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Paper · arXiv

Multiple cyclicity and Wavelet Decomposition with Channel Correlation for Long-term Time Series Forecasting

Cyclicity and trend are important components of time series data and many studies based on cyclicity and trend have achieved good results in long-term time series forecasting. However, we believe that current work neglects the influence of real-world inter-channel correlations in time series data which leads to suboptimal predictions. Furthermore, these models rely on complex designs to capture diverse information so that resulting in low computational efficiency. To address this challenge, we propose McWC, a long-term time series forecasting model that separately models the cyclicity, trend, and inter-channel correlations. Specifically, McWC first decouples cyclical information from data...

AuthorsBin Wang, Heming Yang, Jinfang Sheng
Primary categorycs.LG
Published16 June 2026
Last updated at source16 June 2026
cs.LGcs.AI
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