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Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series Forecasting

10 Aug 2022arXiv:2208.05233archive 2025-07-28

Zezhi Shao, Zhao Zhang, Fei Wang, Wei Wei, 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 due to their state-of-the-art performance. However, recent works are becoming more sophisticated with limited performance improvements. This phenomenon motivates us to explore the critical factors of MTS forecasting and design a model that is as powerful as STGNNs, but more concise and efficient. In this paper, we identify the indistinguishability of samples in both spatial and temporal dimensions as a key bottleneck, and propose a simple yet effective baseline for MTS forecasting by attaching Spatial and Temporal IDentity information (STID), which achieves the best performance and efficiency simultaneously based on simple Multi-Layer Perceptrons (MLPs). These results suggest that we can design efficient and effective models as long as they solve the indistinguishability of samples, without being limited to STGNNs.

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Code

zezhishao/stid officialmentioned in papermentioned on GitHubpytorchApache-2.0 report
GestaltCogTeam/STID mentioned on GitHubpytorchApache-2.0 report

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Tasks

Multivariate Time Series ForecastingTime SeriesTime Series AnalysisTime Series ForecastingTraffic Prediction

Results from the paper archive 2025-07-28

TaskDatasetModelMetricValueRank at snapshotLeaderboardReport
Traffic Prediction LargeST STID CA MAE 18.41 #3 of 6 Archive leaderboard report
Traffic Prediction LargeST STID GBA MAE 20.22 #3 of 6 Archive leaderboard report
Traffic Prediction LargeST STID GLA MAE 19.76 #3 of 6 Archive leaderboard report
Traffic Prediction LargeST STID SD MAE 17.86 #3 of 6 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

MTS

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