Adaptive Extraction Network for Multivariate Long Sequence Time-Series Forecasting

Models employing CNN architecture have made significant progress in multivariate long sequence time-series forecasting (MLSTF), particularly in modeling local time series characteristics. However, during the MLSTF process, extracting the global time series patterns and understanding the correlations among different variables are highly significant. To address this challenge, we introduce multi-resolution convolution and deformable convolution operations. By enlarging the receptive field using convolution kernels with different dilation factors to capture temporal correlation information across different resolutions, and adaptively adjusting the sampling positions through additional offset vectors, we enhance the network's ability to capture correlated features between variables. Building upon this, we propose ATVCNet, an adaptive temporal-variable convolutional network designed to effectively model the local/global temporal dependencies and inter-variable dependencies of multivariate time series. Specifically, extracting and fusing time series features at different resolutions, captures both local contextual information and global patterns in the time series. The designed inter-variable feature adaptive extraction module captures the correlation among different variables in the time series. We evaluated the performance of ATVCNet across eight real-world datasets. The results indicate that ATVCNet achieved a performance improvement of approximately 63.4% over state-of-the-art MLSTF models.