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In recent years, spatio-temporal graph neural networks (GNNs) have attracted considerable interest in the field of time series analysis, due to their ability to capture, at once, dependencies among variables and across time points. The…

Machine Learning · Computer Science 2025-12-01 Flavio Corradini , Flavio Gerosa , Marco Gori , Carlo Lucheroni , Marco Piangerelli , Martina Zannotti

Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…

Machine Learning · Computer Science 2024-05-24 Noam Koren , Kira Radinsky

Time series forecasting is an extensively studied subject in statistics, economics, and computer science. Exploration of the correlation and causation among the variables in a multivariate time series shows promise in enhancing the…

Machine Learning · Computer Science 2021-04-22 Chao Shang , Jie Chen , Jinbo Bi

In recent years, there has been an increasing interest in the use of graph neural networks (GNNs) for analyzing dynamic graphs, which are graphs that evolve over time. However, there is still a lack of understanding of how different…

Machine Learning · Computer Science 2023-05-03 Rishu Verma , Ashmita Bhattacharya , Sai Naveen Katla

There is a recent surge in the development of spatio-temporal forecasting models in the transportation domain. Long-range traffic forecasting, however, remains a challenging task due to the intricate and extensive spatio-temporal…

Machine Learning · Computer Science 2023-06-02 Zibo Liu , Parshin Shojaee , Chandan K Reddy

Multivariate time series is prevalent in many scientific and industrial domains. Modeling multivariate signals is challenging due to their long-range temporal dependencies and intricate interactions--both direct and indirect. To confront…

Machine Learning · Computer Science 2023-12-01 Juhyeon Kim , Hyungeun Lee , Seungwon Yu , Ung Hwang , Wooyul Jung , Miseon Park , Kijung Yoon

With the process of urbanization and the rapid growth of population, the issue of traffic congestion has become an increasingly critical concern. Intelligent transportation systems heavily rely on real-time and precise prediction algorithms…

Artificial Intelligence · Computer Science 2025-01-03 Zihao Jing

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

Time-evolving traffic flow forecasting are playing a vital role in intelligent transportation systems and smart cities. However, the dynamic traffic flow forecasting is a highly nonlinear problem with complex temporal-spatial dependencies.…

Machine Learning · Computer Science 2025-08-05 Zhenan Lin , Yuni Lai , Wai Lun Lo , Richard Tai-Chiu Hsung , Harris Sik-Ho Tsang , Xiaoyu Xue , Kai Zhou , Yulin Zhu

This study focuses on multi-step spatio-temporal wind speed forecasting for the Norwegian continental shelf. The study aims to leverage spatial dependencies through the relative physical location of different measurement stations to improve…

Machine Learning · Computer Science 2023-01-02 Lars Ødegaard Bentsen , Narada Dilp Warakagoda , Roy Stenbro , Paal Engelstad

Devising and analyzing learning models for spatiotemporal network data is of importance for tasks including forecasting, anomaly detection, and multi-agent coordination, among others. Graph Convolutional Neural Networks (GCNNs) are an…

Machine Learning · Computer Science 2022-07-01 Mohammad Sabbaqi , Elvin Isufi

Conventional time series classification approaches based on bags of patterns or shapelets face significant challenges in dealing with a vast amount of feature candidates from high-dimensional multivariate data. In contrast, deep neural…

Machine Learning · Computer Science 2023-06-07 Raneen Younis , Abdul Hakmeh , Zahra Ahmadi

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods due to their state-of-the-art…

Machine Learning · Computer Science 2022-08-22 Zezhi Shao , Zhao Zhang , Fei Wang , Wei Wei , Yongjun Xu

This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrated with current univariate methods. Our approach allows to…

Machine Learning · Computer Science 2022-03-08 Victor Garcia Satorras , Syama Sundar Rangapuram , Tim Januschowski

Traffic forecasting is essential to intelligent transportation systems, which is challenging due to the complicated spatial and temporal dependencies within a road network. Existing works usually learn spatial and temporal dependencies…

Machine Learning · Computer Science 2023-07-04 Binqing Wu , Ling Chen

Traffic flow forecasting is essential for managing congestion, improving safety, and optimizing various transportation systems. However, it remains a prevailing challenge due to the stochastic nature of urban traffic and environmental…

Machine Learning · Computer Science 2025-09-16 Mayur Patil , Qadeer Ahmed , Shawn Midlam-Mohler

Modern IoT deployments for environmental sensing produce high volume spatiotemporal data to support downstream tasks such as forecasting, typically powered by machine learning models. While existing filtering and strategic deployment…

Machine Learning · Computer Science 2025-12-02 Ragini Gupta , Naman Raina , Bo Chen , Li Chen , Claudiu Danilov , Josh Eckhardt , Keyshla Bernard , Klara Nahrstedt

Time series data are everywhere -- from finance to healthcare -- and each domain brings its own unique complexities and structures. While advanced models like Transformers and graph neural networks (GNNs) have gained popularity in time…

Machine Learning · Computer Science 2025-04-01 Fan-Keng Sun , Yu-Cheng Wu , Duane S. Boning

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