Unifying Channel Independence and Mixing: Multi-Scale Patch Recursion for Global-Local Representation Synergy in Multivariate Time Series Forecasting
Wenhao Zhang, Chun Zhang, Wei Bai, Ning Zhang, Changxia Gao, Yuxin Jia, Chenhao Shi, Shaoxiong Pang
摘要
Multivariate time series forecasting underpins applications in finance, meteorology, and industrial operations. Yet two persistent hurdles remain: (i) models typically choose between Channel–Independent (CI) and Channel–Mixed (CM) formulations—each with distinct strengths—leading to large performance variance across datasets; and (ii) short-term dynamics and long-term trends are hard to model jointly, making it difficult to capture both transient bursts and periodic patterns. We propose FusionTimePatch (FTP), a purely MLP-driven, lightweight framework composed of three modules: (1) Dual-View Global–Local Fusion (Dual-GLF), which runs CI and CM views in parallel and employs multi-scale patch recursion to adaptively adjust the look-back window, thereby coupling global tendencies with local details; (2) Channel Enhancement (CE), which adaptively identifies and amplifies salient channel signals and diffuses them to others, improving sensitivity to abrupt events and latent drivers; and (3) a Linear Fusion layer, which unifies Dual-GLF and CE outputs to strengthen cross-view interactions and enhance robustness. Extensive experiments on multiple public benchmarks show FTP consistently surpasses state-of-the-art counterparts in both accuracy and efficiency, offering a scalable new paradigm for multichannel forecasting. Code and datasets are publicly available at https://github.com/Zhveh7/FTP.
问问这篇 Paper
智能体会读完全文。
Lune 把这篇 Paper 索引到了每一个公式,引用它的顶会 Paper 也一样。你提问,回答直接引用原文。
它引用的顶会 Paper22
- An Image is Worth 16x16 Words: Transformers for Image Recognition at ScaleAlexey Dosovitskiy, Lucas Beyer, Alexander Kolesnikov, Dirk Weissenborn 等ICLR 2021 · 被引用 21,477 次
- MLP-Mixer: An all-MLP Architecture for VisionIlya O. Tolstikhin, Neil Houlsby, Alexander Kolesnikov, Lucas Beyer 等NeurIPS 2021 · 被引用 3,862 次
- Are Transformers Effective for Time Series Forecasting?Ailing Zeng, Muxi Chen, Lei Zhang, Qiang XuAAAI 2023 · 被引用 3,619 次
- FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series ForecastingTian Zhou, Ziqing Ma, Qingsong Wen, Xue Wang 等ICML 2022 · 被引用 2,912 次
- iTransformer: Inverted Transformers Are Effective for Time Series ForecastingYong Liu, Tengge Hu, Haoran Zhang, Haixu Wu 等ICLR 2024 · 被引用 1,703 次
相关 Paper
- Unlocking the Power of Patch: Patch-Based MLP for Long-Term Time Series ForecastingPeiwang Tang, Weitai ZhangAAAI 2025 · 被引用 42 次
- HDMixer: Hierarchical Dependency with Extendable Patch for Multivariate Time Series ForecastingQihe Huang, Lei Shen, Ruixin Zhang, Jiahuan Cheng 等AAAI 2024 · 被引用 91 次
- Adaptive Multi-Scale Decomposition Framework for Time Series ForecastingYifan Hu, Peiyuan Liu, Peng Zhu, Dawei Cheng 等AAAI 2025 · 被引用 60 次
- TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series ForecastingVijay Ekambaram, Arindam Jati, Nam Nguyen, Phanwadee Sinthong 等KDD 2023 · 被引用 221 次
- Routing Channel-Patch Dependencies in Time Series Forecasting with Graph Spectral DecompositionDongyuan Li, Shun Zheng, Chang Xu, Jiang Bian 等ICLR 2026 · 被引用 4 次
