# SAGDFN: A Scalable Adaptive Graph Diffusion Forecasting Network for Multivariate Time Series Forecasting

arXiv: https://arxiv.org/abs/2406.12282 · HTML: https://mlsanity.com/paper/2406.12282/

## Key facts

- Cited by 8 papers in the map (data through 14 Oct 2026).
- Builds on 35 of its 53 references that are in the map.
- First posted on arXiv 18 Jun 2024.

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

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Sequence to Sequence Learning with Neural Networks](https://mlsanity.com/paper/1409.3215/) (2014)
- [A Comprehensive Survey on Graph Neural Networks](https://mlsanity.com/paper/1901.00596/) (2019)
- [Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling](https://mlsanity.com/paper/1412.3555/) (2014)
- [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)
- [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)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [Graph WaveNet for Deep Spatial-Temporal Graph Modeling](https://mlsanity.com/paper/1906.00121/) (2019)
- [GraphSAINT: Graph Sampling Based Inductive Learning Method](https://mlsanity.com/paper/1907.04931/) (2019)
- [Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks](https://mlsanity.com/paper/2005.11650/) (2020)
- [Cluster-GCN: An Efficient Algorithm for Training Deep and Large Graph Convolutional Networks](https://mlsanity.com/paper/1905.07953/) (2019)
- [Adaptive Graph Convolutional Recurrent Network for Traffic Forecasting](https://mlsanity.com/paper/2007.02842/) (2020)
- [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)
- [From Softmax to Sparsemax: A Sparse Model of Attention and Multi-Label Classification](https://mlsanity.com/paper/1602.02068/) (2016)
- [Structured Sequence Modeling with Graph Convolutional Recurrent Networks](https://mlsanity.com/paper/1612.07659/) (2016)
- [Discrete Graph Structure Learning for Forecasting Multiple Time Series](https://mlsanity.com/paper/2101.06861/) (2021)
- [Deep Multi-View Spatial-Temporal Network for Taxi Demand Prediction](https://mlsanity.com/paper/1802.08714/) (2018)
- [Dynamic Graph Convolutional Recurrent Network for Traffic Prediction: Benchmark and Solution](https://mlsanity.com/paper/2104.14917/) (2021)
- [ETSformer: Exponential Smoothing Transformers for Time-series Forecasting](https://mlsanity.com/paper/2202.01381/) (2022)
- [Decoupled Dynamic Spatial-Temporal Graph Neural Network for Traffic Forecasting](https://mlsanity.com/paper/2206.09112/) (2022)
- [Pre-training Enhanced Spatial-temporal Graph Neural Network for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2206.09113/) (2022)
- [Filling the G_ap_s: Multivariate Time Series Imputation by Graph Neural Networks](https://mlsanity.com/paper/2108.00298/) (2021)
- [Decoupling the Depth and Scope of Graph Neural Networks](https://mlsanity.com/paper/2201.07858/) (2022)
- [Scaling Up Graph Neural Networks Via Graph Coarsening](https://mlsanity.com/paper/2106.05150/) (2021)
- [Towards Spatio-Temporal Aware Traffic Time Series Forecasting--Full Version](https://mlsanity.com/paper/2203.15737/) (2022)

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

- [A Systematic Literature Review of Spatio-Temporal Graph Neural Network Models for Time Series Forecasting and Classification](https://mlsanity.com/paper/2410.22377/) (2024)
- [S2Transformer: Scalable Structured Transformers for Global Station Weather Forecasting](https://mlsanity.com/paper/2509.19648/) (2025)
- [Effective Dataset Distillation for Spatio-Temporal Forecasting with Bi-dimensional Compression](https://mlsanity.com/paper/2603.10410/) (2026)
- [Accurate and Efficient Multivariate Time Series Forecasting via Offline Clustering](https://mlsanity.com/paper/2505.05738/) (2025)
- [ACA-Net: Future Graph Learning for Logistical Demand-Supply Forecasting](https://mlsanity.com/paper/2509.01997/) (2025)
- [Towards Scalable and Structured Spatiotemporal Forecasting](https://mlsanity.com/paper/2509.18115/) (2025)
- [Multivariate Time Series Forecasting with Hybrid Euclidean-SPD Manifold Graph Neural Networks](https://mlsanity.com/paper/2512.14023/) (2025)
- [Neural Architecture Search for Traffic Prediction: A Survey of Methods, Challenges, and Future Directions](https://mlsanity.com/paper/2607.26467/) (2026)

## Abstract (arXiv)

Time series forecasting is essential for our daily activities and precise modeling of the complex correlations and shared patterns among multiple time series is essential for improving forecasting performance. Spatial-Temporal Graph Neural Networks (STGNNs) are widely used in multivariate time series forecasting tasks and have achieved promising performance on multiple real-world datasets for their ability to model the underlying complex spatial and temporal dependencies. However, existing studies have mainly focused on datasets comprising only a few hundred sensors due to the heavy computational cost and memory cost of spatial-temporal GNNs. When applied to larger datasets, these methods fail to capture the underlying complex spatial dependencies and exhibit limited scalability and performance. To this end, we present a Scalable Adaptive Graph Diffusion Forecasting Network (SAGDFN) to capture complex spatial-temporal correlation for large-scale multivariate time series and thereby, leading to exceptional performance in multivariate time series forecasting tasks. The proposed SAGDFN is scalable to datasets of thousands of nodes without the need of prior knowledge of spatial correlation. Extensive experiments demonstrate that SAGDFN achieves comparable performance with state-of-the-art baselines on one real-world dataset of 207 nodes and outperforms all state-of-the-art baselines by a significant margin on three real-world datasets of 2000 nodes.