# DUET: Dual Clustering Enhanced Multivariate Time Series Forecasting

arXiv: https://arxiv.org/abs/2412.10859 · HTML: https://mlsanity.com/paper/2412.10859/

## Key facts

- Cited by 107 papers in the map (data through 14 Oct 2026).
- Builds on 31 of its 73 references that are in the map.
- First posted on arXiv 14 Dec 2024.

## Builds on (most cited first, 30 of 31)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Layer Normalization](https://mlsanity.com/paper/1607.06450/) (2016)
- [Auto-Encoding Variational Bayes](https://mlsanity.com/paper/1312.6114/) (2013)
- [Outrageously Large Neural Networks: The Sparsely-Gated Mixture-of-Experts Layer](https://mlsanity.com/paper/1701.06538/) (2017)
- [Wide Residual Networks](https://mlsanity.com/paper/1605.07146/) (2016)
- [Categorical Reparameterization with Gumbel-Softmax](https://mlsanity.com/paper/1611.01144/) (2016)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019](https://mlsanity.com/paper/1911.13288/) (2019)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [FITS: Modeling Time Series with 10k Parameters](https://mlsanity.com/paper/2307.03756/) (2023)
- [SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters](https://mlsanity.com/paper/2405.00946/) (2024)
- [CycleNet: Enhancing Time Series Forecasting through Modeling Periodic Patterns](https://mlsanity.com/paper/2409.18479/) (2024)
- [DCdetector: Dual Attention Contrastive Representation Learning for Time Series Anomaly Detection](https://mlsanity.com/paper/2306.10347/) (2023)
- [Dish-TS: A General Paradigm for Alleviating Distribution Shift in Time Series Forecasting](https://mlsanity.com/paper/2302.14829/) (2023)
- [DSformer: A Double Sampling Transformer for Multivariate Time Series Long-term Prediction](https://mlsanity.com/paper/2308.03274/) (2023)
- [Unsupervised Path Representation Learning with Curriculum Negative Sampling](https://mlsanity.com/paper/2106.09373/) (2021)
- [DDG-DA: Data Distribution Generation for Predictable Concept Drift Adaptation](https://mlsanity.com/paper/2201.04038/) (2022)
- [Unsupervised Time Series Outlier Detection with Diversity-Driven Convolutional Ensembles -- Extended Version](https://mlsanity.com/paper/2111.11108/) (2021)
- [DIVERSIFY: A General Framework for Time Series Out-of-distribution Detection and Generalization](https://mlsanity.com/paper/2308.02282/) (2023)
- [GinAR: An End-To-End Multivariate Time Series Forecasting Model Suitable for Variable Missing](https://mlsanity.com/paper/2405.11333/) (2024)
- [MultiRC: Joint Learning for Time Series Anomaly Prediction and Detection with Multi-scale Reconstructive Contrast](https://mlsanity.com/paper/2410.15997/) (2024)
- [An Accurate and Interpretable Framework for Trustworthy Process Monitoring](https://mlsanity.com/paper/2302.10426/) (2023)
- [Attractor Memory for Long-Term Time Series Forecasting: A Chaos Perspective](https://mlsanity.com/paper/2402.11463/) (2024)
- [Rethinking the Power of Timestamps for Robust Time Series Forecasting: A Global-Local Fusion Perspective](https://mlsanity.com/paper/2409.18696/) (2024)
- [Fully Automated Correlated Time Series Forecasting in Minutes](https://mlsanity.com/paper/2411.05833/) (2024)
- [Monotonic Neural Ordinary Differential Equation: Time-series Forecasting for Cumulative Data](https://mlsanity.com/paper/2309.13452/) (2023)

## Built on by (most cited first, 30 of 107)

- [A Comprehensive Survey of Deep Learning for Multivariate Time Series Forecasting: A Channel Strategy Perspective](https://mlsanity.com/paper/2502.10721/) (2025)
- [DBLoss: Decomposition-based Loss Function for Time Series Forecasting](https://mlsanity.com/paper/2510.23672/) (2025)
- [SCORE: Story Coherence and Retrieval Enhancement for AI Narratives](https://mlsanity.com/paper/2503.23512/) (2025)
- [Enhancing Time Series Forecasting through Selective Representation Spaces: A Patch Perspective](https://mlsanity.com/paper/2510.14510/) (2025)
- [EasyTime: Time Series Forecasting Made Easy](https://mlsanity.com/paper/2412.17603/) (2024)
- [Aurora: Towards Universal Generative Multimodal Time Series Forecasting](https://mlsanity.com/paper/2509.22295/) (2025)
- [Follow-Your-Shape: Shape-Aware Image Editing via Trajectory-Guided Region Control](https://mlsanity.com/paper/2508.08134/) (2025)
- [FastVMT: Eliminating Redundancy in Video Motion Transfer](https://mlsanity.com/paper/2602.05551/) (2026)
- [Time-o1: Time-Series Forecasting Needs Transformed Label Alignment](https://mlsanity.com/paper/2505.17847/) (2025)
- [Bridging Past and Future: Distribution-Aware Alignment for Time Series Forecasting](https://mlsanity.com/paper/2509.14181/) (2025)
- [Enhancing Intent Understanding for Ambiguous prompt: A Human-Machine Co-Adaption Strategy](https://mlsanity.com/paper/2501.15167/) (2025)
- [DistDF: Time-Series Forecasting Needs Joint-Distribution Wasserstein Alignment](https://mlsanity.com/paper/2510.24574/) (2025)
- [GCGNet: Graph-Consistent Generative Network for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2603.08032/) (2026)
- [CRISP-SAM2: SAM2 with Cross-Modal Interaction and Semantic Prompting for Multi-Organ Segmentation](https://mlsanity.com/paper/2506.23121/) (2025)
- [LLM-Enhanced Multimodal Fusion for Cross-Domain Sequential Recommendation](https://mlsanity.com/paper/2506.17966/) (2025)
- [Distilling Time Series Foundation Models for Efficient Forecasting](https://mlsanity.com/paper/2601.12785/) (2026)
- [ASTGI: Adaptive Spatio-Temporal Graph Interactions for Irregular Multivariate Time Series Forecasting](https://mlsanity.com/paper/2509.23313/) (2025)
- [STAR: Boosting Time Series Foundation Models for Anomaly Detection through State-aware Adapter](https://mlsanity.com/paper/2510.16014/) (2025)
- [DDUNet: Dual Dynamic U-Net for Highly-Efficient Cloud Segmentation](https://mlsanity.com/paper/2501.15385/) (2025)
- [AimTS: Augmented Series and Image Contrastive Learning for Time Series Classification](https://mlsanity.com/paper/2504.09993/) (2025)
- [DeepFilter: A Transformer-style Framework for Accurate and Efficient Process Monitoring](https://mlsanity.com/paper/2501.01342/) (2025)
- [U-Cast: Learning Hierarchical Structures for High-Dimensional Time Series Forecasting](https://mlsanity.com/paper/2507.15119/) (2025)
- [Enhancing Multivariate Time Series Forecasting with Global Temporal Retrieval](https://mlsanity.com/paper/2602.10847/) (2026)
- [Decentralized Attention Fails Centralized Signals: Rethinking Transformers for Medical Time Series](https://mlsanity.com/paper/2602.18473/) (2026)
- [Unlocking the Value of Text: Event-Driven Reasoning and Multi-Level Alignment for Time Series Forecasting](https://mlsanity.com/paper/2603.15452/) (2026)
- [Stationarity-Aware Retrieval-Augmented Time Series Forecasting](https://mlsanity.com/paper/2606.04135/) (2026)
- [FLAME: Flow Enhanced Legendre Memory Models for General Time Series Forecasting](https://mlsanity.com/paper/2512.14253/) (2025)
- [PHAT: Modeling Period Heterogeneity for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2602.00654/) (2026)
- [Towards Multimodal Time Series Anomaly Detection with Semantic Alignment and Condensed Interaction](https://mlsanity.com/paper/2603.21612/) (2026)
- [Data Driven Decision Making with Time Series and Spatio-temporal Data](https://mlsanity.com/paper/2503.08473/) (2025)

## Abstract (arXiv)

Multivariate time series forecasting is crucial for various applications, such as financial investment, energy management, weather forecasting, and traffic optimization. However, accurate forecasting is challenging due to two main factors. First, real-world time series often show heterogeneous temporal patterns caused by distribution shifts over time. Second, correlations among channels are complex and intertwined, making it hard to model the interactions among channels precisely and flexibly. In this study, we address these challenges by proposing a general framework called DUET, which introduces dual clustering on the temporal and channel dimensions to enhance multivariate time series forecasting. First, we design a Temporal Clustering Module (TCM) that clusters time series into fine-grained distributions to handle heterogeneous temporal patterns. For different distribution clusters, we design various pattern extractors to capture their intrinsic temporal patterns, thus modeling the heterogeneity. Second, we introduce a novel Channel-Soft-Clustering strategy and design a Channel Clustering Module (CCM), which captures the relationships among channels in the frequency domain through metric learning and applies sparsification to mitigate the adverse effects of noisy channels. Finally, DUET combines TCM and CCM to incorporate both the temporal and channel dimensions. Extensive experiments on 25 real-world datasets from 10 application domains, demonstrate the state-of-the-art performance of DUET.