Channel, Trend And Periodic-Wise Representation Learning for Multivariate Long-Term Time Series Forecasting
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.
Authors
- M. He (ORCID: https://orcid.org/0000-0003-0514-2115)
- Zhicong Song
- Tao Guo (ORCID: https://orcid.org/0000-0001-5958-3560)
- Xiaoyu Zhao (ORCID: https://orcid.org/0000-0002-6689-5260)
Institutions
- Southeast University (CN)
Publication Details
- Published
- 2026-04-21
- DOI
- https://doi.org/10.1109/icassp55912.2026.11464481
- Primary Topic
- Time Series Analysis and Forecasting
- Type
- article
- Field-Weighted Citation Impact
- 0.00