├── README.md └── figs └── channel-strategy-overview.png /README.md: -------------------------------------------------------------------------------- 1 | # **A Comprehensive Survey of Deep Learning for Multivariate Time Series Forecasting: A Channel Strategy Perspective** 2 | 3 | ![PRs Welcome](https://img.shields.io/badge/PRs-Welcome-green) ![Stars](https://img.shields.io/github/stars/decisionintelligence/CS4TS) [![Visits Badge](https://badges.pufler.dev/visits/decisionintelligence/CS4TS)](https://badges.pufler.dev/visits/decisionintelligence/CS4TS) 4 | 5 | 6 | 7 | ![image-20250212190349685](./figs/channel-strategy-overview.png) 8 | 9 | 10 | - **A channel strategy refers to the approach employed to process, integrate, or utilize information from multiple input channels.** 11 | - **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. 12 | - **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. 13 | - **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. 14 | 15 | 16 | 17 | 18 | 19 | | Strategy | Mechanism | Asym. | Lag. | Pol. | Gw. | Dyn. | Ms. | Method | Paradigm | Venue | Year | Code | 20 | | -------- | ----------------- | ----- | ---- | ---- | ---- | ---- | ---- | ------------------------------------------------------------ | ---------- | ----- | ---- | ------------------------------------------------------------ | 21 | | **CI** | - | - | - | - | - | - | - | [PatchTST](https://github.com/yuqinie98/patchtst) | Specific | ICLR | 2023 | [Link](https://github.com/yuqinie98/patchtst) | 22 | | **CI** | - | - | - | - | - | - | - | [CycleNet](https://github.com/ACAT-SCUT/CycleNet) | Specific | NIPS | 2024 | [Link](https://github.com/ACAT-SCUT/CycleNet) | 23 | | **CI** | - | - | - | - | - | - | - | [DLinear](https://github.com/cure-lab/LTSF-Linear) | Specific | AAAI | 2023 | [Link](https://github.com/cure-lab/LTSF-Linear) | 24 | | **CI** | - | - | - | - | - | - | - | [Timer](https://github.com/thuml/Large-Time-Series-Model) | Foundation | ICML | 2024 | [Link](https://github.com/thuml/Large-Time-Series-Model) | 25 | | **CI** | - | - | - | - | - | - | - | [Chronos](https://github.com/amazon-science/chronos-forecasting) | Foundation | ICML | 2024 | [Link](https://github.com/amazon-science/chronos-forecasting) | 26 | | **CI** | - | - | - | - | - | - | - | [LLM4TS](https://github.com/liaoyuhua/LLM4TS) | Foundation | NIPS | 2023 | [Link](https://github.com/liaoyuhua/LLM4TS) | 27 | | **CI** | - | - | - | - | - | - | - | [Time-LLM](https://github.com/KimMeen/Time-LLM) | Foundation | ICLR | 2024 | [Link](https://github.com/KimMeen/Time-LLM) | 28 | | **CI** | - | - | - | - | - | - | - | [RevIN](https://github.com/ts-kim/RevIN) | Plugin | ICLR | 2021 | [Link](https://github.com/ts-kim/RevIN) | 29 | | **CD** | CNN-based | ✓ | - | - | - | - | - | [Informer](https://github.com/zhouhaoyi/Informer2020) | Specific | AAAI | 2021 | [Link](https://github.com/zhouhaoyi/Informer2020) | 30 | | **CD** | CNN-based | ✓ | - | - | - | - | - | [Autoformer](https://github.com/thuml/Autoformer) | Specific | NIPS | 2021 | [Link](https://github.com/thuml/Autoformer) | 31 | | **CD** | CNN-based | ✓ | - | - | - | - | - | [FEDformer](https://github.com/MAZiqing/FEDformer) | Specific | ICML | 2022 | [Link](https://github.com/MAZiqing/FEDformer) | 32 | | **CD** | CNN-based | ✓ | - | - | - | - | - | [TimesNet](https://github.com/thuml/TimesNet) | Specific | ICLR | 2023 | [Link](https://github.com/thuml/TimesNet) | 33 | | **CD** | MLP-based | ✓ | - | - | - | - | - | [TSMixer](https://github.com/ditschuk/pytorch-tsmixer) | Specific | KDD | 2023 | [Link](https://github.com/ditschuk/pytorch-tsmixer) | 34 | | **CD** | MLP-based | ✓ | - | - | - | - | - | [TTM](https://github.com/ibm-granite/granite-tsfm) | Foundation | NIPS | 2024 | [Link](https://github.com/ibm-granite/granite-tsfm) | 35 | | **CD** | Transformer-based | ✓ | - | - | - | ✓ | - | [iTransformer](https://github.com/thuml/iTransformer) | Specific | ICLR | 2024 | [Link](https://github.com/thuml/iTransformer) | 36 | | **CD** | Transformer-based | ✓ | - | - | - | ✓ | - | [Crossformer](https://github.com/Thinklab-SJTU/Crossformer) | Specific | ICLR | 2023 | [Link](https://github.com/Thinklab-SJTU/Crossformer) | 37 | | **CD** | Transformer-based | ✓ | ✓ | - | - | - | - | [VCformer](https://github.com/CSyyn/VCformer) | Specific | IJCAI | 2024 | [Link](https://github.com/CSyyn/VCformer) | 38 | | **CD** | Transformer-based | ✓ | ✓ | - | - | ✓ | - | [MOIRAI](https://github.com/SalesforceAIResearch/uni2ts) | Foundation | ICML | 2024 | [Link](https://github.com/SalesforceAIResearch/uni2ts) | 39 | | **CD** | Transformer-based | ✓ | - | - | - | ✓ | - | [UniTS](https://github.com/mims-harvard/UniTS) | Foundation | NIPS | 2024 | [Link](https://github.com/mims-harvard/UniTS) | 40 | | **CD** | GNN-based | - | - | - | - | ✓ | - | [GTS](https://github.com/chaoshangcs/GTS) | Specific | ICLR | 2021 | [Link](https://github.com/chaoshangcs/GTS) | 41 | | **CD** | GNN-based | ✓ | - | - | - | - | ✓ | [MSGNet](https://github.com/YoZhibo/MSGNet) | Specific | AAAI | 2024 | [Link](https://github.com/YoZhibo/MSGNet) | 42 | | **CD** | GNN-based | - | ✓ | - | - | - | - | [FourierGNN](https://github.com/aikunyi/FourierGNN) | Specific | NIPS | 2023 | [Link](https://github.com/aikunyi/FourierGNN) | 43 | | **CD** | GNN-based | - | ✓ | - | - | - | - | [FC-STGNN](https://github.com/Frank-Wang-oss/FCSTGNN) | Specific | AAAI | 2024 | [Link](https://github.com/Frank-Wang-oss/FCSTGNN) | 44 | | **CD** | GNN-based | ✓ | - | - | - | ✓ | - | [TPGNN](https://github.com/zyplanet/TPGNN) | Specific | NIPS | 2022 | [Link](https://github.com/zyplanet/TPGNN) | 45 | | **CD** | GNN-based | ✓ | - | - | - | ✓ | ✓ | [ESG](https://github.com/LiuZH-19/ESG) | Specific | KDD | 2022 | [Link](https://github.com/LiuZH-19/ESG) | 46 | | **CD** | GNN-based | ✓ | - | - | - | ✓ | ✓ | [EnhanceNet](https://github.com/razvanc92/EnhanceNet) | Plugin | ICDE | 2021 | [Link](https://github.com/razvanc92/EnhanceNet) | 47 | | **CD** | Others | ✓ | ✓ | - | - | - | - | [SOFTS](https://github.com/Secilia-Cxy/SOFTS) | Specific | NIPS | 2024 | [Link](https://github.com/Secilia-Cxy/SOFTS) | 48 | | **CD** | Others | ✓ | - | - | ✓ | - | - | [C-LoRA](https://github.com/tongnie/C-LoRA) | Plugin | CIKM | 2024 | [Link](https://github.com/tongnie/C-LoRA) | 49 | | **CP** | CNN-based | ✓ | - | - | - | - | - | [ModernTCN](https://github.com/luodhhh/ModernTCN) | Specific | ICLR | 2024 | [Link](https://github.com/luodhhh/ModernTCN) | 50 | | **CP** | Transformer-based | ✓ | - | - | ✓ | - | - | [DUET](https://github.com/decisionintelligence/DUET) | Specific | KDD | 2025 | [Link](https://github.com/decisionintelligence/DUET) | 51 | | **CP** | Transformer-based | ✓ | - | - | - | ✓ | - | [MCformer](https://github.com/IITJMCformer) | Specific | IITJ* | 2024 | - | 52 | | **CP** | Transformer-based | ✓ | - | - | ✓ | ✓ | - | [DGCformer](https://github.com/liu2024dgcformer) | Specific | arXiv | 2024 | - | 53 | | **CP** | Transformer-based | - | - | - | - | ✓ | - | [CM](https://github.com/lee2024partial) | Plugin | NIPS | 2024 | - | 54 | | **CP** | GNN-based | ✓ | - | - | - | ✓ | - | [MTGNN](https://github.com/nnzhan/MTGNN) | Specific | KDD | 2020 | [Link](https://github.com/nnzhan/MTGNN) | 55 | | **CP** | GNN-based | ✓ | - | - | ✓ | - | - | [CrossGNN](https://github.com/hqh0728/CrossGNN) | Specific | NIPS | 2023 | [Link](https://github.com/hqh0728/CrossGNN) | 56 | | **CP** | GNN-based | ✓ | - | - | - | ✓ | - | [WaveForM](https://github.com/alanyoungCN/WaveForM) | Specific | AAAI | 2023 | [Link](https://github.com/alanyoungCN/WaveForM) | 57 | | **CP** | GNN-based | - | - | - | - | ✓ | - | [MTSF-DG](https://github.com/decisionintelligence/MTSF-DG) | Specific | VLDB | 2023 | [Link](https://github.com/decisionintelligence/MTSF-DG) | 58 | | **CP** | GNN-based | ✓ | - | - | ✓ | ✓ | ✓ | [ReMo](https://github.com/ReMo) | Specific | IJCAI | 2023 | - | 59 | | **CP** | GNN-based | ✓ | - | - | - | ✓ | ✓ | [Ada-MSHyper](https://github.com/shangzongjiang/Ada-MSHyper) | Specific | NIPS | 2024 | [Link](https://github.com/shangzongjiang/Ada-MSHyper) | 60 | | **CP** | Others | ✓ | ✓ | - | - | ✓ | - | [LIFT](https://github.com/SJTU-DMTai/LIFT) | Plugin | ICLR | 2024 | [Link](https://github.com/SJTU-DMTai/LIFT) | 61 | | **CP** | Others | ✓ | - | - | ✓ | - | - | [CCM](https://github.com/Graph-and-Geometric-Learning/TimeSeriesCCM) | Plugin | NIPS | 2024 | [Link](https://github.com/Graph-and-Geometric-Learning/TimeSeriesCCM) | 62 | 63 | -------------------------------------------------------------------------------- /figs/channel-strategy-overview.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/decisionintelligence/CS4TS/9f0a1706156d45e3ca07c1fbcc9e4584982e218a/figs/channel-strategy-overview.png --------------------------------------------------------------------------------