Channel, Trend And Periodic-Wise Representation Learning for Multivariate Long-Term Time Series Forecasting
Abstract
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.
Fields of Study & Subjects
Time Series Analysis and Forecasting
Stock Market Forecasting Methods
Complex Systems and Time Series Analysis
Publication details
- Journal / source
- ICASSP 2026 - 2026 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
- Publisher
- IEEE
- Pages
- 4821–4825
- Publication date
- 21 April 2026
- Language
- EN