FANTF: Fuzzy attention network based transformers for time series analysis

This paper introduces Fuzzy Attention Network-Based Transformer (FANTF), an approach for time series forecasting, classification, and anomaly detection. FANTF combines fuzzy logic concepts with transformer architectures through a novel fuzzy attention mechanism. The proposed mechanism is inspired by Type-2 fuzzy set theory. It uses a learnable Gaussian uncertainty perturbation to model uncertainty in attention relevance scores. This makes it possible for the model to accurately capture uncertainty in temporal relationships better than normal deterministic attention. Transformers capacity to record complex temporal patterns and multivariate connections is enhanced by FANTF. The approach is both architecture-agnostic and task-agnostic. The proposed fuzzy attention module can be used as a direct replacement for the standard attention layer. To evaluate its effectiveness, FANTF is integrated into five transformer backbones: Transformer, Informer, PatchTST, Crossformer, and iTransformer. The fuzzy attention mechanism produces softer and more diverse attention distributions. It provides uncertainty-aware interpretations through attention heatmap visualizations. Experimental evaluations on some real-life datasets reveal that FANTF enhances the forecasting performance, classification, and anomaly detection tasks over traditional transformer-based models. FANTF achieves statistically significant and competitive performance improvements over standard transformer-based baselines on most benchmark datasets (p < 0.05, Wilcoxon signed-rank test), observed under noisy and non-stationary time series conditions.