Time-TK: A Multi-Offset Temporal Interaction Framework Combining Transformer and Kolmogorov-Arnold Networks for Time Series Forecasting
The ACM Web Conference 2026 (WWW '26)
Time-TK is a lightweight time series forecasting framework designed to better capture fine-grained temporal dependencies across different time offsets.
Most existing forecasting methods represent time series using mixed embedding, inverted embedding, or patch embedding. Although effective, these strategies may overlook important dependencies distributed across different temporal offsets. To address this issue, we introduce Multi-Offset Token Embedding (MOTE), which explicitly constructs multiple offset sub-sequences and preserves temporal information from different positions.
Based on MOTE, Time-TK further combines Kolmogorov-Arnold Networks (KANs) and efficient temporal interaction to model complex temporal dynamics.
The overall architecture of Time-TK is shown below.
Time-TK/
├── data_provider/ # Data loading and preprocessing
├── exp/ # Experiment pipeline
├── generated_scripts/ # Experiment scripts
├── img/
│ ├── intr.png # Illustration of embedding strategies
│ └── model.png # Overall architecture of Time-TK
├── layers/ # Basic network layers and FastKAN
├── models/ # Time-TK and baseline models
├── utils/ # Utility functions
├── run.py # Main entry point
├── requirements.txt # Python dependencies
└── README.md
The main dependencies are:
- Python
- PyTorch
- NumPy
- Pandas
- Matplotlib
- Scikit-learn
Clone this repository and install the required packages:
git clone https://github.com/Cola-Fsm/Time-TK.git
cd Time-TK
pip install -r requirements.txtTime-TK is evaluated on long-term forecasting, short-term forecasting, and web transaction forecasting benchmarks.
| Task | Datasets |
|---|---|
| Long-term forecasting | ETTh1, ETTh2, ETTm1, ETTm2, Exchange, Weather, Electricity, Solar-Energy, Traffic |
| Short-term forecasting | PEMS03, PEMS04, PEMS07, PEMS08 |
| Web transaction forecasting | BTC/USDT |
For the main long-term forecasting benchmarks, the lookback length is set to 96, and the prediction horizons are:
{96, 192, 336, 720}
For PEMS datasets, the prediction horizons are:
{12, 24, 48, 96}
The public datasets can be obtained from the following sources:
- ETT Dataset
- Exchange Rate Dataset
- Weather Dataset
- Electricity Dataset
- Solar Energy Dataset
- PEMS Dataset
- BTC/USDT Dataset
Please organize the downloaded datasets according to the paths specified in the experiment scripts.
Ready-to-use experiment configurations are provided in:
generated_scripts/
Run the corresponding script for a dataset and prediction horizon:
bash generated_scripts/<script_name>.shAlternatively, experiments can be launched directly using:
python -u run.py [arguments]Please refer to run.py and the scripts under generated_scripts/ for the complete argument settings.
If you find this repository useful, please cite our paper:
@inproceedings{zhang2026timetk,
author = {Fan Zhang and Shiming Fan and Hua Wang},
title = {Time-TK: A Multi-Offset Temporal Interaction Framework Combining Transformer and Kolmogorov-Arnold Networks for Time Series Forecasting},
booktitle = {Proceedings of the ACM Web Conference 2026},
pages = {7495--7506},
year = {2026},
doi = {10.1145/3774904.3792618}
}If you have any questions regarding the paper or code, please submit an issue in this repository; you are also welcome to contact me via email for discussion and learning.
We appreciate the following resources a lot for their valuable code and datasets:
- TFB (https://github.com/decisionintelligence/TFB)
- Time-Series-Library (https://github.com/thuml/Time-Series-Library)
- iTransformer (https://github.com/thuml/iTransformer)
- BasicTS (https://github.com/GestaltCogTeam/BasicTS)

