{"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/msgnet-learning-multi-scale-inter-series","title":"MSGNet: Learning Multi-Scale Inter-Series Correlations for Multivariate Time Series Forecasting","arxiv_id":"2401.00423","date":"2023-12-31","proceeding":null,"authors":["Wanlin Cai","Yuxuan Liang","Xianggen Liu","Jianshuai Feng","Yuankai Wu"],"abstract":"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 been the focus of numerous studies. Nevertheless, a significant research gap remains in comprehending the varying inter-series correlations across different time scales among multiple time series, an area that has received limited attention in the literature. To bridge this gap, this paper introduces MSGNet, an advanced deep learning model designed to capture the varying inter-series correlations across multiple time scales using frequency domain analysis and adaptive graph convolution. By leveraging frequency domain analysis, MSGNet effectively extracts salient periodic patterns and decomposes the time series into distinct time scales. The model incorporates a self-attention mechanism to capture intra-series dependencies, while introducing an adaptive mixhop graph convolution layer to autonomously learn diverse inter-series correlations within each time scale. Extensive experiments are conducted on several real-world datasets to showcase the effectiveness of MSGNet. Furthermore, MSGNet possesses the ability to automatically learn explainable multi-scale inter-series correlations, exhibiting strong generalization capabilities even when applied to out-of-distribution samples.","url_abs":"https://arxiv.org/abs/2401.00423v1","url_pdf":"https://arxiv.org/pdf/2401.00423v1.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":[{"paper_slug":"msgnet-learning-multi-scale-inter-series","repo_url":"https://github.com/yozhibo/msgnet","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok"}}],"tasks":[{"task_slug":"multivariate-time-series-forecasting","task_name":"Multivariate Time Series Forecasting"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series-forecasting","task_name":"Time Series Forecasting"}],"methods":[{"method_slug":"convolution","method_name":"Convolution"},{"method_slug":"focus","method_name":"Focus"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2401.00423","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2401.00423"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. Samples come from repositories linked to the paper, official or community; repo_kind says which.","repos":[{"provenance":"external:paperswithcode_snapshot_2025-07-28","url":"https://github.com/yozhibo/msgnet","reach":{"status":"ok"}}],"summary":{"unverified":1},"by_repo_kind":{"official":{"samples":1,"ran":0,"repositories":1}},"repo_kind_vocabulary":{"official":"The archive marks this repository official for the paper","named_in_paper":"The archive records that the paper mentions this repository; it is not marked official","listed":"In the archive's code links for this paper, not marked official and not recorded as mentioned in the paper","found_in_text":"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"},"n_pointer_only_for_licence":1,"samples":[{"code_sha256_prefix":"e5424df493dc7897","entry":"FFT_for_Period","repo":"yozhibo/msgnet","repo_kind":"official","path":"models/MSGNet.py","file_url":"https://github.com/yozhibo/msgnet/blob/HEAD/models/MSGNet.py","link_basis":"harvester_set","language":"python","status":"unverified","verification_level":0,"contract_check":null,"metamorphic_tier":null,"behaviour_fingerprint":false,"licence":"NONE","inline_ok":false,"mcp_get_code":{"code_sha256":"e5424df493dc7897"}}]},"arxiv_metadata":null,"syntology_extracted_results":null}