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Traffic forecasting is one of the most fundamental problems in transportation science and artificial intelligence. The key challenge is to effectively model complex spatial-temporal dependencies and correlations in modern traffic data.…

Machine Learning · Computer Science 2023-02-28 Haiyang Liu , Chunjiang Zhu , Detian Zhang , Qing Li

Crime forecasting is a critical component of urban analysis and essential for stabilizing society today. Unlike other time series forecasting problems, crime incidents are sparse, particularly in small regions and within specific time…

Machine Learning · Computer Science 2024-08-09 Zepu Wang , Xiaobo Ma , Huajie Yang , Weimin Lvu , Peng Sun , Sharath Chandra Guntuku

Multivariate time series (MTS) forecasting plays an important role in the automation and optimization of intelligent applications. It is a challenging task, as we need to consider both complex intra-variable dependencies and inter-variable…

Machine Learning · Computer Science 2023-04-11 Ling Chen , Donghui Chen , Zongjiang Shang , Binqing Wu , Cen Zheng , Bo Wen , Wei Zhang

Multivariate time series (MTS) forecasting has a wide range of applications in both industry and academia. Recently, spatial-temporal graph neural networks (STGNNs) have gained popularity as MTS forecasting methods. However, current STGNNs…

Machine Learning · Computer Science 2025-05-20 Huiliang Zhang , Ping Nie , Lijun Sun , Benoit Boulet

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

Multivariate time series (MTS) forecasting is widely used in various domains, such as meteorology and traffic. Due to limitations on data collection, transmission, and storage, real-world MTS data usually contains missing values, making it…

Machine Learning · Computer Science 2019-11-26 Xianfeng Tang , Huaxiu Yao , Yiwei Sun , Charu Aggarwal , Prasenjit Mitra , Suhang Wang

The challenge of effectively learning inter-series correlations for multivariate time series forecasting remains a substantial and unresolved problem. Traditional deep learning models, which are largely dependent on the Transformer paradigm…

Machine Learning · Computer Science 2024-05-29 Wanlin Cai , Kun Wang , Hao Wu , Xiaoxu Chen , Yuankai Wu

Multivariate time series (MTS) forecasting has shown great importance in numerous industries. Current state-of-the-art graph neural network (GNN)-based forecasting methods usually require both graph networks (e.g., GCN) and temporal…

Machine Learning · Computer Science 2023-11-13 Kun Yi , Qi Zhang , Wei Fan , Hui He , Liang Hu , Pengyang Wang , Ning An , Longbing Cao , Zhendong Niu

Accurate multivariate time series forecasting hinges on inter-series correlations, which often evolve in complex ways across different temporal scales. Existing methods are limited in modeling these multi-scale dependencies and struggle to…

Machine Learning · Computer Science 2026-01-27 Shaoxun Wang , Xingjun Zhang , Qianyang Li , Jiawei Cao , Zhendong Tan

Trajectory prediction is a crucial undertaking in understanding entity movement or human behavior from observed sequences. However, current methods often assume that the observed sequences are complete while ignoring the potential for…

Computer Vision and Pattern Recognition · Computer Science 2023-03-29 Yi Xu , Armin Bazarjani , Hyung-gun Chi , Chiho Choi , Yun Fu

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Shivam Gupta , Krishna Sai Sudhir Aripirala , Venkataramana Runkana

Accurate long series forecasting of traffic information is critical for the development of intelligent traffic systems. We may benefit from the rapid growth of neural network analysis technology to better understand the underlying…

Machine Learning · Computer Science 2022-10-06 Ruikang Luo , Yaofeng Song , Liping Huang , Yicheng Zhang , Rong Su

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

GNNs have been proven to perform highly effective in various node-level, edge-level, and graph-level prediction tasks in several domains. Existing approaches mainly focus on static graphs. However, many graphs change over time with their…

Machine Learning · Computer Science 2022-06-22 Bahareh Najafi , Saeedeh Parsaeefard , Alberto Leon-Garcia

Graph Neural Networks (GNN) have recently gained popularity in the forecasting domain due to their ability to model complex spatial and temporal patterns in tasks such as traffic forecasting and region-based demand forecasting. Most of…

Machine Learning · Computer Science 2023-12-08 Abishek Sriramulu , Nicolas Fourrier , Christoph Bergmeir

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

Recurrent neural networks (RNNs) are state-of-the-art in several sequential learning tasks, but they often require considerable amounts of data to generalise well. For many time series forecasting (TSF) tasks, only a few dozens of…

Machine Learning · Computer Science 2020-03-30 Bernardo Pérez Orozco , Stephen J Roberts

We propose an end-to-end architecture for multivariate time-series prediction that integrates a spatial-temporal graph neural network with a matrix filtering module. This module generates filtered (inverse) correlation graphs from…

Machine Learning · Computer Science 2022-03-09 Yuanrong Wang , Tomaso Aste

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

Recently, the incorporation of both temporal features and the correlation across time series has become an effective approach in time series prediction. Spatio-Temporal Graph Neural Networks (STGNNs) demonstrate good performance on many…

Machine Learning · Computer Science 2024-07-29 Wenbo Yan , Ying Tan