C3RL: Rethinking the Combination of Channel-independence and Channel-mixing from Representation Learning

Fuente: arXiv
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Autores principales: Ma, Shusen, Zhao, Yun-Bo, Kang, Yu
Formato: Preprint
Publicado: 2025
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author Ma, Shusen
Zhao, Yun-Bo
Kang, Yu
author_facet Ma, Shusen
Zhao, Yun-Bo
Kang, Yu
contents 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.
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id arxiv_https___arxiv_org_abs_2507_17454
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle C3RL: Rethinking the Combination of Channel-independence and Channel-mixing from Representation Learning
Ma, Shusen
Zhao, Yun-Bo
Kang, Yu
Machine Learning
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.
title C3RL: Rethinking the Combination of Channel-independence and Channel-mixing from Representation Learning
topic Machine Learning
url https://arxiv.org/abs/2507.17454