# Nested Spatio-Temporal Time Series Forecasting

arXiv: https://arxiv.org/abs/2605.16447 · HTML: https://mlsanity.com/paper/2605.16447/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 33 of its 62 references that are in the map.
- First posted on arXiv 15 May 2026.

## Builds on (most cited first, 30 of 33)

- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic Forecasting](https://mlsanity.com/paper/1709.04875/) (2017)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [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)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [Spatial-Temporal Graph ODE Networks for Traffic Flow Forecasting](https://mlsanity.com/paper/2106.12931/) (2021)
- [Dynamic Graph Convolutional Recurrent Network for Traffic Prediction: Benchmark and Solution](https://mlsanity.com/paper/2104.14917/) (2021)
- [Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2208.05233/) (2022)
- [Spatio-Temporal Graph Neural Networks for Predictive Learning in Urban Computing: A Survey](https://mlsanity.com/paper/2303.14483/) (2023)
- [PDFormer: Propagation Delay-Aware Dynamic Long-Range Transformer for Traffic Flow Prediction](https://mlsanity.com/paper/2301.07945/) (2023)
- [Decoupled Dynamic Spatial-Temporal Graph Neural Network for Traffic Forecasting](https://mlsanity.com/paper/2206.09112/) (2022)
- [LargeST: A Benchmark Dataset for Large-Scale Traffic Forecasting](https://mlsanity.com/paper/2306.08259/) (2023)
- [Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis](https://mlsanity.com/paper/2310.06119/) (2023)
- [Spatio-Temporal Meta-Graph Learning for Traffic Forecasting](https://mlsanity.com/paper/2211.14701/) (2022)
- [UniST: A Prompt-Empowered Universal Model for Urban Spatio-Temporal Prediction](https://mlsanity.com/paper/2402.11838/) (2024)
- [Spatio-Temporal Self-Supervised Learning for Traffic Flow Prediction](https://mlsanity.com/paper/2212.04475/) (2022)
- [Multi-Scale Adaptive Graph Neural Network for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2201.04828/) (2022)
- [From Similarity to Superiority: Channel Clustering for Time Series Forecasting](https://mlsanity.com/paper/2404.01340/) (2024)
- [Air Quality Prediction with Physics-Guided Dual Neural ODEs in Open Systems](https://mlsanity.com/paper/2410.19892/) (2024)
- [Efficient Large-Scale Traffic Forecasting with Transformers: A Spatial Data Management Perspective](https://mlsanity.com/paper/2412.09972/) (2024)
- [Heterogeneity-Informed Meta-Parameter Learning for Spatiotemporal Time Series Forecasting](https://mlsanity.com/paper/2405.10800/) (2024)
- [RPMixer: Shaking Up Time Series Forecasting with Random Projections for Large Spatial-Temporal Data](https://mlsanity.com/paper/2402.10487/) (2024)
- [Graph-based Forecasting with Missing Data through Spatiotemporal Downsampling](https://mlsanity.com/paper/2402.10634/) (2024)
- [Long-term Spatio-temporal Forecasting via Dynamic Multiple-Graph Attention](https://mlsanity.com/paper/2204.11008/) (2022)
- [Causal conditional hidden Markov model for multimodal traffic prediction](https://mlsanity.com/paper/2301.08249/) (2023)
- [Rethinking Sensors Modeling: Hierarchical Information Enhanced Traffic Forecasting](https://mlsanity.com/paper/2309.11284/) (2023)
- [Hierarchical Implicit Neural Emulators](https://mlsanity.com/paper/2506.04528/) (2025)
- [Spatio-Temporal Dynamic Graph Relation Learning for Urban Metro Flow Prediction](https://mlsanity.com/paper/2204.02650/) (2022)

## Built on by (most cited first, 1 of 1)

- [F2STNet: Fair and Federated Spectral-Temporal Modeling for Graph Forecasting](https://mlsanity.com/paper/2608.09082/) (2026)

## Abstract (arXiv)

Spatiotemporal forecasting is critical for real-world applications like traffic management, yet capturing reliable interactions remains challenging under noisy and non-stationary conditions. Existing methods primarily rely on historical spatial priors, often failing to account for evolving temporal correlations and suffering from systematic errors. In this work, we propose a nested forecasting framework that couples future macro-level regional trends with micro-level historical observations, enabling top-down guidance from abstract future representations for fine-grained forecasting. Specifically, we employ a spectral clustering-based approach to construct semantically coherent regions, providing both theoretical and empirical evidence that this representation effectively filters systematic noise while preserving essential trends. Building on this, we develop a progressive coarse-to-fine predictor to integrate these representative features into the inference process. This enables the model to leverage trend predictions to anticipate dynamic anomalies, such as periodic offsets, in advance. Furthermore, extensive experiments on multiple high-dimensional datasets demonstrate that our method consistently outperforms state-of-the-art baselines, validating the effectiveness of future macro-guided nested forecasting.