# Pre-training Enhanced Spatial-temporal Graph Neural Network for Multivariate Time Series Forecasting

arXiv: https://arxiv.org/abs/2206.09113 · HTML: https://mlsanity.com/paper/2206.09113/

## Key facts

- Cited by 117 papers in the map (data through 14 Oct 2026).
- Builds on 27 of its 41 references that are in the map.
- First posted on arXiv 18 Jun 2022.

## Builds on (most cited first, 27 of 27)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Language Models are Few-Shot Learners](https://mlsanity.com/paper/2005.14165/) (2020)
- [An Image is Worth 16x16 Words: Transformers for Image Recognition at Scale](https://mlsanity.com/paper/2010.11929/) (2020)
- [Semi-Supervised Classification with Graph Convolutional Networks](https://mlsanity.com/paper/1609.02907/) (2016)
- [Masked Autoencoders Are Scalable Vision Learners](https://mlsanity.com/paper/2111.06377/) (2021)
- [Sequence to Sequence Learning with Neural Networks](https://mlsanity.com/paper/1409.3215/) (2014)
- [Categorical Reparameterization with Gumbel-Softmax](https://mlsanity.com/paper/1611.01144/) (2016)
- [Deep contextualized word representations](https://mlsanity.com/paper/1802.05365/) (2018)
- [Convolutional Neural Networks on Graphs with Fast Localized Spectral Filtering](https://mlsanity.com/paper/1606.09375/) (2016)
- [On the Properties of Neural Machine Translation: Encoder-Decoder Approaches](https://mlsanity.com/paper/1409.1259/) (2014)
- [The Concrete Distribution: A Continuous Relaxation of Discrete Random Variables](https://mlsanity.com/paper/1611.00712/) (2016)
- [Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic Forecasting](https://mlsanity.com/paper/1709.04875/) (2017)
- [Graph WaveNet for Deep Spatial-Temporal Graph Modeling](https://mlsanity.com/paper/1906.00121/) (2019)
- [Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks](https://mlsanity.com/paper/2005.11650/) (2020)
- [Adaptive Graph Convolutional Recurrent Network for Traffic Forecasting](https://mlsanity.com/paper/2007.02842/) (2020)
- [Pre-trained Models for Natural Language Processing: A Survey](https://mlsanity.com/paper/2003.08271/) (2020)
- [A Transformer-based Framework for Multivariate Time Series Representation Learning](https://mlsanity.com/paper/2010.02803/) (2020)
- [MixHop: Higher-Order Graph Convolutional Architectures via Sparsified Neighborhood Mixing](https://mlsanity.com/paper/1905.00067/) (2019)
- [GMAN: A Graph Multi-Attention Network for Traffic Prediction](https://mlsanity.com/paper/1911.08415/) (2019)
- [T-GCN: A Temporal Graph ConvolutionalNetwork for Traffic Prediction](https://mlsanity.com/paper/1811.05320/) (2018)
- [Neural Relational Inference for Interacting Systems](https://mlsanity.com/paper/1802.04687/) (2018)
- [Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting](https://mlsanity.com/paper/2103.07719/) (2021)
- [Learning Discrete Structures for Graph Neural Networks](https://mlsanity.com/paper/1903.11960/) (2019)
- [Discrete Graph Structure Learning for Forecasting Multiple Time Series](https://mlsanity.com/paper/2101.06861/) (2021)
- [Dynamic Graph Convolutional Recurrent Network for Traffic Prediction: Benchmark and Solution](https://mlsanity.com/paper/2104.14917/) (2021)

## Built on by (most cited first, 30 of 117)

- [Foundation Models for Time Series Analysis: A Tutorial and Survey](https://mlsanity.com/paper/2403.14735/) (2024)
- [GraphGPT: Graph Instruction Tuning for Large Language Models](https://mlsanity.com/paper/2310.13023/) (2023)
- [Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2208.05233/) (2022)
- [A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection](https://mlsanity.com/paper/2307.03759/) (2023)
- [Spatio-Temporal Graph Neural Networks for Predictive Learning in Urban Computing: A Survey](https://mlsanity.com/paper/2303.14483/) (2023)
- [Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis](https://mlsanity.com/paper/2310.06119/) (2023)
- [Large Models for Time Series and Spatio-Temporal Data: A Survey and Outlook](https://mlsanity.com/paper/2310.10196/) (2023)
- [Self-Supervised Learning for Time Series Analysis: Taxonomy, Progress, and Prospects](https://mlsanity.com/paper/2306.10125/) (2023)
- [Spatio-Temporal Meta-Graph Learning for Traffic Forecasting](https://mlsanity.com/paper/2211.14701/) (2022)
- [UniST: A Prompt-Empowered Universal Model for Urban Spatio-Temporal Prediction](https://mlsanity.com/paper/2402.11838/) (2024)
- [UrbanGPT: Spatio-Temporal Large Language Models](https://mlsanity.com/paper/2403.00813/) (2024)
- [AirFormer: Predicting Nationwide Air Quality in China with Transformers](https://mlsanity.com/paper/2211.15979/) (2022)
- [Ti-MAE: Self-Supervised Masked Time Series Autoencoders](https://mlsanity.com/paper/2301.08871/) (2023)
- [A Survey on Time-Series Pre-Trained Models](https://mlsanity.com/paper/2305.10716/) (2023)
- [ImputeFormer: Low Rankness-Induced Transformers for Generalizable Spatiotemporal Imputation](https://mlsanity.com/paper/2312.01728/) (2023)
- [DSformer: A Double Sampling Transformer for Multivariate Time Series Long-term Prediction](https://mlsanity.com/paper/2308.03274/) (2023)
- [Causal Discovery from Temporal Data: An Overview and New Perspectives](https://mlsanity.com/paper/2303.10112/) (2023)
- [Spatial-Temporal-Decoupled Masked Pre-training for Spatiotemporal Forecasting](https://mlsanity.com/paper/2312.00516/) (2023)
- [OpenCity: Open Spatio-Temporal Foundation Models for Traffic Prediction](https://mlsanity.com/paper/2408.10269/) (2024)
- [Cross-city Few-Shot Traffic Forecasting via Traffic Pattern Bank](https://mlsanity.com/paper/2308.09727/) (2023)
- [Foundation Models for Spatio-Temporal Data Science: A Tutorial and Survey](https://mlsanity.com/paper/2503.13502/) (2025)
- [Fully-Connected Spatial-Temporal Graph for Multivariate Time-Series Data](https://mlsanity.com/paper/2309.05305/) (2023)
- [Large Pre-trained time series models for cross-domain Time series analysis tasks](https://mlsanity.com/paper/2311.11413/) (2023)
- [Towards Urban General Intelligence: A Review and Outlook of Urban Foundation Models](https://mlsanity.com/paper/2402.01749/) (2024)
- [Irregular Traffic Time Series Forecasting Based on Asynchronous Spatio-Temporal Graph Convolutional Network](https://mlsanity.com/paper/2308.16818/) (2023)
- [PromptST: Prompt-Enhanced Spatio-Temporal Multi-Attribute Prediction](https://mlsanity.com/paper/2309.09500/) (2023)
- [GinAR: An End-To-End Multivariate Time Series Forecasting Model Suitable for Variable Missing](https://mlsanity.com/paper/2405.11333/) (2024)
- [Merlin: Multi-View Representation Learning for Robust Multivariate Time Series Forecasting with Unfixed Missing Rates](https://mlsanity.com/paper/2506.12459/) (2025)
- [Disentangling Structured Components: Towards Adaptive, Interpretable and Scalable Time Series Forecasting](https://mlsanity.com/paper/2305.13036/) (2023)
- [Parsimony or Capability? Decomposition Delivers Both in Long-term Time Series Forecasting](https://mlsanity.com/paper/2401.11929/) (2024)

## Abstract (arXiv)

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.