Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators

Benchmark Model Rank Results
time-series-forecasting-on-etth1-336-multivariatePatchTST + LIFT#28MSE: 0.433MAE: 0.435
time-series-forecasting-on-etth1-336-multivariateDLinear + LIFT#35MSE: 0.453MAE: 0.453