# Graph Deep Learning for Time Series Forecasting

arXiv: https://arxiv.org/abs/2310.15978 · HTML: https://mlsanity.com/paper/2310.15978/

## Key facts

- Cited by 26 papers in the map (data through 14 Oct 2026).
- Builds on 119 of its 193 references that are in the map.
- First posted on arXiv 24 Oct 2023.

## Builds on (most cited first, 30 of 119)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [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)
- [Graph Attention Networks](https://mlsanity.com/paper/1710.10903/) (2017)
- [Inductive Representation Learning on Large Graphs](https://mlsanity.com/paper/1706.02216/) (2017)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [Neural Message Passing for Quantum Chemistry](https://mlsanity.com/paper/1704.01212/) (2017)
- [Categorical Reparameterization with Gumbel-Softmax](https://mlsanity.com/paper/1611.01144/) (2016)
- [Fast Graph Representation Learning with PyTorch Geometric](https://mlsanity.com/paper/1903.02428/) (2019)
- [Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling](https://mlsanity.com/paper/1412.3555/) (2014)
- [Open Graph Benchmark: Datasets for Machine Learning on Graphs](https://mlsanity.com/paper/2005.00687/) (2020)
- [Convolutional Neural Networks on Graphs with Fast Localized Spectral Filtering](https://mlsanity.com/paper/1606.09375/) (2016)
- [Estimating or Propagating Gradients Through Stochastic Neurons for Conditional Computation](https://mlsanity.com/paper/1308.3432/) (2013)
- [DeepONet: Learning nonlinear operators for identifying differential equations based on the universal approximation theorem of operators](https://mlsanity.com/paper/1910.03193/) (2019)
- [Modeling Relational Data with Graph Convolutional Networks](https://mlsanity.com/paper/1703.06103/) (2017)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Deep Sets](https://mlsanity.com/paper/1703.06114/) (2017)
- [Relational inductive biases, deep learning, and graph networks](https://mlsanity.com/paper/1806.01261/) (2018)
- [On the Properties of Neural Machine Translation: Encoder-Decoder Approaches](https://mlsanity.com/paper/1409.1259/) (2014)
- [Geometric Deep Learning: Grids, Groups, Graphs, Geodesics, and Gauges](https://mlsanity.com/paper/2104.13478/) (2021)
- [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)
- [Spectral Networks and Locally Connected Networks on Graphs](https://mlsanity.com/paper/1312.6203/) (2013)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Graph WaveNet for Deep Spatial-Temporal Graph Modeling](https://mlsanity.com/paper/1906.00121/) (2019)
- [DropEdge: Towards Deep Graph Convolutional Networks on Node Classification](https://mlsanity.com/paper/1907.10903/) (2019)
- [Benchmarking Graph Neural Networks](https://mlsanity.com/paper/2003.00982/) (2020)
- [GraphSAINT: Graph Sampling Based Inductive Learning Method](https://mlsanity.com/paper/1907.04931/) (2019)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)

## Built on by (most cited first, 26 of 26)

- [Graph-based Forecasting with Missing Data through Spatiotemporal Downsampling](https://mlsanity.com/paper/2402.10634/) (2024)
- [Temporal Graph ODEs for Irregularly-Sampled Time Series](https://mlsanity.com/paper/2404.19508/) (2024)
- [Relational Conformal Prediction for Correlated Time Series](https://mlsanity.com/paper/2502.09443/) (2025)
- [Continuous Product Graph Neural Networks](https://mlsanity.com/paper/2405.18877/) (2024)
- [Joint Estimation and Prediction of City-wide Delivery Demand: A Large Language Model Empowered Graph-based Learning Approach](https://mlsanity.com/paper/2408.17258/) (2024)
- [Over-squashing in Spatiotemporal Graph Neural Networks](https://mlsanity.com/paper/2506.15507/) (2025)
- [Boosting Team Modeling through Tempo-Relational Representation Learning](https://mlsanity.com/paper/2507.13305/) (2025)
- [Online Continual Graph Learning](https://mlsanity.com/paper/2508.03283/) (2025)
- [Spatiotemporal Imputation with Graph-Informed Flow Matching](https://mlsanity.com/paper/2606.06682/) (2026)
- [Interpreting Temporal Graph Neural Networks with Koopman Theory](https://mlsanity.com/paper/2410.13469/) (2024)
- [Temporal and Heterogeneous Graph Neural Network for Remaining Useful Life Prediction](https://mlsanity.com/paper/2405.04336/) (2024)
- [Spatiotemporal Forecasting Meets Efficiency: Causal Graph Process Neural Networks](https://mlsanity.com/paper/2405.18879/) (2024)
- [On the Regularization of Learnable Embeddings for Time Series Forecasting](https://mlsanity.com/paper/2410.14630/) (2024)
- [Fourier Basis Mapping: A Time-Frequency Learning Framework for Time Series Forecasting](https://mlsanity.com/paper/2507.09445/) (2025)
- [STM3: Mixture of Multiscale Mamba for Long-Term Spatio-Temporal Time-Series Prediction](https://mlsanity.com/paper/2508.12247/) (2025)
- [Context-aware Learned Mesh-based Simulation via Trajectory-Level Meta-Learning](https://mlsanity.com/paper/2511.05234/) (2025)
- [Spatiotemporal Graph Neural Networks in short term load forecasting: Does adding Graph Structure in Consumption Data Improve Predictions?](https://mlsanity.com/paper/2502.12175/) (2025)
- [DRAN: A Distribution and Relation Adaptive Network for Spatio-temporal Forecasting](https://mlsanity.com/paper/2504.01531/) (2025)
- [PeakWeather: MeteoSwiss Weather Station Measurements for Spatiotemporal Deep Learning](https://mlsanity.com/paper/2506.13652/) (2025)
- [Second-Order Tensorial Partial Differential Equations on Graphs](https://mlsanity.com/paper/2509.02015/) (2025)
- [Metropolis-Scale Road Network Datasets for Fine-Grained Urban Traffic Modeling](https://mlsanity.com/paper/2510.02278/) (2025)
- [Position: Current Benchmarking Hinders Real Progress in Deep Learning for Time Series Forecasting](https://mlsanity.com/paper/2512.22702/) (2025)
- [Interpretability in Deep Time Series Models Demands Semantic Alignment](https://mlsanity.com/paper/2602.02239/) (2026)
- [CAARL: In-Context Learning for Interpretable Co-Evolving Time Series Forecasting](https://mlsanity.com/paper/2604.18305/) (2026)
- [ChaosNetBench: Benchmarking Spatio-Temporal Graph Neural Networks on Chaotic Lattice Dynamics](https://mlsanity.com/paper/2605.09676/) (2026)
- [Bridge: Retrieval-Augmented Spatiotemporal Modeling for Urban Delivery Demand](https://mlsanity.com/paper/2605.19172/) (2026)

## Abstract (arXiv)

Graph deep learning methods have become popular tools to process collections of correlated time series. Unlike traditional multivariate forecasting methods, graph-based predictors leverage pairwise relationships by conditioning forecasts on graphs spanning the time series collection. The conditioning takes the form of architectural inductive biases on the forecasting architecture, resulting in a family of models called spatiotemporal graph neural networks. These biases allow for training global forecasting models on large collections of time series while localizing predictions w.r.t. each element in the set (nodes) by accounting for correlations among them (edges). Recent advances in graph neural networks and deep learning for time series forecasting make the adoption of such processing framework appealing and timely. However, most studies focus on refining existing architectures by exploiting modern deep-learning practices. Conversely, foundational and methodological aspects have not been subject to systematic investigation. To fill this void, this tutorial paper aims to introduce a comprehensive methodological framework formalizing the forecasting problem and providing design principles for graph-based predictors, as well as methods to assess their performance. In addition, together with an overview of the field, we provide design guidelines and best practices, as well as an in-depth discussion of open challenges and future directions.
