CPiRi: Channel Permutation-Invariant Relational Interaction for Multivariate Time Series Forecasting
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Abstract (arXiv)
Current methods for multivariate time series forecasting can be classified into channel-dependent and channel-independent models. Channel-dependent models learn cross-channel features but often overfit the channel ordering, which hampers adaptation when channels are added or reordered. Channel-independent models treat each channel in isolation to increase flexibility, yet this neglects inter-channel dependencies and limits performance. To address these limitations, we propose CPiRi, a channel permutation invariant (CPI) framework that infers cross-channel structure from data rather than memorizing a fixed ordering, enabling deployment in settings with structural and distributional co-drift without retraining. CPiRi couples spatio-temporal decoupling architecture with permutation-invariant regularization training strategy: a frozen pretrained temporal encoder extracts high-quality temporal features, a lightweight spatial module learns content-driven inter-channel relations, while a channel shuffling strategy enforces CPI during training. We further ground CPiRi in theory by analyzing permutation equivariance in multivariate time series forecasting. Experiments on multiple benchmarks show state-of-the-art results. CPiRi remains stable when channel orders are shuffled and exhibits strong inductive generalization to unseen channels even when trained on only half of the channels, while maintaining practical efficiency on large-scale datasets. The source code is released at https://github.com/JasonStraka/CPiRi.
Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Builds on 22 of its 32 references that are in the map. First posted on arXiv 28 Jan 2026.
Builds on
22 of 32 references.
References · 22
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- 2021Dynamic Graph Convolutional Recurrent Network for Traffic Prediction: Benchmark and Solutioncited by 157
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- 2022Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series Forecastingcited by 151
- 2023LargeST: A Benchmark Dataset for Large-Scale Traffic Forecastingcited by 118
- 2023Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysiscited by 117
- 2024Timer-XL: Long-Context Transformers for Unified Time Series Forecastingcited by 87
- 2023CARD: Channel Aligned Robust Blend Transformer for Time Series Forecastingcited by 55
- 2024Position: What Can Large Language Models Tell Us about Time Series Analysiscited by 47
- 2025BLAST: Balanced Sampling Time Series Corpus for Universal Forecasting Modelscited by 16
- 2025Decoupling Spatio-Temporal Prediction: When Lightweight Large Models Meet Adaptive Hypergraphscited by 4
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- 2025Unify and Anchor: A Context-Aware Transformer for Cross-Domain Time Series Forecastingcited by 1
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Citing papers per year: 2026: 2.
2 papers.