← 研踪 PaperTrailarXiv:2609.26822 · v2
HARN: Hierarchical Associative Resonance Network for Event-Driven Multi-Timeframe Forecasting
首次提交 2026-09-20 19:58
版本更新 2026-11-01 16:26
雷达观测 2026-11-04 23:43
摘要
Live financial forecasting must synchronize asynchronous bar completions across timeframes without using stale or unavailable information. We introduce HARN (Hierarchical Associative Resonance Network), an event-driven architecture that anchors each event to the finest configured timeframe and maintains persistent states and matrix-valued associative memories across temporal levels. Its timestamp-masked transition updates a level only when its completed-bar timestamp matches the current anchor, preserving inactive representations. HARN integrates causal multi-scale encoding, residual-driven gated associative writes, all-to-all cross-level resonance, and ordered bottom-up evidence aggregation to produce forecasts at each temporal level. Predictions are expressed as basis-point changes and reconstructed on the price scale for evaluation. We evaluate HARN on four assets spanning equities, foreign exchange, and gold (AAPL, EURUSD, USDCHF, and XAUUSD), using chronological 70/15/15 splits, 32-bar lookbacks, one-step horizons, and three random seeds. HARN obtains lower anchor-timeframe test mean absolute errors (MAEs) than the evaluated single-timeframe PatchTST and TimeXer baselines on all four assets. HARN's MAEs are 0.508, 0.000306, 0.000263, and 2.552, respectively; PatchTST records 2.074, 0.000759, 0.000638, and 9.563, while TimeXer records 2.882, 0.010838, 0.014144, and 15.297. These descriptive comparisons do not isolate architectural effects from differences in inputs, target formulations, or training procedures. Single-run component ablations on AAPL and EURUSD show small, non-monotonic differences. The results demonstrate HARN's feasibility for asynchronous multi-timeframe forecasting, while motivating controlled comparisons and broader ablations to establish its relative advantages and component contributions.
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v2 · 2026-11-01 16:26 · 最新观测版本
HARN: Hierarchical Associative Resonance Network for Event-Driven Multi-Timeframe Forecasting
Live financial forecasting must synchronize asynchronous bar completions across timeframes without using stale or unavailable information. We introduce HARN (Hierarchical Associative Resonance Network), an event-driven architecture that anchors each event to the finest configured timeframe and maintains persistent states and matrix-valued associative memories across temporal levels. Its timestamp-masked transition updates a level only when its completed-bar timestamp matches the current anchor, preserving inactive representations. HARN integrates causal multi-scale encoding, residual-driven gated associative writes, all-to-all cross-level resonance, and ordered bottom-up evidence aggregation to produce forecasts at each temporal level. Predictions are expressed as basis-point changes and reconstructed on the price scale for evaluation. We evaluate HARN on four assets spanning equities, foreign exchange, and gold (AAPL, EURUSD, USDCHF, and XAUUSD), using chronological 70/15/15 splits, 32-bar lookbacks, one-step horizons, and three random seeds. HARN obtains lower anchor-timeframe test mean absolute errors (MAEs) than the evaluated single-timeframe PatchTST and TimeXer baselines on all four assets. HARN's MAEs are 0.508, 0.000306, 0.000263, and 2.552, respectively; PatchTST records 2.074, 0.000759, 0.000638, and 9.563, while TimeXer records 2.882, 0.010838, 0.014144, and 15.297. These descriptive comparisons do not isolate architectural effects from differences in inputs, target formulations, or training procedures. Single-run component ablations on AAPL and EURUSD show small, non-monotonic differences. The results demonstrate HARN's feasibility for asynchronous multi-timeframe forecasting, while motivating controlled comparisons and broader ablations to establish its relative advantages and component contributions.
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