# Towards Expressive Spectral-Temporal Graph Neural Networks for Time Series Forecasting

arXiv: https://arxiv.org/abs/2305.06587 · HTML: https://mlsanity.com/paper/2305.06587/

## Key facts

- Cited by 8 papers in the map (data through 14 Oct 2026).
- Builds on 38 of its 59 references that are in the map.
- First posted on arXiv 11 May 2023.

## Builds on (most cited first, 30 of 38)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Semi-Supervised Classification with Graph Convolutional Networks](https://mlsanity.com/paper/1609.02907/) (2016)
- [Sequence to Sequence Learning with Neural Networks](https://mlsanity.com/paper/1409.3215/) (2014)
- [Convex optimization](https://mlsanity.com/paper/2106.01946/) (2021)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Convolutional Neural Networks on Graphs with Fast Localized Spectral Filtering](https://mlsanity.com/paper/1606.09375/) (2016)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Reformer: The Efficient Transformer](https://mlsanity.com/paper/2001.04451/) (2020)
- [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)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic Forecasting](https://mlsanity.com/paper/1709.04875/) (2017)
- [Predict then Propagate: Graph Neural Networks meet Personalized PageRank](https://mlsanity.com/paper/1810.05997/) (2018)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Graph WaveNet for Deep Spatial-Temporal Graph Modeling](https://mlsanity.com/paper/1906.00121/) (2019)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [Transformers in Time Series: A Survey](https://mlsanity.com/paper/2202.07125/) (2022)
- [Diffusion Improves Graph Learning](https://mlsanity.com/paper/1911.05485/) (2019)
- [Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting](https://mlsanity.com/paper/2103.07719/) (2021)
- [Spatial-Temporal Fusion Graph Neural Networks for Traffic Flow Forecasting](https://mlsanity.com/paper/2012.09641/) (2020)
- [Spatial-Temporal Graph ODE Networks for Traffic Flow Forecasting](https://mlsanity.com/paper/2106.12931/) (2021)
- [BernNet: Learning Arbitrary Graph Spectral Filters via Bernstein Approximation](https://mlsanity.com/paper/2106.10994/) (2021)
- [Graph Neural Networks with convolutional ARMA filters](https://mlsanity.com/paper/1901.01343/) (2019)
- [How Powerful are Spectral Graph Neural Networks](https://mlsanity.com/paper/2205.11172/) (2022)
- [Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting](https://mlsanity.com/paper/1905.03806/) (2019)
- [FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting](https://mlsanity.com/paper/2205.08897/) (2022)
- [Graph Neural Controlled Differential Equations for Traffic Forecasting](https://mlsanity.com/paper/2112.03558/) (2021)
- [Space-Time-Separable Graph Convolutional Network for Pose Forecasting](https://mlsanity.com/paper/2110.04573/) (2021)
- [Multivariate Time Series Forecasting with Dynamic Graph Neural ODEs](https://mlsanity.com/paper/2202.08408/) (2022)
- [STG2Seq: Spatial-temporal Graph to Sequence Model for Multi-step Passenger Demand Forecasting](https://mlsanity.com/paper/1905.10069/) (2019)

## Built on by (most cited first, 8 of 8)

- [A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection](https://mlsanity.com/paper/2307.03759/) (2023)
- [Real-E: A Foundation Benchmark for Advancing Robust and Generalizable Electricity Forecasting](https://mlsanity.com/paper/2509.05768/) (2025)
- [Through the Dual-Prism: A Spectral Perspective on Graph Data Augmentation for Graph Classification](https://mlsanity.com/paper/2401.09953/) (2024)
- [WPBench: A Comprehensive Benchmark for Wind Power Forecasting](https://mlsanity.com/paper/2609.24444/) (2026)
- [Test-time GNN Model Evaluation on Dynamic Graphs](https://mlsanity.com/paper/2509.23816/) (2025)
- [FEATHer: Fourier-Efficient Adaptive Temporal Hierarchy Forecaster for Time-Series Forecasting](https://mlsanity.com/paper/2601.11350/) (2026)
- [TAS-TsC: A Data-Driven Framework for Estimating Time of Arrival Using Temporal-Attribute-Spatial Tri-space Coordination of Truck Trajectories](https://mlsanity.com/paper/2412.01122/) (2024)
- [SETTer: Sparse-Encoder Transformer for Long-term Multivariate Time Series Forecasting](https://mlsanity.com/paper/2609.20086/) (2026)

## Abstract (arXiv)

Time series forecasting has remained a focal point due to its vital applications in sectors such as energy management and transportation planning. Spectral-temporal graph neural network is a promising abstraction underlying most time series forecasting models that are based on graph neural networks (GNNs). However, more is needed to know about the underpinnings of this branch of methods. In this paper, we establish a theoretical framework that unravels the expressive power of spectral-temporal GNNs. Our results show that linear spectral-temporal GNNs are universal under mild assumptions, and their expressive power is bounded by our extended first-order Weisfeiler-Leman algorithm on discrete-time dynamic graphs. To make our findings useful in practice on valid instantiations, we discuss related constraints in detail and outline a theoretical blueprint for designing spatial and temporal modules in spectral domains. Building on these insights and to demonstrate how powerful spectral-temporal GNNs are based on our framework, we propose a simple instantiation named Temporal Graph Gegenbauer Convolution (TGGC), which significantly outperforms most existing models with only linear components and shows better model efficiency. Our findings pave the way for devising a broader array of provably expressive GNN-based models for time series.