Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis

doi:10.1109/TKDE.2024.3484454

	Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis
	Shao, Zezhi 1,2; Wang, Fei 1; Xu, Yongjun 1; Wei, Wei 3; Yu, Chengqing 1,2; Zhang, Zhao 1; Yao, Di 1; Sun, Tao 1; Jin, Guangyin 4; Cao, Xin 5; Cong, Gao 6; Jensen, Christian S.7; Cheng, Xueqi 1
	2025
发表期刊	IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING
ISSN	1041-4347
卷号	37 期号:1 页码:291-305
摘要	Multivariate Time Series (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently. However, we often observe inconsistent or seemingly contradictory performance findings across different studies. This hinders our understanding of the merits of different approaches and slows down progress. We address the need for means of assessing MTS forecasting proposals reliably and fairly, in turn enabling better exploitation of MTS as seen in different applications. Specifically, we first propose BasicTS+, a benchmark designed to enable fair, comprehensive, and reproducible comparison of MTS forecasting solutions. BasicTS+ establishes a unified training pipeline and reasonable settings, enabling an unbiased evaluation. Second, we identify the heterogeneity across different MTS as an important consideration and enable classification of MTS based on their temporal and spatial characteristics. Disregarding this heterogeneity is a prime reason for difficulties in selecting the most promising technical directions. Third, we apply BasicTS+ along with rich datasets to assess the capabilities of more than 30 MTS forecasting solutions. This provides readers with an overall picture of the cutting-edge research on MTS forecasting.
关键词	Forecasting Time series analysis Benchmark testing Transformers Predictive models Data models Computer science Reliability Proposals Electricity Benchmarking multivariate time series spatial-temporal forecasting long-term time series forecasting
DOI	10.1109/TKDE.2024.3484454
收录类别	SCI
语种	英语
资助项目	NSFC[62372430] ; NSFC[62206266] ; NSFC[62476264] ; NSFC[62472405] ; Youth Innovation Promotion Association of CAS[2023112] ; Postdoctoral Fellowship Program of CPSF[GZC20241758]
WOS研究方向	Computer Science ; Engineering
WOS类目	Computer Science, Artificial Intelligence ; Computer Science, Information Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:001375739100031
出版者	IEEE COMPUTER SOC
引用统计
文献类型	期刊论文
条目标识符	http://119.78.100.204/handle/2XEOYT63/41055
专题	中国科学院计算技术研究所期刊论文_英文
通讯作者	Wang, Fei; Xu, Yongjun; Cheng, Xueqi
作者单位	1.Chinese Acad Sci, Inst Comp Technol, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Beijing 100049, Peoples R China 3.Huazhong Univ Sci & Technol, Sch Comp Sci & Technol, Wuhan 430074, Hubei, Peoples R China 4.Tsinghua Univ, Beijing 100190, Peoples R China 5.Univ New South Wales, Sch Comp Sci & Engn, Sydney, NSW 2033, Australia 6.Nanyang Technol Univ, Sch Comp Sci & Engn, Singapore 639798, Singapore 7.Aalborg Univ, Dept Comp Sci, DK-9220 Aalborg, Denmark
推荐引用方式 GB/T 7714	Shao, Zezhi,Wang, Fei,Xu, Yongjun,et al. Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis[J]. IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING,2025,37(1):291-305.
APA	Shao, Zezhi.,Wang, Fei.,Xu, Yongjun.,Wei, Wei.,Yu, Chengqing.,...&Cheng, Xueqi.(2025).Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis.IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING,37(1),291-305.
MLA	Shao, Zezhi,et al."Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis".IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING 37.1(2025):291-305.