Multivariate time series forecasting has drawn increasing attention due to its practical importance. Existing approaches typically adopt either channel-mixing (CM) or channel-independence (CI) strategies. CM strategy can capture inter-variable dependencies but fails to discern variable-specific temporal patterns. CI strategy improves this aspect but fails to fully exploit cross-variable dependencies like CM. Hybrid strategies based on feature fusion offer limited generalization and interpretability. To address these issues, we propose C3RL, a novel representation learning framework that jointly models both CM and CI strategies. Motivated by contrastive learning in computer vision, C3RL treats the inputs of the two strategies as transposed views and builds a siamese network architecture: one strategy serves as the backbone, while the other complements it. By jointly optimizing contrastive and prediction losses with adaptive weighting, C3RL balances representation and forecasting performance. Extensive experiments on seven models show that C3RL boosts the best-case performance rate to 81.4% for models based on CI strategy and to 76.3% for models based on CM strategy, demonstrating strong generalization and effectiveness.
翻译:多元时间序列预测因其实际重要性而日益受到关注。现有方法通常采用通道混合(CM)或通道独立(CI)策略。CM策略能够捕捉变量间依赖关系,但无法识别变量特定的时间模式。CI策略在这方面有所改进,却未能像CM那样充分利用跨变量依赖关系。基于特征融合的混合策略在泛化性和可解释性方面存在局限。为解决这些问题,我们提出C3RL——一种联合建模CM与CI策略的新型表征学习框架。受计算机视觉中对比学习的启发,C3RL将两种策略的输入视为转置视图,并构建孪生网络架构:一种策略作为主干网络,另一种策略则作为补充。通过自适应加权联合优化对比损失与预测损失,C3RL实现了表征能力与预测性能的平衡。在七个模型上的大量实验表明,C3RL将基于CI策略模型的最佳性能提升率提高至81.4%,基于CM策略模型提升至76.3%,展现出强大的泛化能力与有效性。