstrate that DDT consistently outperforms strong state-of-the-art baselines across all prediction horizons, establishing a new benchmark for the task.