Optimization of Temporal Feature Attribution and Sequential Dependency Modeling for High-Precision Multi-Step Resource Forecasting: A Methodological Framework and Empirical Evaluation

Jiaqi Shen, Peiwen Qin, Rui Zhong and Peiyao Han ()
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Jiaqi Shen: School of Design and Art, Beijing Technology and Business University, Beijing 100048, China
Peiwen Qin: School of Economics, Beijing Technology and Business University, Beijing 100048, China
Rui Zhong: Information Initiative Center, Hokkaido University, Sapporo 060-0811, Japan
Peiyao Han: School of Economics, Beijing Technology and Business University, Beijing 100048, China

Mathematics, 2025, vol. 13, issue 8, 1-19

Abstract: This paper presents a comprehensive time-series analysis framework leveraging the Temporal Fusion Transformer (TFT) architecture to address the challenge of multi-horizon forecasting in complex ecological systems, specifically focusing on global fishery resources. Using global fishery data spanning 70 years (1950–2020), enhanced with key climate indicators, we develop a methodology for predicting time-dependent patterns across three-year, five-year, and extended seven-year horizons. Our approach integrates static metadata with temporal features, including historical catch and climate data, through a specialized architecture incorporating variable selection networks, multi-head attention mechanisms, and bidirectional encoding layers. A comparative analysis demonstrates the TFT model’s robust performance against traditional methods (ARIMA), standard deep learning models (MLP, LSTM), and contemporary architectures (TCN, XGBoost). While competitive across different horizons, TFT excels in the 7-year forecast, achieving a mean absolute percentage error (MAPE) of 13.7%, outperforming the next best model (LSTM, 15.1%). Through a sensitivity analysis, we identify the optimal temporal granularity and historical context length for maximizing prediction accuracy. The variable selection component reveals differential weighting, with recent market observations (past 1-year catch: 31%) and climate signals (ONI index: 15%, SST anomaly: 10%) playing significant roles. A species-specific analysis uncovers variations in predictability patterns. Ablation experiments quantify the contributions of the architectural components. The proposed methodology offers practical applications for resource management and theoretical insights into modeling temporal dependencies in complex ecological data.

Keywords: time-series analysis; multi-horizon forecasting; Temporal Fusion Transformer; feature importance; sequential data; network interpretability (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2025
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