Papers › Pre-training Enhanced Spatial-temporal Graph Neural Network for Multivariate Time...
Pre-training Enhanced Spatial-temporal Graph Neural Network for Multivariate Time Series Forecasting
Zezhi Shao, Zhao Zhang, Fei Wang, Yongjun Xu
Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods. STGNNs jointly model the spatial and temporal patterns of MTS through graph neural networks and sequential models, significantly improving the prediction accuracy. But limited by model complexity, most STGNNs only consider short-term historical MTS data, such as data over the past one hour. However, the patterns of time series and the dependencies between them (i.e., the temporal and spatial patterns) need to be analyzed based on long-term historical MTS data. To address this issue, we propose a novel framework, in which STGNN is Enhanced by a scalable time series Pre-training model (STEP). Specifically, we design a pre-training model to efficiently learn temporal patterns from very long-term history time series (e.g., the past two weeks) and generate segment-level representations. These representations provide contextual information for short-term time series input to STGNNs and facilitate modeling dependencies between time series. Experiments on three public real-world datasets demonstrate that our framework is capable of significantly enhancing downstream STGNNs, and our pre-training model aptly captures temporal patterns.
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Code
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Tasks
Results from the paper archive 2025-07-28
| Task | Dataset | Model | Metric | Value | Rank at snapshot | Leaderboard | Report |
|---|---|---|---|---|---|---|---|
| Traffic Prediction | METR-LA | STEP | MAE @ 12 step | 3.37 | #8 of 20 | Archive leaderboard | report |
| Traffic Prediction | METR-LA | STEP | MAE @ 3 step | 2.61 | #8 of 20 | Archive leaderboard | report |
| Traffic Prediction | PEMS-BAY | STEP | MAE @ 12 step | 1.79 | #4 of 16 | Archive leaderboard | report |
| Traffic Prediction | PEMS-BAY | STEP | RMSE | 4.20 | #4 of 16 | Archive leaderboard | report |
Ranks are positions in the archive's leaderboards as they stood at the 2025-07-28 snapshot. Results published since then are not among these rows, so a rank here is not a current standing.
Methods
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