Channel Adapter for Time Series Foundation Models in Zero-Shot Multivariate Forecasting
Dongyuan Li, Renhe Jiang, Shun Zheng, Zheng Dong, Haotian Gao, Ying Zhang, Jiang Bian
摘要
Time Series Foundation Models (TSFMs) have achieved strong performance in univariate time series forecasting. However, most TSFMs rely on channel-independent pre-training that models each variable separately, limiting their ability to leverage inter-channel information that is crucial in real-world multivariate systems. Motivated by this limitation, we propose ChaTSFM, a lightweight plug-and-play channel adapter that allows frozen TSFMs to leverage multivariate correlations in a zero-shot setting. ChaTSFM first builds a budgeted pre-training dataset to cover diverse heterogeneous inter-channel dependency patterns. It then uses data-derived domain descriptors to learn a dataset-conditioned inter-channel similarity measure that reduces cross-domain metric distortion. Finally, it injects sparse inter-channel information via gated refinement, leveraging multivariate information without degrading intra-channel temporal dynamics. Extensive experiments on nine benchmarks validate the effectiveness of ChaTSFM, demonstrating consistent zero-shot improvements over four best-performing TSFMs while maintaining scalable deployment. Code is available at Code is available at https://github.com/Clearloveyuan/ChaTSFM.
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