Multivariate forecasting
#3
by lorenzolaudato - opened
Hello,
is it possible to use model in multivariate way to predict more than a single target ?
Thanks,
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.