# GCGNet: Graph-Consistent Generative Network for Time Series Forecasting with Exogenous Variables

arXiv: https://arxiv.org/abs/2603.08032 · HTML: https://mlsanity.com/paper/2603.08032/

## Key facts

- Cited by 13 papers in the map (data through 14 Oct 2026).
- Builds on 52 of its 86 references that are in the map.
- First posted on arXiv 9 Mar 2026.

## Builds on (most cited first, 30 of 52)

- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Instance Normalization: The Missing Ingredient for Fast Stylization](https://mlsanity.com/paper/1607.08022/) (2016)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [GraphVAE: Towards Generation of Small Graphs Using Variational Autoencoders](https://mlsanity.com/paper/1802.03480/) (2018)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [Follow Your Pose: Pose-Guided Text-to-Video Generation using Pose-Free Videos](https://mlsanity.com/paper/2304.01186/) (2023)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [MAD-GAN: Multivariate Anomaly Detection for Time Series Data with Generative Adversarial Networks](https://mlsanity.com/paper/1901.04997/) (2019)
- [Follow-Your-Emoji: Fine-Controllable and Expressive Freestyle Portrait Animation](https://mlsanity.com/paper/2406.01900/) (2024)
- [TimeVAE: A Variational Auto-Encoder for Multivariate Time Series Generation](https://mlsanity.com/paper/2111.08095/) (2021)
- [Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark](https://mlsanity.com/paper/2008.08004/) (2020)
- [DUET: Dual Clustering Enhanced Multivariate Time Series Forecasting](https://mlsanity.com/paper/2412.10859/) (2024)
- [Controllable Video Generation: A Survey](https://mlsanity.com/paper/2507.16869/) (2025)
- [CATCH: Channel-Aware multivariate Time Series Anomaly Detection via Frequency Patching](https://mlsanity.com/paper/2410.12261/) (2024)
- [Generative Time Series Forecasting with Diffusion, Denoise, and Disentanglement](https://mlsanity.com/paper/2301.03028/) (2023)
- [Follow-Your-Motion: Video Motion Transfer via Efficient Spatial-Temporal Decoupled Finetuning](https://mlsanity.com/paper/2506.05207/) (2025)
- [FreDF: Learning to Forecast in the Frequency Domain](https://mlsanity.com/paper/2402.02399/) (2024)
- [Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx](https://mlsanity.com/paper/2104.05522/) (2021)
- [TimeFilter: Patch-Specific Spatial-Temporal Graph Filtration for Time Series Forecasting](https://mlsanity.com/paper/2501.13041/) (2025)
- [TAB: Unified Benchmarking of Time Series Anomaly Detection Methods](https://mlsanity.com/paper/2506.18046/) (2025)
- [TSFM-Bench: A Comprehensive and Unified Benchmark of Foundation Models for Time Series Forecasting](https://mlsanity.com/paper/2410.11802/) (2024)
- [A Comprehensive Survey of Deep Learning for Multivariate Time Series Forecasting: A Channel Strategy Perspective](https://mlsanity.com/paper/2502.10721/) (2025)
- [Rethinking Irregular Time Series Forecasting: A Simple yet Effective Baseline](https://mlsanity.com/paper/2505.11250/) (2025)
- [DBLoss: Decomposition-based Loss Function for Time Series Forecasting](https://mlsanity.com/paper/2510.23672/) (2025)
- [Follow-Your-Emoji-Faster: Towards Efficient, Fine-Controllable, and Expressive Freestyle Portrait Animation](https://mlsanity.com/paper/2509.16630/) (2025)
- [Multi-Scale Adaptive Graph Neural Network for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2201.04828/) (2022)
- [Enhancing Time Series Forecasting through Selective Representation Spaces: A Patch Perspective](https://mlsanity.com/paper/2510.14510/) (2025)
- [xPatch: Dual-Stream Time Series Forecasting with Exponential Seasonal-Trend Decomposition](https://mlsanity.com/paper/2412.17323/) (2024)

## Built on by (most cited first, 13 of 13)

- [WPBench: A Comprehensive Benchmark for Wind Power Forecasting](https://mlsanity.com/paper/2609.24444/) (2026)
- [L-Drive: Beyond a Single Mapping-Latent Context Drives Time Series Forecasting](https://mlsanity.com/paper/2605.17730/) (2026)
- [QiYao-M: Multimodal Time Series Foundation Model with Role-Aware Modeling of Endogenous and Exogenous Modalities](https://mlsanity.com/paper/2609.34842/) (2026)
- [ECTO: Exogenous-Conditioned Temporal Operator for Ultra-Short-Term Wind Power Forecasting](https://mlsanity.com/paper/2605.12196/) (2026)
- [SafeDivertor: Faithful Divertor Heat Flux Reconstruction from Macroscopic Plasma State Signals via Time-Frequency Prior Exploitation](https://mlsanity.com/paper/2608.05669/) (2026)
- [Halo: Improving forecast accuracy through heteroscedastic estimation](https://mlsanity.com/paper/2609.10589/) (2026)
- [MUSE: Dependency-Aware Adaptation of a Frozen Vision Backbone for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2609.24441/) (2026)
- [Aurora-X: Built for Extreme Time Series Forecasting](https://mlsanity.com/paper/2609.31038/) (2026)
- [WorldTS: World Modeling for Multimodal Covariate-aware Time Series Forecasting](https://mlsanity.com/paper/2609.31162/) (2026)
- [XMatch: Enhancing Covariate-Aware Time Series Forecasting through Tree-Structured Exogenous Matching](https://mlsanity.com/paper/2609.34939/) (2026)
- [BeliefGraph-JEPA: Structured Latent World Models for Action-Conditioned Time Series](https://mlsanity.com/paper/2610.05409/) (2026)
- [QiYao-I: A Manifold Based Foundation Model for Irregular Multivariate Time Series Forecasting](https://mlsanity.com/paper/2610.06936/) (2026)
- [RideBench: A Large-Scale Exogenous-Aware Benchmark for Ride-Hailing Time Series Forecasting](https://mlsanity.com/paper/2610.11164/) (2026)

## Abstract (arXiv)

Exogenous variables offer valuable supplementary information for predicting future endogenous variables. Forecasting with exogenous variables needs to consider both past-to-future dependencies (i.e., temporal correlations) and the influence of exogenous variables on endogenous variables (i.e., channel correlations). This is pivotal when future exogenous variables are available, because they may directly affect the future endogenous variables. Many methods have been proposed for time series forecasting with exogenous variables, focusing on modeling temporal and channel correlations. However, most of them use a two-step strategy, modeling temporal and channel correlations separately, which limits their ability to capture joint correlations across time and channels. Furthermore, in real-world scenarios, time series are frequently affected by various forms of noises, underscoring the critical importance of robustness in such correlations modeling. To address these limitations, we propose GCGNet, a Graph-Consistent Generative Network for time series forecasting with exogenous variables. Specifically, GCGNet first employs a Variational Generator to produce coarse predictions. A Graph Structure Aligner then further guides it by evaluating the consistency between the generated and true correlations, where the correlations are represented as graphs, and are robust to noises. Finally, a Graph Refiner is proposed to refine the predictions to prevent degeneration and improve accuracy. Extensive experiments on 12 real-world datasets demonstrate that GCGNet outperforms state-of-the-art baselines.