Channel, Trend And Periodic-Wise Representation Learning for Multivariate Long-Term Time Series Forecasting

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Authors: Zhicong Song, Nanqing Jiang, M. He, Xiaoyu Zhao, Tao Guo
Cited by: 0
References: 29

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