A Study of Joint Graph Inference and Forecasting
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Abstract (arXiv)
We study a recent class of models which uses graph neural networks (GNNs) to improve forecasting in multivariate time series. The core assumption behind these models is that there is a latent graph between the time series (nodes) that governs the evolution of the multivariate time series. By parameterizing a graph in a differentiable way, the models aim to improve forecasting quality. We compare four recent models of this class on the forecasting task. Further, we perform ablations to study their behavior under changing conditions, e.g., when disabling the graph-learning modules and providing the ground-truth relations instead. Based on our findings, we propose novel ways of combining the existing architectures.
Key facts. Cited by 5 papers in the map (data through 7 Oct 2026). Builds on 18 of its 29 references that are in the map. First posted on arXiv 10 Sep 2021.
Builds on
18 of 29 references.
References · 18
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6 more
- 2020Scaling Graph Neural Networks with Approximate PageRankcited by 174
- 2021Discrete Graph Structure Learning for Forecasting Multiple Time Seriescited by 169
- 2018NetGAN: Generating Graphs via Random Walkscited by 129
- 2020A3T-GCN: Attention Temporal Graph Convolutional Network for Traffic Forecastingcited by 54
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Built on by
Citing papers per year: 2022: 3; 2023: 2.
5 papers.
- 2022Sparse Graph Learning from Spatiotemporal Time Seriescited by 22
- 2022Multivariate Time Series Forecasting with Latent Graph Inferencecited by 20
- 2023DyEdgeGAT: Dynamic Edge via Graph Attention for Early Fault Detection in IIoT Systemscited by 10
- 2023GEANN: Scalable Graph Augmentations for Multi-Horizon Time Series Forecastingcited by 1
- 2022Balanced Graph Structure Learning for Multivariate Time Series Forecastingcited by 0
- 2023DyEdgeGAT: Dynamic Edge via Graph Attention for Early Fault Detection in IIoT Systems7 Jul 2023
- 2023GEANN: Scalable Graph Augmentations for Multi-Horizon Time Series Forecasting7 Jul 2023
- 2022Sparse Graph Learning from Spatiotemporal Time Series26 May 2022
- 2022Multivariate Time Series Forecasting with Latent Graph Inference7 Mar 2022
- 2022Balanced Graph Structure Learning for Multivariate Time Series Forecasting24 Jan 2022