Papers › Multi-Scale Adaptive Graph Neural Network for Multivariate Time Series Forecasting
Multi-Scale Adaptive Graph Neural Network for Multivariate Time Series Forecasting
Ling Chen, Donghui Chen, Zongjiang Shang, Binqing Wu, Cen Zheng, Bo Wen, Wei zhang
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 dependencies. Existing works only learn temporal patterns with the help of single inter-variable dependencies. However, there are multi-scale temporal patterns in many real-world MTS. Single inter-variable dependencies make the model prefer to learn one type of prominent and shared temporal patterns. In this paper, we propose a multi-scale adaptive graph neural network (MAGNN) to address the above issue. MAGNN exploits a multi-scale pyramid network to preserve the underlying temporal dependencies at different time scales. Since the inter-variable dependencies may be different under distinct time scales, an adaptive graph learning module is designed to infer the scale-specific inter-variable dependencies without pre-defined priors. Given the multi-scale feature representations and scale-specific inter-variable dependencies, a multi-scale temporal graph neural network is introduced to jointly model intra-variable dependencies and inter-variable dependencies. After that, we develop a scale-wise fusion module to effectively promote the collaboration across different time scales, and automatically capture the importance of contributed temporal patterns. Experiments on four real-world datasets demonstrate that MAGNN outperforms the state-of-the-art methods across various settings.
In Syntology Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.
Code
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
Not run by Syntology. Nothing on this page verifies that the listed code works.
Tasks
Results from the paper archive 2025-07-28
No leaderboard rows for this paper in the archive.
Methods
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