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MULTI-GRANULARITY TIME SERIES FORECASTING METHODS BASED ON DUAL-CHANNEL FUSION

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Volume 3, Issue 4, Pp 69-79, 2025

DOI: https://doi.org/10.61784/wjit3058

Author(s)

XueYuan Zhu*, JiaXin Peng

Affiliation(s)

School of Transportation, Changsha University of Science & Technology, Changsha 410114, Hunan, China.

Corresponding Author

XueYuan Zhu

ABSTRACT

In high-frequency data environments, traditional time-series forecasting methods generally face two major challenges. First, the structures of these models are too simple to capture both the long-term trends and short-term disturbances. Second, the forecasting granularity is too coarse to meet the refined requirements for real-time dynamic decision-making. To address these issues, this study proposes a dual-channel fusion forecasting framework, the Dual-Resolution Adaptive Forecasting Topology (DRAFT) architecture. The architecture comprises two modules: a trend modeling module and a disturbance modeling module. The modules are responsible for processing the linear trend components and nonlinear fluctuation signals in the time series data. They achieved adaptive integration of the prediction results using a lightweight fusion mechanism. Experiments on real-world datasets demonstrated that the DRAFT architecture significantly outperformed traditional single-model approaches in terms of metrics such as mean squared error (MSE) and mean absolute error (MAE), with error reductions exceeding 54.05% in certain scenarios. Furthermore, DRAFT possesses the capacity to refine the prediction output granularity to the 10-minute level, thereby providing more actionable prediction information for high-timeliness scenarios. This study establishes a new paradigm for the precise prediction of complex time-series data and provides theoretical and practical references for the construction of modular prediction systems.

KEYWORDS

Multi-granularity prediction; Time series modeling; Model fusion; Predictive granularity refinement

CITE THIS PAPER

XueYuan Zhu, JiaXin Peng. Multi-granularity time series forecasting methods based on dual-channel fusion. World Journal of Information Technology. 2025, 3(4): 69-79. DOI: https://doi.org/10.61784/wjit3058.

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