CrossLinear is a new Linear-based forecasting model designed for time series forecasting with exogenous variables.
It addresses challenges in modeling dependencies between variables by incorporating a plug-and-play cross-correlation embedding module.
The module captures dependencies with minimal computational cost, differentiating between time-invariant/direct and time-varying/indirect dependencies to prevent overfitting.
Experiments show that CrossLinear outperforms traditional models in short-term and long-term forecasting tasks, with the cross-correlation embedding module proving effective.