English

Channel-Aware Low-Rank Adaptation in Time Series Forecasting

Machine Learning 2024-07-25 v1

Abstract

The balance between model capacity and generalization has been a key focus of recent discussions in long-term time series forecasting. Two representative channel strategies are closely associated with model expressivity and robustness, including channel independence (CI) and channel dependence (CD). The former adopts individual channel treatment and has been shown to be more robust to distribution shifts, but lacks sufficient capacity to model meaningful channel interactions. The latter is more expressive for representing complex cross-channel dependencies, but is prone to overfitting. To balance the two strategies, we present a channel-aware low-rank adaptation method to condition CD models on identity-aware individual components. As a plug-in solution, it is adaptable for a wide range of backbone architectures. Extensive experiments show that it can consistently and significantly improve the performance of both CI and CD models with demonstrated efficiency and flexibility. The code is available at https://github.com/tongnie/C-LoRA.

Keywords

Cite

@article{arxiv.2407.17246,
  title  = {Channel-Aware Low-Rank Adaptation in Time Series Forecasting},
  author = {Tong Nie and Yuewen Mei and Guoyang Qin and Jian Sun and Wei Ma},
  journal= {arXiv preprint arXiv:2407.17246},
  year   = {2024}
}

Comments

Accepted by CIKM 2024, short research paper track

R2 v1 2026-06-28T17:52:19.193Z