arXiv AI
4d ago

Channel-Dependent State Space Model for Multivariate Time Series Forecasting

The paper introduces Chameleon, a channel‑dependent state space model for multivariate time series forecasting that allows data‑dependent, fine‑grained interactions across variables while maintaining linear scaling with the number of variables. By integrating selective state space models with a Kalman filter and adapting GatedDeltaNet as the backbone, Chameleon improves generalization and achieves lower MSE and MAE on strongly dependent ODE and PEMS datasets compared to both channel‑independent and prior channel‑dependent methods. Across 28 benchmark settings, it outperforms baselines in the majority of cases and demonstrates competitive training‑time and memory efficiency on Traffic and ETT datasets.

By Yu-Cheng Wu, Fan-Keng Sun, Li-Chun Lu, Duane S. Boning
arXiv Machine Learning
Sep 16

AsyncCouple-Flow: Asynchronous Cross-Modal Coupling and Flow Matching for Spatio-Temporal Forecasting

AsyncCouple-Flow introduces a new framework for multi‑modal spatio‑temporal forecasting that tackles three key challenges: differing sampling rates, missing modalities, and autoregressive error accumulation. It employs a Modality‑Aware Token Sparsification module to produce equal‑length sequences, an Asynchronous Cross‑Modal Coupling Graph to fuse data under arbitrary asynchrony and missingness, and a Flow‑Matching Forecasting Head that models multi‑step prediction as a conditional ODE. Experiments on weather and traffic datasets demonstrate that the method outperforms state‑of‑the‑art baselines and remains robust even when up to two modalities are missing.

By Zhixiang Wu, Yining Liu, Bo Zhao, Szu-Yu Chen, Huiran Duan, Chu Lin, Chuanguang Yang