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Channel, Trend and Periodic-Wise Representation Learning for Multivariate Long-term Time Series Forecasting

Published: September 28, 2025 | arXiv ID: 2509.23583v1

By: Zhangyao Song , Nanqing Jiang , Miaohong He and more

Potential Business Impact:

Predicts future events better by seeing patterns.

Business Areas:
Predictive Analytics Artificial Intelligence, Data and Analytics, Software

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect inter-subsequence and inter-channel interactions, which limits forecasting accuracy. To address these limitations, we propose CTPNet, a novel framework that explicitly learns representations from three perspectives: i) inter-channel dependencies, captured by a temporal query-based multi-head attention mechanism; ii) intra-subsequence dependencies, modeled via a Transformer to characterize trend variations; and iii) inter-subsequence dependencies, extracted by reusing the encoder with residual connections to capture global periodic patterns. By jointly integrating these levels, proposed method provides a more holistic representation of temporal dynamics. Extensive experiments demonstrate the superiority of the proposed method.

Repos / Data Links

Page Count
5 pages

Category
Computer Science:
Computational Engineering, Finance, and Science