DAG: A Dual Correlation Network for Time Series Forecasting with Exogenous Variables
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Abstract (arXiv)
Time series forecasting is essential in various domains. Compared to relying solely on endogenous variables (i.e., target variables), considering exogenous variables (i.e., covariates) provides additional predictive information and often leads to more accurate predictions. However, existing methods for time series forecasting with exogenous variables (TSF-X) have the following shortcomings: 1) they do not leverage future exogenous variables, 2) they fail to fully account for the correlation between endogenous and exogenous variables. In this study, to better leverage exogenous variables, especially future exogenous variables, we propose DAG, which utilizes Dual correlAtion network along both the temporal and channel dimensions for time series forecasting with exoGenous variables. Specifically, we propose two core components: the Temporal Correlation Module and the Channel Correlation Module. Both modules consist of a correlation discovery submodule and a correlation injection submodule. The former is designed to capture the correlation effects of historical exogenous variables on future exogenous variables and on historical endogenous variables, respectively. The latter injects the discovered correlation relationships into the processes of forecasting future endogenous variables based on historical endogenous variables and future exogenous variables.
Key facts. Cited by 33 papers in the map (data through 14 Oct 2026). First posted on arXiv 18 Sep 2025.
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Citing papers per year: 2025: 7; 2026: 26.
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- 2025Enhancing Time Series Forecasting through Selective Representation Spaces: A Patch Perspectivecited by 39
- 2026TimeART: Towards Agentic Time Series Reasoning via Tool-Augmentationcited by 26
- 2025DistDF: Time-Series Forecasting Needs Joint-Distribution Wasserstein Alignmentcited by 13
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- 2026What If We Let Forecasting Forget? A Sparse Bottleneck for Cross-Variable Dependenciescited by 1
- 2026SubjectAnchor: Subject-Aware Memory-to-Video for Multi-Shot Storytellingcited by 1
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- 2026BeliefGraph-JEPA: Structured Latent World Models for Action-Conditioned Time Series4 Oct 2026
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- 2026On the Divergence of Accuracy and Mechanism Consistency in Time Series World Models1 Oct 2026
- 2026XMatch: Enhancing Covariate-Aware Time Series Forecasting through Tree-Structured Exogenous Matching28 Sep 2026
- 2026QiYao-M: Multimodal Time Series Foundation Model with Role-Aware Modeling of Endogenous and Exogenous Modalities28 Sep 2026
- 2026HALO: Enhancing Time Series Generation via Hyperspherical Latents and Masked AutoregRessive Modeling28 Sep 2026
- 2026SubjectAnchor: Subject-Aware Memory-to-Video for Multi-Shot Storytelling28 Sep 2026
- 2026WorldTS: World Modeling for Multimodal Covariate-aware Time Series Forecasting25 Sep 2026
- 2026Aurora-X: Built for Extreme Time Series Forecasting25 Sep 2026
- 2026WPBench: A Comprehensive Benchmark for Wind Power Forecasting21 Sep 2026
- 2026MUSE: Dependency-Aware Adaptation of a Frozen Vision Backbone for Multivariate Time Series Forecasting21 Sep 2026
- 2026Edit-VAR: Taming Visual Autoregressive Model for Precise Video Editing18 Sep 2026
21 more
- 2026Halo: Improving forecast accuracy through heteroscedastic estimation6 Sep 2026
- 2026Rethinking Patch Based Multivariate Time Series Forecasting with Semantic Structured Partitioning20 Aug 2026
- 2026Exogenous Dropout: A Simple, Strong Baseline for Corruption-Robust Time Series Forecasting with Covariates5 Jul 2026
- 2026TiWeaver: Unified Temporal Dynamics Modeling via Contextual Patching2 Jun 2026
- 2026EasyVFX: Frequency-Driven Decoupling for Resource-Efficient VFX Generation21 May 2026
- 2026What If We Let Forecasting Forget? A Sparse Bottleneck for Cross-Variable Dependencies8 May 2026
- 2026TimeSAF: Towards LLM-Guided Semantic Asynchronous Fusion for Time Series Forecasting14 Apr 2026
- 2026FCL-COD: Weakly Supervised Camouflaged Object Detection with Frequency-aware and Contrastive Learning24 Mar 2026
- 2026CoRA: Boosting Time Series Foundation Models for Multivariate Forecasting through Correlation-aware Adapter23 Mar 2026
- 2026Deep Time-Series Forecasting in 10 Years: A Survey20 Mar 2026
- 2026DiTS: Multimodal Diffusion Transformers Are Time Series Forecasters6 Feb 2026
- 2026PHAT: Modeling Period Heterogeneity for Multivariate Time Series Forecasting31 Jan 2026
- 2026From Observations to States: Latent Time Series Forecasting30 Jan 2026
- 2026TimeART: Towards Agentic Time Series Reasoning via Tool-Augmentation20 Jan 2026
- 2025FLAME: Flow Enhanced Legendre Memory Models for General Time Series Forecasting16 Dec 2025
- 2025SimDiff: Simpler Yet Better Diffusion Model for Time Series Point Forecasting24 Nov 2025
- 2025Diffusion-Based Image Editing: An Unforeseen Adversary to Robust Invisible Watermarks5 Nov 2025
- 2025DistDF: Time-Series Forecasting Needs Joint-Distribution Wasserstein Alignment28 Oct 2025
- 2025Enhancing Time Series Forecasting through Selective Representation Spaces: A Patch Perspective16 Oct 2025
- 2025Task-Aware Mixture-of-Experts for Time Series Analysis26 Sep 2025
- 2025TimeMosaic: Temporal Heterogeneity Guided Time Series Forecasting via Adaptive Granularity Patch and Segment-wise Decoding23 Sep 2025
- 2025Enhancing Time Series Forecasting through Selective Representation Spaces: A Patch Perspectivecited by 39
- 2025DistDF: Time-Series Forecasting Needs Joint-Distribution Wasserstein Alignmentcited by 13
- 2025TimeMosaic: Temporal Heterogeneity Guided Time Series Forecasting via Adaptive Granularity Patch and Segment-wise Decodingcited by 12
- 2026CoRA: Boosting Time Series Foundation Models for Multivariate Forecasting through Correlation-aware Adaptercited by 7
- 2026From Observations to States: Latent Time Series Forecastingcited by 6
- 2026TimeSAF: Towards LLM-Guided Semantic Asynchronous Fusion for Time Series Forecastingcited by 5
- 2025FLAME: Flow Enhanced Legendre Memory Models for General Time Series Forecastingcited by 3
- 2026PHAT: Modeling Period Heterogeneity for Multivariate Time Series Forecastingcited by 3
- 2026TiWeaver: Unified Temporal Dynamics Modeling via Contextual Patchingcited by 2
- 2026WPBench: A Comprehensive Benchmark for Wind Power Forecastingcited by 2
- 2026FCL-COD: Weakly Supervised Camouflaged Object Detection with Frequency-aware and Contrastive Learningcited by 1
- 2026What If We Let Forecasting Forget? A Sparse Bottleneck for Cross-Variable Dependenciescited by 1
12 most cited of 24 All 24 (JSON)
- 2026QiYao-I: A Manifold Based Foundation Model for Irregular Multivariate Time Series Forecasting3 Oct 2026
- 2026XMatch: Enhancing Covariate-Aware Time Series Forecasting through Tree-Structured Exogenous Matching28 Sep 2026
- 2026QiYao-M: Multimodal Time Series Foundation Model with Role-Aware Modeling of Endogenous and Exogenous Modalities28 Sep 2026
- 2026HALO: Enhancing Time Series Generation via Hyperspherical Latents and Masked AutoregRessive Modeling28 Sep 2026
- 2026SubjectAnchor: Subject-Aware Memory-to-Video for Multi-Shot Storytelling28 Sep 2026
- 2026Aurora-X: Built for Extreme Time Series Forecasting25 Sep 2026
- 2026WPBench: A Comprehensive Benchmark for Wind Power Forecasting21 Sep 2026
- 2026MUSE: Dependency-Aware Adaptation of a Frozen Vision Backbone for Multivariate Time Series Forecasting21 Sep 2026
- 2026Edit-VAR: Taming Visual Autoregressive Model for Precise Video Editing18 Sep 2026
- 2026Halo: Improving forecast accuracy through heteroscedastic estimation6 Sep 2026
- 2026Rethinking Patch Based Multivariate Time Series Forecasting with Semantic Structured Partitioning20 Aug 2026
- 2026Exogenous Dropout: A Simple, Strong Baseline for Corruption-Robust Time Series Forecasting with Covariates5 Jul 2026
12 newest of 24 All 24 (JSON)