{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/forecastgrapher-redefining-multivariate-time","title":"ForecastGrapher: Redefining Multivariate Time Series Forecasting with Graph Neural Networks","arxiv_id":"2405.18036","date":"2024-05-28","proceeding":null,"authors":["Wanlin Cai","Kun Wang","Hao Wu","Xiaoxu Chen","Yuankai Wu"],"abstract":"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 for modeling long sequences, often fail to integrate information from multiple time series into a coherent and universally applicable model. To bridge this gap, our paper presents ForecastGrapher, a framework reconceptualizes multivariate time series forecasting as a node regression task, providing a unique avenue for capturing the intricate temporal dynamics and inter-series correlations. Our approach is underpinned by three pivotal steps: firstly, generating custom node embeddings to reflect the temporal variations within each series; secondly, constructing an adaptive adjacency matrix to encode the inter-series correlations; and thirdly, augmenting the GNNs' expressive power by diversifying the node feature distribution. To enhance this expressive power, we introduce the Group Feature Convolution GNN (GFC-GNN). This model employs a learnable scaler to segment node features into multiple groups and applies one-dimensional convolutions with different kernel lengths to each group prior to the aggregation phase. Consequently, the GFC-GNN method enriches the diversity of node feature distribution in a fully end-to-end fashion. Through extensive experiments and ablation studies, we show that ForecastGrapher surpasses strong baselines and leading published techniques in the domain of multivariate time series forecasting.","url_abs":"https://arxiv.org/abs/2405.18036v1","url_pdf":"https://arxiv.org/pdf/2405.18036v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[],"tasks":[{"task_slug":"multivariate-time-series-forecasting","task_name":"Multivariate Time Series Forecasting"},{"task_slug":"node-regression","task_name":"Node Regression"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series-forecasting","task_name":"Time Series Forecasting"}],"methods":[{"method_slug":"absolute-position-encodings","method_name":"Absolute Position Encodings"},{"method_slug":"adam","method_name":"Adam"},{"method_slug":"attention","method_name":"Attention"},{"method_slug":"bpe","method_name":"BPE"},{"method_slug":"convolution","method_name":"Convolution"},{"method_slug":"dense-connections","method_name":"Dense Connections"},{"method_slug":"dropout","method_name":"Dropout"},{"method_slug":"label-smoothing","method_name":"Label Smoothing"},{"method_slug":"layer-normalization","method_name":"Layer Normalization"},{"method_slug":"linear-layer","method_name":"Linear Layer"},{"method_slug":"multi-head-attention","method_name":"Multi-Head Attention"},{"method_slug":"position-wise-feed-forward-layer","method_name":"Position-Wise Feed-Forward Layer"},{"method_slug":"residual-connection","method_name":"Residual Connection"},{"method_slug":"softmax","method_name":"Softmax"},{"method_slug":"transformer","method_name":"Transformer"}],"datasets_introduced":[],"methods_introduced":[],"results":[{"leaderboard":"/sota/time-series-forecasting-on-etth1-336-1","task":"Time Series Forecasting","dataset":"ETTh1 (336) Multivariate","model":"ForecastGrapher","rank_in_archive_order":51,"of":72,"metrics":{"MAE":"0.448","MSE":"0.472"},"uses_additional_data":false}],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2405.18036","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}