Abstract: A system, computer program product, and method are provided for leveraging artificial intelligence (AI) directed at time-series forecasting. An AI transformer model is configured to support multiple modality datasets for predicting a target time-series together with an explanation through one or more neural attention mechanisms. The multiple modality transformer model exploits intermodal interactions from a first dataset having a first modality, in addition to multi-modality interactions between the first dataset and a second dataset having a second modality different from the first modality.