Towards Robust Real-World Multivariate Time Series Forecasting: A Unified Framework for Dependency, Asynchrony, and Missingness

Jinkwan Jang, Hyungjin Park, Jinmyeong Choi +1

Real-world time series data are inherently multivariate, often exhibiting complex inter-channel dependencies. Each channel is typically sampled at its own period and is prone to mi…