מודל חדש למעקב אחר סדרות זמן מרוב-משתנים

תקציר מקורי באנגליתarXiv:2609.36453v1 Announce Type: cross Abstract: Multivariate time series forecasting (MTSF) is critical across many real-world domains. Existing deep learning approaches fall into two paradigms with distinct limitations: channel-independent (CI) methods unconditionally ignore cross-variable dependencies and model only temporal dynamics, while channel-dependent (CD) methods consider both but typically rely on architectural compromises to mitigate overfitting and computational overhead. We therefore propose Chameleon, a specialized CD state space model (SSM) that enables data-dependent, fine-grained interactions across variables while scaling linearly with their number. By connecting selective SSMs with the Kalman filter, we leverage the missing measurement update in the former for cross-v