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Temporal graph neural networks (TGNNs) have been widely used for modeling time-evolving graph-related tasks due to their ability to capture both graph topology dependency and non-linear temporal dynamic. The explanation of TGNNs is of vital…

Machine Learning · Computer Science 2022-09-05 Wenchong He , Minh N. Vu , Zhe Jiang , My T. Thai

Graph Neural Networks (GNN) have gained significant traction in the forecasting domain, especially for their capacity to simultaneously account for intra-series temporal correlations and inter-series relationships. This paper introduces a…

Machine Learning · Computer Science 2024-05-30 Abishek Sriramulu , Nicolas Fourrier , Christoph Bergmeir

Spatial-temporal network traffic forecasting is a challenging task due to the complex spatial relationships and dynamic temporal patterns present in each node. Traditional regression methods are not directly applicable to such graph data.…

Information Retrieval · Computer Science 2026-05-12 Jinming Xing , Guoheng Sun , Hui Sun , Linchao Pan , Shakir Mahmood , Xuanhao Luo , Muhammad Shahzad

Multivariate time series classification (MTSC) is an important data mining task, which can be effectively solved by popular deep learning technology. Unfortunately, the existing deep learning-based methods neglect the hidden dependencies in…

Machine Learning · Computer Science 2024-08-19 Huaiyuan Liu , Xianzhang Liu , Donghua Yang , Zhiyu Liang , Hongzhi Wang , Yong Cui , Jun Gu

Accurate prediction of molecular properties is essential in drug discovery and related fields. However, existing graph neural networks (GNNs) often struggle to simultaneously capture both local and global molecular structures. In this work,…

Machine Learning · Computer Science 2025-08-26 XiaYu Liu , Chao Fan , Yang Liu , Hou-biao Li

Accurate traffic flow forecasting is a crucial research topic in transportation management. However, it is a challenging problem due to rapidly changing traffic conditions, high nonlinearity of traffic flow, and complex spatial and temporal…

Machine Learning · Computer Science 2024-06-06 Sanghyun Lee , Chanyoung Park

Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Machine Learning · Computer Science 2025-12-09 Andrey Savchenko , Oleg Kachan

With an ever-increasing number of sensors in modern society, spatio-temporal time series forecasting has become a de facto tool to make informed decisions about the future. Most spatio-temporal forecasting models typically comprise distinct…

Machine Learning · Computer Science 2023-03-24 Lars Ødegaard Bentsen , Narada Dilp Warakagoda , Roy Stenbro , Paal Engelstad

Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent neural networks (RNNs) have been introduced for TS…

Machine Learning · Computer Science 2020-11-17 Philippe Chatigny , Jean-Marc Patenaude , Shengrui Wang

Multivariate time series forecasting has been widely used in various practical scenarios. Recently, Transformer-based models have shown significant potential in forecasting tasks due to the capture of long-range dependencies. However,…

Machine Learning · Computer Science 2023-02-10 Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

Memory-based Temporal Graph Neural Networks (MTGNNs) are a class of temporal graph neural networks that utilize a node memory module to capture and retain long-term temporal dependencies, leading to superior performance compared to…

Machine Learning · Computer Science 2024-07-19 Guangming Sheng , Junwei Su , Chao Huang , Chuan Wu

In multivariate time series (MTS) forecasting, many deep learning based methods have been proposed for modeling dependencies at multiple spatial (inter-variate) or temporal (intra-variate) scales. However, existing methods may fail to model…

Machine Learning · Computer Science 2025-09-03 Binqing Wu , Jianlong Huang , Zongjiang Shang , Ling Chen

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Machine Learning · Computer Science 2023-11-21 Quang Minh Nguyen , Lam M. Nguyen , Subhro Das

Multivariate time series forecasting enables the prediction of future states by leveraging historical data, thereby facilitating decision-making processes. Each data node in a multivariate time series encompasses a sequence of multiple…

Machine Learning · Computer Science 2025-05-02 Xinlong Zhao , Liying Zhang , Tianbo Zou , Yan Zhang

Spatio-temporal traffic prediction is crucial in intelligent transportation systems. The key challenge of accurate prediction is how to model the complex spatio-temporal dependencies and adapt to the inherent dynamics in data. Traditional…

Machine Learning · Computer Science 2025-04-15 Wanna Cui , Peizheng Wang , Faliang Yin

Forecasting spatio-temporal correlated time series of sensor values is crucial in urban applications, such as air pollution alert, biking resource management, and intelligent transportation systems. While recent advances exploit graph…

Machine Learning · Computer Science 2021-02-01 Yi-Ju Lu , Cheng-Te Li

In this paper, we introduce Temporal Multiresolution Graph Neural Networks (TMGNN), the first architecture that both learns to construct the multiscale and multiresolution graph structures and incorporates the time-series signals to capture…

Machine Learning · Computer Science 2022-06-30 Truong Son Hy , Viet Bach Nguyen , Long Tran-Thanh , Risi Kondor

Irregular multivariate time series (IMTS) are characterized by irregular time intervals within variables and unaligned observations across variables, posing challenges in learning temporal and variable dependencies. Many existing IMTS…

Machine Learning · Computer Science 2025-05-26 Boyuan Li , Yicheng Luo , Zhen Liu , Junhao Zheng , Jianming Lv , Qianli Ma

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

Accurately predicting stock market movements remains a formidable challenge due to the inherent volatility and complex interdependencies among stocks. Although multi-scale Graph Neural Networks (GNNs) hold potential for modeling these…

Machine Learning · Computer Science 2025-11-04 Xiaosha Xue , Peibo Duan , Zhipeng Liu , Qi Chu , Changsheng Zhang , Bin zhang