# Ada-MSHyper: Adaptive Multi-Scale Hypergraph Transformer for Time Series Forecasting

arXiv: https://arxiv.org/abs/2410.23992 · HTML: https://mlsanity.com/paper/2410.23992/

## Key facts

- Cited by 21 papers in the map (data through 14 Oct 2026).
- Builds on 25 of its 39 references that are in the map.
- First posted on arXiv 31 Oct 2024.

## Builds on (most cited first, 25 of 25)

- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [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)
- [Hypergraph Neural Networks](https://mlsanity.com/paper/1809.09401/) (2018)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [Hypergraph Convolution and Hypergraph Attention](https://mlsanity.com/paper/1901.08150/) (2019)
- [Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting](https://mlsanity.com/paper/1905.03806/) (2019)
- [TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2306.09364/) (2023)
- [GroupNet: Multiscale Hypergraph Neural Networks for Trajectory Prediction with Relational Reasoning](https://mlsanity.com/paper/2204.08770/) (2022)
- [Koopa: Learning Non-stationary Time Series Dynamics with Koopman Predictors](https://mlsanity.com/paper/2305.18803/) (2023)
- [Learning Multi-Granular Hypergraphs for Video-Based Person Re-Identification](https://mlsanity.com/paper/2104.14913/) (2021)
- [Forecast Evaluation for Data Scientists: Common Pitfalls and Best Practices](https://mlsanity.com/paper/2203.10716/) (2022)
- [MSGNet: Learning Multi-Scale Inter-Series Correlations for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2401.00423/) (2023)
- [Multi-Scale Adaptive Graph Neural Network for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2201.04828/) (2022)
- [WeatherGNN: Exploiting Meteo- and Spatial-Dependencies for Local Numerical Weather Prediction Bias-Correction](https://mlsanity.com/paper/2310.05517/) (2023)
- [MSHyper: Multi-Scale Hypergraph Transformer for Long-Range Time Series Forecasting](https://mlsanity.com/paper/2401.09261/) (2024)
- [Scale-Aware Neural Architecture Search for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2112.07459/) (2021)
- [TPRNN: A Top-Down Pyramidal Recurrent Neural Network for Time Series Forecasting](https://mlsanity.com/paper/2312.06328/) (2023)

## Built on by (most cited first, 21 of 21)

- [Aurora: Towards Universal Generative Multimodal Time Series Forecasting](https://mlsanity.com/paper/2509.22295/) (2025)
- [HyperIMTS: Hypergraph Neural Network for Irregular Multivariate Time Series Forecasting](https://mlsanity.com/paper/2505.17431/) (2025)
- [GCGNet: Graph-Consistent Generative Network for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2603.08032/) (2026)
- [ASTGI: Adaptive Spatio-Temporal Graph Interactions for Irregular Multivariate Time Series Forecasting](https://mlsanity.com/paper/2509.23313/) (2025)
- [ReFocus: Reinforcing Mid-Frequency and Key-Frequency Modeling for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2502.16890/) (2025)
- [Decoupling Spatio-Temporal Prediction: When Lightweight Large Models Meet Adaptive Hypergraphs](https://mlsanity.com/paper/2505.19620/) (2025)
- [RDIT: Residual-based Diffusion Implicit Models for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2509.02341/) (2025)
- [Semantic-Enhanced Time-Series Forecasting via Large Language Models](https://mlsanity.com/paper/2508.07697/) (2025)
- [ST-Hyper: Learning High-Order Dependencies Across Multiple Spatial-Temporal Scales for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2509.02217/) (2025)
- [MillGNN: Learning Multi-Scale Lead-Lag Dependencies for Multi-Variate Time Series Forecasting](https://mlsanity.com/paper/2509.03852/) (2025)
- [Multi-scale hypergraph meets LLMs: Aligning large language models for time series analysis](https://mlsanity.com/paper/2602.04369/) (2026)
- [Routing Channel-Patch Dependencies in Time Series Forecasting with Graph Spectral Decomposition](https://mlsanity.com/paper/2603.13702/) (2026)
- [FlowMixer: A Depth-Agnostic Neural Architecture for Interpretable Spatiotemporal Forecasting](https://mlsanity.com/paper/2505.16786/) (2025)
- [HGTS-Former: Hierarchical HyperGraph Transformer for Multivariate Time Series Analysis](https://mlsanity.com/paper/2508.02411/) (2025)
- [Hermes: A Multi-Scale Spatial-Temporal Hypergraph Network for Stock Time Series Forecasting](https://mlsanity.com/paper/2509.23668/) (2025)
- [Inferring Effects of Major Events through Discontinuity Forecasting of Population Anxiety](https://mlsanity.com/paper/2508.21722/) (2025)
- [Learning Recursive Multi-Scale Representations for Irregular Multivariate Time Series Forecasting](https://mlsanity.com/paper/2602.21498/) (2026)
- [MissHyper: Restoring Clinical Synchronicity in Missingness-Guided Hypergraph Forecasting](https://mlsanity.com/paper/2607.21922/) (2026)
- [Multi-granularity Adaptive Hypergraph Representation Learning via Granular-ball](https://mlsanity.com/paper/2609.05574/) (2026)
- [HypLTSF: A Hyperbolic Geometric View of Multi-Scale Hierarchies for Long-Term Time Series Forecasting](https://mlsanity.com/paper/2609.08286/) (2026)
- [XMatch: Enhancing Covariate-Aware Time Series Forecasting through Tree-Structured Exogenous Matching](https://mlsanity.com/paper/2609.34939/) (2026)

## Abstract (arXiv)

Although transformer-based methods have achieved great success in multi-scale temporal pattern interaction modeling, two key challenges limit their further development: (1) Individual time points contain less semantic information, and leveraging attention to model pair-wise interactions may cause the information utilization bottleneck. (2) Multiple inherent temporal variations (e.g., rising, falling, and fluctuating) entangled in temporal patterns. To this end, we propose Adaptive Multi-Scale Hypergraph Transformer (Ada-MSHyper) for time series forecasting. Specifically, an adaptive hypergraph learning module is designed to provide foundations for modeling group-wise interactions, then a multi-scale interaction module is introduced to promote more comprehensive pattern interactions at different scales. In addition, a node and hyperedge constraint mechanism is introduced to cluster nodes with similar semantic information and differentiate the temporal variations within each scales. Extensive experiments on 11 real-world datasets demonstrate that Ada-MSHyper achieves state-of-the-art performance, reducing prediction errors by an average of 4.56%, 10.38%, and 4.97% in MSE for long-range, short-range, and ultra-long-range time series forecasting, respectively. Code is available at https://github.com/shangzongjiang/Ada-MSHyper.
