Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators

Generalized harmonic analysis

Norbert Wiener · 1930

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Long-range transformers for dynamic spatiotemporal forecasting

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Informer: Beyond efficient transformer for long sequence time-series forecasting

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Reversible instance normalization for accurate time-series forecasting against distribution shift

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Tsmixer: An all-mlp architecture for time series forecasting

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Tsmixer: Lightweight mlp-mixer model for multivariate time series forecasting

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Dish-ts: A general paradigm for alleviating distribution shift in time series forecasting

Wei Fan, Pengyang Wang, Dongkun Wang, Dongjie Wang, Yuanchun Zhou, and Yanjie Fu · 2023

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The capacity and robustness trade-off: Revisiting the channel independent strategy for multivariate time series forecasting

Are transformers effective for time series forecasting?

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Crossformer: Transformer utilizing cross-dimension dependency for multivariate time series forecasting

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One fits all: Power general time series analysis by pretrained LM

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TEMPO: Prompt-based generative pre-trained transformer for time series forecasting

Defu Cao, Furong Jia, Sercan O Arik, Tomas Pfister, Yixiang Zheng, Wen Ye, and Yan Liu · 2024

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Pathformer: Multi-scale transformers with adaptive pathways for time series forecasting

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