# Temporal Attention Evolutional Graph Convolutional Network for Multivariate Time Series Forecasting

arXiv: https://arxiv.org/abs/2505.00302 · HTML: https://mlsanity.com/paper/2505.00302/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 18 of its 30 references that are in the map.
- First posted on arXiv 1 May 2025.

## Builds on (most cited first, 18 of 18)

- [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)
- [Convolutional Neural Networks on Graphs with Fast Localized Spectral Filtering](https://mlsanity.com/paper/1606.09375/) (2016)
- [WaveNet: A Generative Model for Raw Audio](https://mlsanity.com/paper/1609.03499/) (2016)
- [Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic Forecasting](https://mlsanity.com/paper/1709.04875/) (2017)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Graph WaveNet for Deep Spatial-Temporal Graph Modeling](https://mlsanity.com/paper/1906.00121/) (2019)
- [Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks](https://mlsanity.com/paper/2005.11650/) (2020)
- [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)
- [Discrete Graph Structure Learning for Forecasting Multiple Time Series](https://mlsanity.com/paper/2101.06861/) (2021)
- [GaAN: Gated Attention Networks for Learning on Large and Spatiotemporal Graphs](https://mlsanity.com/paper/1803.07294/) (2018)
- [Temporal Pattern Attention for Multivariate Time Series Forecasting](https://mlsanity.com/paper/1809.04206/) (2018)
- [AirFormer: Predicting Nationwide Air Quality in China with Transformers](https://mlsanity.com/paper/2211.15979/) (2022)
- [Learning the Evolutionary and Multi-scale Graph Structure for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2206.13816/) (2022)
- [Short-term traffic flow forecasting with spatial-temporal correlation in a hybrid deep learning framework](https://mlsanity.com/paper/1612.01022/) (2016)
- [Spatio-Temporal Graph Scattering Transform](https://mlsanity.com/paper/2012.03363/) (2020)
- [Network Topology Inference with Graphon Spectral Penalties](https://mlsanity.com/paper/2010.07872/) (2020)

## Abstract (arXiv)

Multivariate time series forecasting enables the prediction of future states by leveraging historical data, thereby facilitating decision-making processes. Each data node in a multivariate time series encompasses a sequence of multiple dimensions. These nodes exhibit interdependent relationships, forming a graph structure. While existing prediction methods often assume a fixed graph structure, many real-world scenarios involve dynamic graph structures. Moreover, interactions among time series observed at different time scales vary significantly. To enhance prediction accuracy by capturing precise temporal and spatial features, this paper introduces the Temporal Attention Evolutional Graph Convolutional Network (TAEGCN). This novel method not only integrates causal temporal convolution and a multi-head self-attention mechanism to learn temporal features of nodes, but also construct the dynamic graph structure based on these temporal features to keep the consistency of the changing in spatial feature with temporal series. TAEGCN adeptly captures temporal causal relationships and hidden spatial dependencies within the data. Furthermore, TAEGCN incorporates a unified neural network that seamlessly integrates these components to generate final predictions. Experimental results conducted on two public transportation network datasets, METR-LA and PEMS-BAY, demonstrate the superior performance of the proposed model.