Artificial intelligence (AI) has demonstrated transformative potential in diverse fields such as healthcare, drug discovery, and natural language processing by enabling advanced pattern recognition and predictive modeling of complex data. Particularly in the power system, where it involves areas such as power load, electricity price, and renewable energy, the application of AI technology to enhance the multivariate electricity time series forecasting tasks is crucial for grid security and economic dispatch. In power systems, multivariate electricity time series forecasting tasks involving power load, electricity prices, and renewable energy are crucial for grid security and economic dispatch. Contemporary forecasting approaches primarily focus on two aspects: modeling multi-scale periodic characteristics within sequences and capturing complex collaborative dependencies among variables. However, existing techniques often fail to simultaneously disentangle multi-scale features and model the dynamically heterogeneous dependencies between variables. To overcome these limitations, this paper proposes MDU-Net, a novel forecasting framework. The framework comprises two core modules: Multi-resolution hierarchical Union learning (MRU) module and Differential Channel Clustering Fusion (DCCF) Module. The MRU module constructs multi-granularity temporal representations through downsampling and achieves effective cross-scale feature fusion by integrating channel-independent operations with seasonal-trend decomposition. The DCCF module adopts first- and second-order derivative approximations to generate soft clustering mask matrices, adaptively capturing asymmetric collaborative dependencies among different variables over time. Experimental results on multiple public datasets (ETT, Electricity) demonstrate that MDU-Net significantly outperforms state-of-the-art baselines in multivariate electricity time series prediction. it achieves 2.7% and 17.1% relative MSE reductions compared to TimeMixer and PatchTST, respectively, with 1.4% and 14.4% lower MAE. Notably, MDU-Net maintains strong generalization capabilities and computational efficiency. The framework also shows promising performance in cross-domain applications such as traffic forecasting.
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