What If We Let Forecasting Forget? A Sparse Bottleneck for Cross-Variable Dependencies
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Abstract (arXiv)
Multivariate time series forecasting is critical in many real-world systems, and thus modeling cross-channel dependencies is essential. Although existing methods improve overall accuracy by enhancing representations and cross-channel interactions, it remains challenging to reliably capture inter-variable dependencies under specific conditions. We observe that dependencies in real data are often state-dependent and noisy; in such cases, dense interactions can amplify spurious correlations and lead to representation over-smoothing, which may yield unreliable predictions in certain scenarios. Motivated by this, we propose MS-FLOW, a sparse-bottleneck framework that explicitly models inter-variable interaction as capacity-limited information flow. Specifically, MS-FLOW replaces fully connected communication with selective sparse routing, retaining only a few critical dependency paths and injecting cross-variable signals under a strict communication budget, thereby suppressing redundant connections and spurious-correlation propagation. Extensive experiments demonstrate that MS-FLOW learns more reliable multivariate correlations, achieving state-of-the-art forecasting accuracy on 12 real-world benchmarks while producing fewer yet more reliable dependencies, shifting multivariate forecasting from "more interaction" to "more effective interaction".
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). Builds on 30 of its 46 references that are in the map. First posted on arXiv 8 May 2026.
Builds on
30 of 46 references.
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18 more
- 2025A Comprehensive Survey of Deep Learning for Multivariate Time Series Forecasting: A Channel Strategy Perspectivecited by 58
- 2025Rethinking Irregular Time Series Forecasting: A Simple yet Effective Baselinecited by 55
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