Multivariate regression missing from benchmark

[erickmiller]

Long/Short Term Forecasting, Imputation, Classification and Anomaly Detection is a great set of task based categorical features to test for all the models.

But why is Multivariate Regression missing from this "comprehensive benchmark"?

I would suggest, for the benchmark to be truly comprehensive, the regression task should be part of the benchmark, if this is to be used as a way of ranking and as a standard quality measure for all time series models in the future.

[wuhaixu2016]

Hi, many thanks for your suggestion.
'Multivariate Regression' is important. But to our best knowledge, this task is not well-studies in recent papers of machine learning community.
Would you please kindly give us some related works or benchmarks?