Multivariate forecasting

#3
by lorenzolaudato - opened

Hello,

is it possible to use model in multivariate way to predict more than a single target ?

Thanks,

MLDI Lab @ ShanghaiTech University org

Hi @lorenzolaudato ,

Thank you for your question.

Similar to most time series foundation models, Kairos currently only supports channel-independent forecasting (like PatchTST). This means that each variable in a multivariate time series is forecasted independently.

We are actively considering the modeling of inter-variable relationships in our future work.

Best regards.

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