TimeFilter: Patch-Specific Spatial-Temporal Graph Filtration for Time Series Forecasting
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Abstract (arXiv)
Time series forecasting methods generally fall into two main categories: Channel Independent (CI) and Channel Dependent (CD) strategies. While CI overlooks important covariate relationships, CD captures all dependencies without distinction, introducing noise and reducing generalization. Recent advances in Channel Clustering (CC) aim to refine dependency modeling by grouping channels with similar characteristics and applying tailored modeling techniques. However, coarse-grained clustering struggles to capture complex, time-varying interactions effectively. To address these challenges, we propose TimeFilter, a GNN-based framework for adaptive and fine-grained dependency modeling. After constructing the graph from the input sequence, TimeFilter refines the learned spatial-temporal dependencies by filtering out irrelevant correlations while preserving the most critical ones in a patch-specific manner. Extensive experiments on 13 real-world datasets from diverse application domains demonstrate the state-of-the-art performance of TimeFilter. The code is available at https://github.com/TROUBADOUR000/TimeFilter.
Key facts. Cited by 60 papers in the map (data through 7 Oct 2026). First posted on arXiv 22 Jan 2025.
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Citing papers per year: 2025: 22; 2026: 38.
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- 2026GLAIM: Learning Global and Local Adaptive Inter-Variable Dependency for Multivariate Time Series Imputation3 Aug 2026
- 2026Existence Precedes Value: Joint Modeling of Observational Existence and Evolving States in Time Series Forecasting11 Jun 2026
- 2026One Step Closer to Ground Truth: A Multi-Scale Residual-Aware Representation Learning Pipeline for Predicting Time Series Data9 Jun 2026
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- 2026VLBM: Variational Latent Basis Modeling for OOD Robust Multivariate Time Series Forecasting1 Jun 2026
- 2026Generalizing Multi-Scale Time-Series Modeling with a Single Operator29 May 2026
- 2026PeakFocus: Bridging Peak Localization and Intensity Regression via a Unified Multi-Scale Framework for Electricity Load Forecasting20 May 2026
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- 2026From Observations to States: Latent Time Series Forecasting30 Jan 2026
- 2026A Scalable Multi-Task Model for Virtual Sensors28 Jan 2026
- 2026NavFormer: IGRF Forecasting in Moving Coordinate Frames14 Jan 2026
- 2025DecoKAN: Interpretable Decomposition for Forecasting Cryptocurrency Market Dynamics23 Dec 2025
- 2025FLAME: Flow Enhanced Legendre Memory Models for General Time Series Forecasting16 Dec 2025
- 2025DistDF: Time-Series Forecasting Needs Joint-Distribution Wasserstein Alignment28 Oct 2025
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- 2025Glocal Information Bottleneck for Time Series Imputation6 Oct 2025
- 2025KAIROS: Unified Training for Universal Non-Autoregressive Time Series Forecasting2 Oct 2025
- 2025IndexNet: Timestamp and Variable-Aware Modeling for Time Series Forecasting28 Sep 2025
- 2025Revisiting Multivariate Time Series Forecasting with Missing Values27 Sep 2025
- 2025Aurora: Towards Universal Generative Multimodal Time Series Forecasting26 Sep 2025
- 2025Bridging Past and Future: Distribution-Aware Alignment for Time Series Forecasting17 Sep 2025
- 2025Dynamic Adaptive Parsing of Temporal and Cross-Variable Patterns for Network State Classification15 Sep 2025
- 2025RDIT: Residual-based Diffusion Implicit Models for Probabilistic Time Series Forecasting2 Sep 2025
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- 2025A Comprehensive Survey of Deep Learning for Multivariate Time Series Forecasting: A Channel Strategy Perspectivecited by 58
- 2025Enhancing Time Series Forecasting through Selective Representation Spaces: A Patch Perspectivecited by 34
- 2025Aurora: Towards Universal Generative Multimodal Time Series Forecastingcited by 28
- 2025FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecastingcited by 23
- 2025Efficient Multivariate Time Series Forecasting via Calibrated Language Models with Privileged Knowledge Distillationcited by 20
- 2025Bridging Past and Future: Distribution-Aware Alignment for Time Series Forecastingcited by 19
- 2025DistDF: Time-Series Forecasting Needs Joint-Distribution Wasserstein Alignmentcited by 13
- 2026GCGNet: Graph-Consistent Generative Network for Time Series Forecasting with Exogenous Variablescited by 11
- 2025Glocal Information Bottleneck for Time Series Imputationcited by 9
- 2025K2VAE: A Koopman-Kalman Enhanced Variational AutoEncoder for Probabilistic Time Series Forecastingcited by 7
- 2025AutoHFormer: Efficient Hierarchical Autoregressive Transformer for Time Series Predictioncited by 7
- 2025Revisiting Multivariate Time Series Forecasting with Missing Valuescited by 7
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- 2026Channel-Dependent State Space Model for Multivariate Time Series Forecasting29 Sep 2026
- 2026Revitalizing Medical Time Series with Vision-Informed Retrieval: A Vision-Language Perspective28 Sep 2026
- 2026DrafTS: Time-Aware Decomposition with Residual Correction for Time Series Modeling27 Sep 2026
- 2026MixBench-TS: A Multivariate Time Series Forecasting Benchmark Where Channel Mixing Pays Off26 Sep 2026
- 2026Rethinking Cross-Channel Importance in Time-Series Forecasting26 Sep 2026
- 2026TAC-Time: Texts as Channels For Multimodal Time Series Forecasting21 Sep 2026
- 2026CoRe: Coherence and Relational Alignment for Multivariate Time Series Forecasting17 Sep 2026
- 2026Role-Specific Predictive Geometries for Nonstationary Multivariate Graph-Signal Forecasting6 Sep 2026
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