When the Benchmark Has Little to Mix
TL;DR for operators A forecasting team choosing between modeling each signal largely from its own history and building a system that mixes information across signals can reach very different conclusions depending on the benchmark it uses. In this paper, channel-independent models win all 10 standard multivariate time-series datasets by MSE. On a newly assembled benchmark containing more exploitable cross-channel structure, they win only 3 of 10.1 ...