ConFlux: Multivariate Time Series in Flux, One Unified Forecast in Confluence
Shiyu Wang, Yuchen Fang, Juntong Ni, Ziyi Zhang, Baichuan Mo, Xinyue Zhong, Chengxin Wang, Zhou Ye, Yang Xiang
Abstract
Real-world multivariate time series are inherently in flux: different variables evolve asynchronously and interact in complex, time-varying ways, yet accurate forecasting requires these dispersed signals to converge into a single unified prediction. This structural mismatch between dynamic, heterogeneous inputs and a unified forecasting objective poses a fundamental challenge for building general-purpose multivariate forecasting models, especially in zero-shot and large-scale settings. To this end, inspired by the idea that "all rivers run into the sea", we propose ConFlux, a general-purpose foundation model for multivariate time-series forecasting by learning to adaptively integrate cross-channel information under a unified forecasting objective. Specifically, ConFlux first reorders variables to reduce cross-variable entanglement, then aggregates adjacent variables into compact patches that can be processed by a Vision Transformer-style architecture. This design shortens the effective context, reduces attention complexity, and provides a unified token representation for pre-training and downstream tasks. Experiments on 25 public datasets show that ConFlux achieves state-of-the-art performance in zero-shot, fine-tuning, and from-scratch settings, while offering faster inference and lower memory usage.
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