# TimeFilter: Patch-Specific Spatial-Temporal Graph Filtration for Time Series Forecasting

arXiv: https://arxiv.org/abs/2501.13041 · HTML: https://mlsanity.com/paper/2501.13041/

## Key facts

- Cited by 64 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 22 Jan 2025.

## Built on by (most cited first, 30 of 64)

- [A Comprehensive Survey of Deep Learning for Multivariate Time Series Forecasting: A Channel Strategy Perspective](https://mlsanity.com/paper/2502.10721/) (2025)
- [Enhancing Time Series Forecasting through Selective Representation Spaces: A Patch Perspective](https://mlsanity.com/paper/2510.14510/) (2025)
- [Aurora: Towards Universal Generative Multimodal Time Series Forecasting](https://mlsanity.com/paper/2509.22295/) (2025)
- [FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting](https://mlsanity.com/paper/2502.18834/) (2025)
- [Efficient Multivariate Time Series Forecasting via Calibrated Language Models with Privileged Knowledge Distillation](https://mlsanity.com/paper/2505.02138/) (2025)
- [Bridging Past and Future: Distribution-Aware Alignment for Time Series Forecasting](https://mlsanity.com/paper/2509.14181/) (2025)
- [DistDF: Time-Series Forecasting Needs Joint-Distribution Wasserstein Alignment](https://mlsanity.com/paper/2510.24574/) (2025)
- [GCGNet: Graph-Consistent Generative Network for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2603.08032/) (2026)
- [Glocal Information Bottleneck for Time Series Imputation](https://mlsanity.com/paper/2510.04910/) (2025)
- [K2VAE: A Koopman-Kalman Enhanced Variational AutoEncoder for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2505.23017/) (2025)
- [AutoHFormer: Efficient Hierarchical Autoregressive Transformer for Time Series Prediction](https://mlsanity.com/paper/2506.16001/) (2025)
- [Revisiting Multivariate Time Series Forecasting with Missing Values](https://mlsanity.com/paper/2509.23494/) (2025)
- [From Observations to States: Latent Time Series Forecasting](https://mlsanity.com/paper/2602.00297/) (2026)
- [RDIT: Residual-based Diffusion Implicit Models for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2509.02341/) (2025)
- [FLAME: Flow Enhanced Legendre Memory Models for General Time Series Forecasting](https://mlsanity.com/paper/2512.14253/) (2025)
- [PHAT: Modeling Period Heterogeneity for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2602.00654/) (2026)
- [Rethinking the Role of LLMs in Time Series Forecasting](https://mlsanity.com/paper/2602.14744/) (2026)
- [Into the ORBIT for Time Series: Training Regimes for Foundation Models](https://mlsanity.com/paper/2608.13262/) (2026)
- [TEFL: Prediction-Residual-Guided Rolling Forecasting for Multi-Horizon Time Series](https://mlsanity.com/paper/2602.22520/) (2026)
- [Forecasting as Rendering: A 2D Gaussian Splatting Framework for Time Series Forecasting](https://mlsanity.com/paper/2603.02220/) (2026)
- [Routing Channel-Patch Dependencies in Time Series Forecasting with Graph Spectral Decomposition](https://mlsanity.com/paper/2603.13702/) (2026)
- [Towards Robust Real-World Multivariate Time Series Forecasting: A Unified Framework for Dependency, Asynchrony, and Missingness](https://mlsanity.com/paper/2506.08660/) (2025)
- [Time Series Forecasting Through the Lens of Dynamics](https://mlsanity.com/paper/2507.15774/) (2025)
- [HGTS-Former: Hierarchical HyperGraph Transformer for Multivariate Time Series Analysis](https://mlsanity.com/paper/2508.02411/) (2025)
- [IndexNet: Timestamp and Variable-Aware Modeling for Time Series Forecasting](https://mlsanity.com/paper/2509.23813/) (2025)
- [Forecasting with Guidance: Representation-Level Supervision for Time Series Forecasting](https://mlsanity.com/paper/2603.24262/) (2026)
- [DSPR: Dual-Stream Physics-Residual Networks for Trustworthy Industrial Time Series Forecasting](https://mlsanity.com/paper/2604.07393/) (2026)
- [What If We Let Forecasting Forget? A Sparse Bottleneck for Cross-Variable Dependencies](https://mlsanity.com/paper/2605.08289/) (2026)
- [One Step Closer to Ground Truth: A Multi-Scale Residual-Aware Representation Learning Pipeline for Predicting Time Series Data](https://mlsanity.com/paper/2606.10678/) (2026)
- [Existence Precedes Value: Joint Modeling of Observational Existence and Evolving States in Time Series Forecasting](https://mlsanity.com/paper/2606.13571/) (2026)

## 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.