Papers › FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective

FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective

10 Nov 2023NeurIPS 2023 11arXiv:2311.06190archive 2025-07-28

Kun Yi, Qi Zhang, Wei Fan, Hui He, Liang Hu, Pengyang Wang, Ning An, Longbing Cao, Zhendong Niu

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 networks (e.g., LSTM) to capture inter-series (spatial) dynamics and intra-series (temporal) dependencies, respectively. However, the uncertain compatibility of the two networks puts an extra burden on handcrafted model designs. Moreover, the separate spatial and temporal modeling naturally violates the unified spatiotemporal inter-dependencies in real world, which largely hinders the forecasting performance. To overcome these problems, we explore an interesting direction of directly applying graph networks and rethink MTS forecasting from a pure graph perspective. We first define a novel data structure, hypervariate graph, which regards each series value (regardless of variates or timestamps) as a graph node, and represents sliding windows as space-time fully-connected graphs. This perspective considers spatiotemporal dynamics unitedly and reformulates classic MTS forecasting into the predictions on hypervariate graphs. Then, we propose a novel architecture Fourier Graph Neural Network (FourierGNN) by stacking our proposed Fourier Graph Operator (FGO) to perform matrix multiplications in Fourier space. FourierGNN accommodates adequate expressiveness and achieves much lower complexity, which can effectively and efficiently accomplish the forecasting. Besides, our theoretical analysis reveals FGO's equivalence to graph convolutions in the time domain, which further verifies the validity of FourierGNN. Extensive experiments on seven datasets have demonstrated our superior performance with higher efficiency and fewer parameters compared with state-of-the-art methods.

PaperPDFConference PDFCodeCode Syntology ran

In Syntology Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.

For agents, Syntology's MCP tool lists every function and class Syntology harvested from this paper and whether it ran (how to connect): get_harvested_code_for_paper(arxiv_id="2311.06190")

Code

Syntology Ran 2 of 3 code samples harvested from 1 repository linked to this paper; 1 has no recorded run. Of those that ran: 2 ran with no contract checked.

By repository: official repository: 3 samples from 1 repository, 2 ran. The run record, sample by sample. “Ran” means executed on a synthesized input, not that the code is correct or reproduces the paper.

aikunyi/fouriergnn officialmentioned in paperpytorchMIT report

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

3 samples harvested; 2 ran; 0 honoured the contract we drafted; 1 has no recorded run. Read from Syntology's graph 2026-09-24; that is when this build read the record, not when the samples ran.

2ran
1unverified

Licence: 0 of the 3 samples are pointer only, meaning Syntology does not serve that copy's text. This page shows no code text for any sample; each one links to its file in the repository.

Harvested from aikunyi/fouriergnn. “Ran” means the sample executed on a synthesized input. It does not mean the output is correct, and nothing here reproduces the paper's results. “Honoured” and “violated” refer to a contract Syntology drafted from the code itself; “our draft was wrong” and “fixture could not drive it” are failures of Syntology's instrument, not of the code.

Each sample ends with its code_sha256, Syntology's identity for that exact code. An agent fetches the stored sample with Syntology's MCP tool get_code(code_sha256="…") (how to connect); click an identity to copy that call.

Repository labels, per sample. official repository: The archive marks this repository official for the paper. named in the paper: The archive records that the paper mentions this repository; it is not marked official. community (archive-listed): In the archive's code links for this paper, not marked official and not recorded as mentioned in the paper. found in paper text by Syntology: Syntology found this repository in the paper's own text; whether it is the authors' implementation is not asserted. community: Not in the archive's code links for this paper; a community repository Syntology harvested. Samples from a repository marked official are listed first. Licence labels name the repository's licence as recorded at harvest. “Pointer only” means Syntology does not serve that copy's text, for one of four reasons: no licence file was found; the licence was not identified; the licence is recorded as permissive but that copy's record is not marked cleared; or the licence is outside the permissive list Syntology serves text under (MIT, Apache-2.0, BSD and similar). Some licences outside that list permit redistribution, such as WTFPL, and GPL-3.0 under its conditions; they are simply not on the list. Hover a licence label for the reason. File links open the file on GitHub at the default branch, which may have changed since the harvest.

concat_fun aikunyi/fouriergnn/utils/utils.py official repository ran MIT (permissive) · 1fe3b872ad1577a2 · report
slice_arrays aikunyi/fouriergnn/utils/utils.py official repository ran MIT (permissive) · af0fde726ec3b518 · report
load_model aikunyi/fouriergnn/utils/utils.py official repository unverified MIT (permissive) · c42b2a10322b0dfd · report

Tasks

Graph Neural NetworkMultivariate Time Series ForecastingTime SeriesTime Series Forecasting

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Methods

Graph Neural NetworkMTS

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections