Real-world time series data are inherently multivariate, often exhibiting complex inter-channel dependencies.
Proposed ChannelTokenFormer is a Transformer-based forecasting model that addresses challenges like channel dependency, asynchrony, and missingness in real-world scenarios.
The model is designed to capture cross-channel interactions, accommodate channel-wise asynchronous sampling, and handle missing values effectively.
Experiments on benchmark datasets and a real-world industrial dataset show that ChannelTokenFormer outperforms existing architectures in robustness and accuracy under challenging conditions.