A Comprehensive Survey of Deep Learning for Multivariate Time Series Forecasting: A Channel Strategy Perspective
- A channel strategy refers to the approach employed to process, integrate, or utilize information from multiple input channels.
- Channel Independence (CI): The CI strategy treats each channel independently, without considering any potential interactions or correlations among channels. Each channel is processed as a separate input, and no shared information or dependencies are utilized.
- Channel Dependence (CD): The CD strategy assumes that all channels in a multivariate time series are inherently correlated and interdependent, treating them as a unified entity during the forecasting process.
- Channel Partiality (CP): The CP strategy strikes a balance between CI and CD, allowing each channel to retain a degree of independence while simultaneously interacting with other related channels. This approach emphasizes a hybrid state where channels selectively interact and exhibit partial correlations.
| Strategy | Mechanism | Asym. | Lag. | Pol. | Gw. | Dyn. | Ms. | Method | Paradigm | Venue | Year | Code |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CI | - | - | - | - | - | - | - | PatchTST | Specific | ICLR | 2023 | Link |
| CI | - | - | - | - | - | - | - | CycleNet | Specific | NIPS | 2024 | Link |
| CI | - | - | - | - | - | - | - | DLinear | Specific | AAAI | 2023 | Link |
| CI | - | - | - | - | - | - | - | Timer | Foundation | ICML | 2024 | Link |
| CI | - | - | - | - | - | - | - | Chronos | Foundation | ICML | 2024 | Link |
| CI | - | - | - | - | - | - | - | LLM4TS | Foundation | NIPS | 2023 | Link |
| CI | - | - | - | - | - | - | - | Time-LLM | Foundation | ICLR | 2024 | Link |
| CI | - | - | - | - | - | - | - | RevIN | Plugin | ICLR | 2021 | Link |
| CD | CNN-based | ✓ | - | - | - | - | - | Informer | Specific | AAAI | 2021 | Link |
| CD | CNN-based | ✓ | - | - | - | - | - | Autoformer | Specific | NIPS | 2021 | Link |
| CD | CNN-based | ✓ | - | - | - | - | - | FEDformer | Specific | ICML | 2022 | Link |
| CD | CNN-based | ✓ | - | - | - | - | - | TimesNet | Specific | ICLR | 2023 | Link |
| CD | MLP-based | ✓ | - | - | - | - | - | TSMixer | Specific | KDD | 2023 | Link |
| CD | MLP-based | ✓ | - | - | - | - | - | TTM | Foundation | NIPS | 2024 | Link |
| CD | Transformer-based | ✓ | - | - | - | ✓ | - | iTransformer | Specific | ICLR | 2024 | Link |
| CD | Transformer-based | ✓ | - | - | - | ✓ | - | Crossformer | Specific | ICLR | 2023 | Link |
| CD | Transformer-based | ✓ | ✓ | - | - | - | - | VCformer | Specific | IJCAI | 2024 | Link |
| CD | Transformer-based | ✓ | ✓ | - | - | ✓ | - | MOIRAI | Foundation | ICML | 2024 | Link |
| CD | Transformer-based | ✓ | - | - | - | ✓ | - | UniTS | Foundation | NIPS | 2024 | Link |
| CD | GNN-based | - | - | - | - | ✓ | - | GTS | Specific | ICLR | 2021 | Link |
| CD | GNN-based | ✓ | - | - | - | - | ✓ | MSGNet | Specific | AAAI | 2024 | Link |
| CD | GNN-based | - | ✓ | - | - | - | - | FourierGNN | Specific | NIPS | 2023 | Link |
| CD | GNN-based | - | ✓ | - | - | - | - | FC-STGNN | Specific | AAAI | 2024 | Link |
| CD | GNN-based | ✓ | - | - | - | ✓ | - | TPGNN | Specific | NIPS | 2022 | Link |
| CD | GNN-based | ✓ | - | - | - | ✓ | ✓ | ESG | Specific | KDD | 2022 | Link |
| CD | GNN-based | ✓ | - | - | - | ✓ | ✓ | EnhanceNet | Plugin | ICDE | 2021 | Link |
| CD | Others | ✓ | ✓ | - | - | - | - | SOFTS | Specific | NIPS | 2024 | Link |
| CD | Others | ✓ | - | - | ✓ | - | - | C-LoRA | Plugin | CIKM | 2024 | Link |
| CP | CNN-based | ✓ | - | - | - | - | - | ModernTCN | Specific | ICLR | 2024 | Link |
| CP | Transformer-based | ✓ | - | - | ✓ | - | - | DUET | Specific | KDD | 2025 | Link |
| CP | Transformer-based | ✓ | - | - | - | ✓ | - | MCformer | Specific | IITJ* | 2024 | - |
| CP | Transformer-based | ✓ | - | - | ✓ | ✓ | - | DGCformer | Specific | arXiv | 2024 | - |
| CP | Transformer-based | - | - | - | - | ✓ | - | CM | Plugin | NIPS | 2024 | - |
| CP | GNN-based | ✓ | - | - | - | ✓ | - | MTGNN | Specific | KDD | 2020 | Link |
| CP | GNN-based | ✓ | - | - | ✓ | - | - | CrossGNN | Specific | NIPS | 2023 | Link |
| CP | GNN-based | ✓ | - | - | - | ✓ | - | WaveForM | Specific | AAAI | 2023 | Link |
| CP | GNN-based | - | - | - | - | ✓ | - | MTSF-DG | Specific | VLDB | 2023 | Link |
| CP | GNN-based | ✓ | - | - | ✓ | ✓ | ✓ | ReMo | Specific | IJCAI | 2023 | - |
| CP | GNN-based | ✓ | - | - | - | ✓ | ✓ | Ada-MSHyper | Specific | NIPS | 2024 | Link |
| CP | Others | ✓ | ✓ | - | - | ✓ | - | LIFT | Plugin | ICLR | 2024 | Link |
| CP | Others | ✓ | - | - | ✓ | - | - | CCM | Plugin | NIPS | 2024 | Link |