Long-term multivariate time series forecasting is an important task in engineering applications. It helps grasp the future development trend of data in real-time, which is of great significance for a wide variety of fields. Due to the non-linear and unstable characteristics of multivariate time series, the existing methods encounter difficulties in analyzing complex high-dimensional data and capturing latent relationships between multivariates in time series, thus affecting the performance of long-term prediction. In this paper, we propose a novel time series forecasting model based on multilayer perceptron that combines spatio-temporal decomposition and doubly residual stacking, namely Spatio-Temporal Decomposition Neural Network (STDNet). We decompose the originally complex and unstable time series into two parts, temporal term and spatial term. We design temporal module based on auto-correlation mechanism to discover temporal dependencies at the sub-series level, and spatial module based on convolutional neural network and self-attention mechanism to integrate multivariate information from two dimensions, global and local, respectively. Then we integrate the results obtained from the different modules to get the final forecast. Extensive experiments on four real-world datasets show that STDNet significantly outperforms other state-of-the-art methods, which provides an effective solution for long-term time series forecasting.

Recently, self-supervised learning has shown great potential in Graph Neural Networks (GNNs) through contrastive learning, which aims to learn discriminative features for each node without label information. The key to graph contrastive learning is data augmentation. The anchor node regards its augmented samples as positive samples, and the rest of the samples are regarded as negative samples, some of which may be positive samples. We call these mislabeled samples as "false negative" samples, which will seriously affect the final learning effect. Since such semantically similar samples are ubiquitous in the graph, the problem of false negative samples is very significant. To address this issue, the paper proposes a novel model, False negative sample Detection for Graph Contrastive Learning (FD4GCL), which uses attribute and structure-aware to detect false negative samples. Experimental results on seven datasets show that FD4GCL outperforms the state-of-the-art baselines and even exceeds several supervised methods.