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Accurate forecasting of multivariate time series is an extensively studied subject in finance, transportation, and computer science. Fully mining the correlation and causation between the variables in a multivariate time series exhibits…

Machine Learning · Computer Science 2022-05-25 Weijun Chen , Yanze Wang , Chengshuo Du , Zhenglong Jia , Feng Liu , Ran Chen

Multivariate time series forecasting poses an ongoing challenge across various disciplines. Time series data often exhibit diverse intra-series and inter-series correlations, contributing to intricate and interwoven dependencies that have…

Machine Learning · Computer Science 2024-01-02 Wanlin Cai , Yuxuan Liang , Xianggen Liu , Jianshuai Feng , Yuankai Wu

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among…

Machine Learning · Computer Science 2021-05-28 Gabriel Spadon , Shenda Hong , Bruno Brandoli , Stan Matwin , Jose F. Rodrigues-Jr , Jimeng Sun

Traffic flow forecasting is a critical spatio-temporal data mining task with wide-ranging applications in intelligent route planning and dynamic traffic management. Recent advancements in deep learning, particularly through Graph Neural…

Machine Learning · Computer Science 2025-05-14 Weiyang Kong , Kaiqi Wu , Sen Zhang , Yubao Liu

Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters…

Machine Learning · Computer Science 2020-11-30 Joel Janek Dabrowski , YiFan Zhang , Ashfaqur Rahman

Multivariate time series (MTS) forecasting is an essential problem in many fields. Accurate forecasting results can effectively help decision-making. To date, many MTS forecasting methods have been proposed and widely applied. However,…

Machine Learning · Computer Science 2021-12-16 Ziheng Duan , Haoyan Xu , Yida Huang , Jie Feng , Yueyang Wang

Exogenous variables offer valuable supplementary information for predicting future endogenous variables. Forecasting with exogenous variables needs to consider both past-to-future dependencies (i.e., temporal correlations) and the influence…

Machine Learning · Computer Science 2026-05-04 Zhengyu Li , Xiangfei Qiu , Yuhan Zhu , Xingjian Wu , Jilin Hu , Chenjuan Guo , Bin Yang

Time series prediction aims to predict future values to help stakeholders make proper strategic decisions. This problem is relevant in all industries and areas, ranging from financial data to demand to forecast. However, it remains…

Applications · Statistics 2020-09-09 Aleksandr Pletnev , Rodrigo Rivera-Castro , Evgeny Burnaev

Graph Neural Networks (GNNs) are a powerful tool for machine learning on graphs.GNNs combine node feature information with the graph structure by recursively passing neural messages along edges of the input graph. However, incorporating…

Machine Learning · Computer Science 2019-11-15 Rex Ying , Dylan Bourgeois , Jiaxuan You , Marinka Zitnik , Jure Leskovec

Graph convolution network based approaches have been recently used to model region-wise relationships in region-level prediction problems in urban computing. Each relationship represents a kind of spatial dependency, like region-wise…

Machine Learning · Computer Science 2019-05-29 Xu Geng , Xiyu Wu , Lingyu Zhang , Qiang Yang , Yan Liu , Jieping Ye

Time series forecasting has remained a focal point due to its vital applications in sectors such as energy management and transportation planning. Spectral-temporal graph neural network is a promising abstraction underlying most time series…

Machine Learning · Computer Science 2025-02-25 Ming Jin , Guangsi Shi , Yuan-Fang Li , Bo Xiong , Tian Zhou , Flora D. Salim , Liang Zhao , Lingfei Wu , Qingsong Wen , Shirui Pan

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

Recently, numerous deep models have been proposed to enhance the performance of multivariate time series (MTS) forecasting. Among them, Graph Neural Networks (GNNs)-based methods have shown great potential due to their capability to…

Machine Learning · Computer Science 2025-09-30 Jingqi Xu , Guibin Chen , Jingxi Lu , Yuzhang Lin

Weather Forecasting is an attractive challengeable task due to its influence on human life and complexity in atmospheric motion. Supported by massive historical observed time series data, the task is suitable for data-driven approaches,…

Machine Learning · Computer Science 2022-09-20 Minbo Ma , Peng Xie , Fei Teng , Tianrui Li , Bin Wang , Shenggong Ji , Junbo Zhang

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

Infectious disease forecasting has been a key focus and proved to be crucial in controlling epidemic. A recent trend is to develop forecast-ing models based on graph neural networks (GNNs). However, existing GNN-based methods suffer from…

Machine Learning · Computer Science 2024-05-28 Mingjie Qiu , Zhiyi Tan , Bing-kun Bao

Multivariate time series forecasting tasks are usually conducted in a channel-dependent (CD) way since it can incorporate more variable-relevant information. However, it may also involve a lot of irrelevant variables, and this even leads to…

Machine Learning · Computer Science 2024-05-15 Qinshuo Liu , Yanwen Fang , Pengtao Jiang , Guodong Li

Graph Neural Networks (GNNs) are deep-learning architectures designed for graph-type data, where understanding relationships among individual observations is crucial. However, achieving promising GNN performance, especially on unseen data,…

Machine Learning · Computer Science 2024-05-22 Lequan Lin , Dai Shi , Andi Han , Zhiyong Wang , Junbin Gao

Predicting stock returns remains a central challenge in quantitative finance, transitioning from traditional statistical methods to contemporary deep learning techniques. However, many current models struggle with effectively capturing…

Computational Engineering, Finance, and Science · Computer Science 2025-10-14 Chenlanhui Dai , Wenyan Wang , Yusi Fan , Yueying Wang , Lan Huang , Kewei Li , Fengfeng Zhou