# PDETime: Rethinking Long-Term Multivariate Time Series Forecasting from the perspective of partial differential equations

arXiv: https://arxiv.org/abs/2402.16913 · HTML: https://mlsanity.com/paper/2402.16913/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 35 of its 45 references that are in the map.
- First posted on arXiv 25 Feb 2024.

## Builds on (most cited first, 30 of 35)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [Fast R-CNN](https://mlsanity.com/paper/1504.08083/) (2015)
- [Fourier Neural Operator for Parametric Partial Differential Equations](https://mlsanity.com/paper/2010.08895/) (2020)
- [Implicit Neural Representations with Periodic Activation Functions](https://mlsanity.com/paper/2006.09661/) (2020)
- [Fourier Features Let Networks Learn High Frequency Functions in Low Dimensional Domains](https://mlsanity.com/paper/2006.10739/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [DeepONet: Learning nonlinear operators for identifying differential equations based on the universal approximation theorem of operators](https://mlsanity.com/paper/1910.03193/) (2019)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [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)
- [Neural Operator: Learning Maps Between Function Spaces](https://mlsanity.com/paper/2108.08481/) (2021)
- [Meta-learning with differentiable closed-form solvers](https://mlsanity.com/paper/1805.08136/) (2018)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [Message Passing Neural PDE Solvers](https://mlsanity.com/paper/2202.03376/) (2022)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [Texture Fields: Learning Texture Representations in Function Space](https://mlsanity.com/paper/1905.07259/) (2019)
- [DIST: Rendering Deep Implicit Signed Distance Function with Differentiable Sphere Tracing](https://mlsanity.com/paper/1911.13225/) (2019)
- [Learning to Infer Implicit Surfaces without 3D Supervision](https://mlsanity.com/paper/1911.00767/) (2019)
- [Learning to Optimize Multigrid PDE Solvers](https://mlsanity.com/paper/1902.10248/) (2019)
- [Learning Neural PDE Solvers with Convergence Guarantees](https://mlsanity.com/paper/1906.01200/) (2019)
- [Continuous PDE Dynamics Forecasting with Implicit Neural Representations](https://mlsanity.com/paper/2209.14855/) (2022)
- [CROM: Continuous Reduced-Order Modeling of PDEs Using Implicit Neural Representations](https://mlsanity.com/paper/2206.02607/) (2022)
- [Learning a Neural 3D Texture Space from 2D Exemplars](https://mlsanity.com/paper/1912.04158/) (2019)
- [Learning to Accelerate Partial Differential Equations via Latent Global Evolution](https://mlsanity.com/paper/2206.07681/) (2022)

## Built on by (most cited first, 1 of 1)

- [Baguan-TS: A Sequence-Native In-Context Learning Model for Time Series Forecasting with Covariates](https://mlsanity.com/paper/2603.17439/) (2026)

## Abstract (arXiv)

Recent advancements in deep learning have led to the development of various models for long-term multivariate time-series forecasting (LMTF), many of which have shown promising results. Generally, the focus has been on historical-value-based models, which rely on past observations to predict future series. Notably, a new trend has emerged with time-index-based models, offering a more nuanced understanding of the continuous dynamics underlying time series. Unlike these two types of models that aggregate the information of spatial domains or temporal domains, in this paper, we consider multivariate time series as spatiotemporal data regularly sampled from a continuous dynamical system, which can be represented by partial differential equations (PDEs), with the spatial domain being fixed. Building on this perspective, we present PDETime, a novel LMTF model inspired by the principles of Neural PDE solvers, following the encoding-integration-decoding operations. Our extensive experimentation across seven diverse real-world LMTF datasets reveals that PDETime not only adapts effectively to the intrinsic spatiotemporal nature of the data but also sets new benchmarks, achieving state-of-the-art results