PMANet: a time series forecasting model for Chinese stock price prediction

Forecasting stock movements is a crucial research endeavor in finance, aiding traders in making informed decisions for enhanced profitability. Utilizing actual stock prices and correlating factors from the Wind platform presents a potent yet intricate forecasting approach. While previous methodologies have explored this avenue, they encounter challenges including limited comprehension of interrelations among stock data elements, diminished accuracy in extensive series, and struggles with anomaly points. This paper introduces an advanced hybrid model for stock price prediction, termed PMANet. PMANet is founded on Multi-scale Timing Feature Attention, amalgamating Multi-scale Timing Feature Convolution and Ant Particle Swarm Optimization. The model elevates the understanding of dependencies and interrelations within stock data sequences through Probabilistic Positional Attention. Furthermore, the Encoder incorporates Multi-scale Timing Feature Convolution, augmenting the model's capacity to discern multi-scale and significant features while adeptly managing lengthy input sequences. Additionally, the model's proficiency in addressing anomaly points in stock sequences is enhanced by substituting the optimizer with Ant Particle Swarm Optimization. To ascertain the model’s efficacy and applicability, we conducted an empirical study using stocks from four pivotal industries in China. The experimental outcomes demonstrate that PMANet is both feasible and versatile in its predictive capability, yielding forecasts closely aligned with actual values, thereby fulfilling application requirements more effectively.