FISformer: Replacing Self-Attention with a Fuzzy Inference System in Transformer Models for Time Series Forecasting
Bulent Haznedar, Levent Karacan

TL;DR
FISFormer introduces a fuzzy inference system into Transformer models for time series forecasting, enhancing uncertainty modeling, interpretability, and accuracy over traditional attention mechanisms.
Contribution
This work replaces the standard attention mechanism in Transformers with a fuzzy inference system, enabling better uncertainty modeling and interpretability in time series forecasting.
Findings
FISFormer outperforms state-of-the-art Transformer models in accuracy.
It demonstrates improved robustness to noise.
The model offers interpretable relational reasoning.
Abstract
Transformers have achieved remarkable progress in time series forecasting, yet their reliance on deterministic dot-product attention limits their capacity to model uncertainty and nonlinear dependencies across multivariate temporal dimensions. To address this limitation, we propose FISFormer, a Fuzzy Inference System-driven Transformer that replaces conventional attention with a FIS Interaction mechanism. In this framework, each query-key pair undergoes a fuzzy inference process for every feature dimension, where learnable membership functions and rule-based reasoning estimate token-wise relational strengths. These FIS-derived interaction weights capture uncertainty and provide interpretable, continuous mappings between tokens. A softmax operation is applied along the token axis to normalize these weights, which are then combined with the corresponding value features through…
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Taxonomy
TopicsStock Market Forecasting Methods · Time Series Analysis and Forecasting · Forecasting Techniques and Applications
