# Spatio-temporal Multivariate Time Series Forecast with Chosen Variables

arXiv: https://arxiv.org/abs/2510.24027 · HTML: https://mlsanity.com/paper/2510.24027/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 37 of its 56 references that are in the map.
- First posted on arXiv 28 Oct 2025.

## Builds on (most cited first, 30 of 37)

- [Overcoming catastrophic forgetting in neural networks](https://mlsanity.com/paper/1612.00796/) (2016)
- [Outrageously Large Neural Networks: The Sparsely-Gated Mixture-of-Experts Layer](https://mlsanity.com/paper/1701.06538/) (2017)
- [Gaussian Error Linear Units (GELUs)](https://mlsanity.com/paper/1606.08415/) (2016)
- [The Lottery Ticket Hypothesis: Finding Sparse, Trainable Neural Networks](https://mlsanity.com/paper/1803.03635/) (2018)
- [Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic Forecasting](https://mlsanity.com/paper/1709.04875/) (2017)
- [Prioritized Experience Replay](https://mlsanity.com/paper/1511.05952/) (2015)
- [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)
- [Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks](https://mlsanity.com/paper/2005.11650/) (2020)
- [Deep Spatio-Temporal Residual Networks for Citywide Crowd Flows Prediction](https://mlsanity.com/paper/1610.00081/) (2016)
- [Task-Free Continual Learning](https://mlsanity.com/paper/1812.03596/) (2018)
- [Spatial-Temporal Fusion Graph Neural Networks for Traffic Flow Forecasting](https://mlsanity.com/paper/2012.09641/) (2020)
- [Spatial-Temporal Graph ODE Networks for Traffic Flow Forecasting](https://mlsanity.com/paper/2106.12931/) (2021)
- [Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2208.05233/) (2022)
- [PDFormer: Propagation Delay-Aware Dynamic Long-Range Transformer for Traffic Flow Prediction](https://mlsanity.com/paper/2301.07945/) (2023)
- [FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective](https://mlsanity.com/paper/2311.06190/) (2023)
- [A Deeper Look at Experience Replay](https://mlsanity.com/paper/1712.01275/) (2017)
- [Filling the G_ap_s: Multivariate Time Series Imputation by Graph Neural Networks](https://mlsanity.com/paper/2108.00298/) (2021)
- [Inductive Graph Neural Networks for Spatiotemporal Kriging](https://mlsanity.com/paper/2006.07527/) (2020)
- [Spatio-Temporal Meta-Graph Learning for Traffic Forecasting](https://mlsanity.com/paper/2211.14701/) (2022)
- [Spatio-Temporal Self-Supervised Learning for Traffic Flow Prediction](https://mlsanity.com/paper/2212.04475/) (2022)
- [Adaptive Second Order Coresets for Data-efficient Machine Learning](https://mlsanity.com/paper/2207.13887/) (2022)
- [DSformer: A Double Sampling Transformer for Multivariate Time Series Long-term Prediction](https://mlsanity.com/paper/2308.03274/) (2023)
- [Uncovering the Missing Pattern: Unified Framework Towards Trajectory Imputation and Prediction](https://mlsanity.com/paper/2303.16005/) (2023)
- [Towards Sustainable Learning: Coresets for Data-efficient Deep Learning](https://mlsanity.com/paper/2306.01244/) (2023)
- [Joint Modeling of Local and Global Temporal Dynamics for Multivariate Time Series Forecasting with Missing Values](https://mlsanity.com/paper/1911.10273/) (2019)
- [GATGPT: A Pre-trained Large Language Model with Graph Attention Network for Spatiotemporal Imputation](https://mlsanity.com/paper/2311.14332/) (2023)
- [Kriging Convolutional Networks](https://mlsanity.com/paper/2306.09463/) (2023)
- [INCREASE: Inductive Graph Representation Learning for Spatio-Temporal Kriging](https://mlsanity.com/paper/2302.02738/) (2023)
- [GinAR: An End-To-End Multivariate Time Series Forecasting Model Suitable for Variable Missing](https://mlsanity.com/paper/2405.11333/) (2024)

## Abstract (arXiv)

Spatio-Temporal Multivariate time series Forecast (STMF) uses the time series of n spatially distributed variables in a period of recent past to forecast their values in a period of near future. It has important applications in spatio-temporal sensing forecast such as road traffic prediction and air pollution prediction. Recent papers have addressed a practical problem of missing variables in the model input, which arises in the sensing applications where the number m of sensors is far less than the number n of locations to be monitored, due to budget constraints. We observe that the state of the art assumes that the m variables (i.e., locations with sensors) in the model input are pre-determined and the important problem of how to choose the m variables in the input has never been studied. This paper fills the gap by studying a new problem of STMF with chosen variables, which optimally selects m-out-of-n variables for the model input in order to maximize the forecast accuracy. We propose a unified framework that jointly performs variable selection and model optimization for both forecast accuracy and model efficiency. It consists of three novel technical components: (1) masked variable-parameter pruning, which progressively prunes less informative variables and attention parameters through quantile-based masking; (2) prioritized variable-parameter replay, which replays low-loss past samples to preserve learned knowledge for model stability; (3) dynamic extrapolation mechanism, which propagates information from variables selected for the input to all other variables via learnable spatial embeddings and adjacency information. Experiments on five real-world datasets show that our work significantly outperforms the state-of-the-art baselines in both accuracy and efficiency, demonstrating the effectiveness of joint variable selection and model optimization.