DCCMamba: A Dual-stream Cross-time and Cross-feature with Mamba for Multivariate Time Series Forecasting

In recent years, multivariate time series forecasting (MTSF) has gained significant attention. And transformer-based models have showed strong performance. However, the quadratic complexity of attention mechanisms leads to inefficiency and high overhead. The Mamba state-space model offers a more efficient alternative with lower complexity and fewer parameters. However, its unilateral nature limits the effective capture of time and feature dimensions. To address this, we propose A Dual-stream Cross-time and Cross-feature with Mamba (DCCMamba) for MTSF. Specifically, we employ a dual-stream structure to extract different information from the time and feature dimensions. One stream encodes data from a feature perspective and passes it through a Mamba layer to capture cross-time information. The other stream encodes the data from the time perspective, decomposes it into trend and seasonal components, and captures cross-feature information using a Mamba layer. Finally, we fuse the cross-feature information and cross-time information to get the final result. Experiments on four public datasets demonstrate that DCCMamba achieves state-of-the-art performance.