# Instance-wise Graph-based Framework for Multivariate Time Series Forecasting

arXiv: https://arxiv.org/abs/2109.06489 · HTML: https://mlsanity.com/paper/2109.06489/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 14 of its 25 references that are in the map.
- First posted on arXiv 14 Sep 2021.

## Builds on (most cited first, 14 of 14)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Semi-Supervised Classification with Graph Convolutional Networks](https://mlsanity.com/paper/1609.02907/) (2016)
- [Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling](https://mlsanity.com/paper/1412.3555/) (2014)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Convolutional LSTM Network: A Machine Learning Approach for Precipitation Nowcasting](https://mlsanity.com/paper/1506.04214/) (2015)
- [Deeper Insights into Graph Convolutional Networks for Semi-Supervised Learning](https://mlsanity.com/paper/1801.07606/) (2018)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks](https://mlsanity.com/paper/2005.11650/) (2020)
- [Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting](https://mlsanity.com/paper/2103.07719/) (2021)
- [Towards Deeper Graph Neural Networks](https://mlsanity.com/paper/2007.09296/) (2020)
- [Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting](https://mlsanity.com/paper/1905.03806/) (2019)
- [Temporal Pattern Attention for Multivariate Time Series Forecasting](https://mlsanity.com/paper/1809.04206/) (2018)

## Built on by (most cited first, 3 of 3)

- [Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures](https://mlsanity.com/paper/2207.01186/) (2022)
- [Joint Latent Topic Discovery and Expectation Modeling for Financial Markets](https://mlsanity.com/paper/2307.08649/) (2023)
- [Can AI Make Money in Crypto? Measuring the Gap from Backtests to Real Markets](https://mlsanity.com/paper/2609.34510/) (2026)

## Abstract (arXiv)

The multivariate time series forecasting has attracted more and more attention because of its vital role in different fields in the real world, such as finance, traffic, and weather. In recent years, many research efforts have been proposed for forecasting multivariate time series. Although some previous work considers the interdependencies among different variables in the same timestamp, existing work overlooks the inter-connections between different variables at different time stamps. In this paper, we propose a simple yet efficient instance-wise graph-based framework to utilize the inter-dependencies of different variables at different time stamps for multivariate time series forecasting. The key idea of our framework is aggregating information from the historical time series of different variables to the current time series that we need to forecast. We conduct experiments on the Traffic, Electricity, and Exchange-Rate multivariate time series datasets. The results show that our proposed model outperforms the state-of-the-art baseline methods.