# Is Channel Independent strategy optimal for Time Series Forecasting?

arXiv: https://arxiv.org/abs/2310.17658 · HTML: https://mlsanity.com/paper/2310.17658/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 12 of its 20 references that are in the map.
- First posted on arXiv 18 Oct 2023.

## Builds on (most cited first, 12 of 12)

- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [Sigmoid-Weighted Linear Units for Neural Network Function Approximation in Reinforcement Learning](https://mlsanity.com/paper/1702.03118/) (2017)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [Searching for Activation Functions](https://mlsanity.com/paper/1710.05941/) (2017)
- [Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2208.05233/) (2022)
- [The Capacity and Robustness Trade-off: Revisiting the Channel Independent Strategy for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2304.05206/) (2023)
- [Mlinear: Rethink the Linear Model for Time-series Forecasting](https://mlsanity.com/paper/2305.04800/) (2023)

## Built on by (most cited first, 3 of 3)

- [From Similarity to Superiority: Channel Clustering for Time Series Forecasting](https://mlsanity.com/paper/2404.01340/) (2024)
- [Disentangled Parameter-Efficient Linear Model for Long-Term Time Series Forecasting](https://mlsanity.com/paper/2411.17257/) (2024)
- [Unlocking the Potential of Linear Networks for Irregular Multivariate Time Series Forecasting](https://mlsanity.com/paper/2505.00590/) (2025)

## Abstract (arXiv)

There has been an emergence of various models for long-term time series forecasting. Recent studies have demonstrated that a single linear layer, using Channel Dependent (CD) or Channel Independent (CI) modeling, can even outperform a large number of sophisticated models. However, current research primarily considers CD and CI as two complementary yet mutually exclusive approaches, unable to harness these two extremes simultaneously. And it is also a challenging issue that both CD and CI are static strategies that cannot be determined to be optimal for a specific dataset without extensive experiments. In this paper, we reconsider whether the current CI strategy is the best solution for time series forecasting. First, we propose a simple yet effective strategy called CSC, which stands for Channel Self-Clustering strategy, for linear models. Our Channel Self-Clustering (CSC) enhances CI strategy's performance improvements while reducing parameter size, for exmpale by over 10 times on electricity dataset, and significantly cutting training time. Second, we further propose Channel Rearrangement (CR), a method for deep models inspired by the self-clustering. CR attains competitive performance against baselines. Finally, we also discuss whether it is best to forecast the future values using the historical values of the same channel as inputs. We hope our findings and methods could inspire new solutions beyond CD/CI.