# When GNNs Fail: Quantifying and Overcoming Temporal Correlation Volatility in Time Series

arXiv: https://arxiv.org/abs/2608.07333 · HTML: https://mlsanity.com/paper/2608.07333/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 29 of its 38 references that are in the map.
- First posted on arXiv 7 Aug 2026.

## Builds on (most cited first, 29 of 29)

- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Reformer: The Efficient Transformer](https://mlsanity.com/paper/2001.04451/) (2020)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [Multi-Scale Context Aggregation by Dilated Convolutions](https://mlsanity.com/paper/1511.07122/) (2015)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [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)
- [EvolveGCN: Evolving Graph Convolutional Networks for Dynamic Graphs](https://mlsanity.com/paper/1902.10191/) (2019)
- [Graph Signal Processing: Overview, Challenges and Applications](https://mlsanity.com/paper/1712.00468/) (2017)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting](https://mlsanity.com/paper/2103.07719/) (2021)
- [Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019](https://mlsanity.com/paper/1911.13288/) (2019)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [Discrete Graph Structure Learning for Forecasting Multiple Time Series](https://mlsanity.com/paper/2101.06861/) (2021)
- [Dynamic Graph Convolutional Recurrent Network for Traffic Prediction: Benchmark and Solution](https://mlsanity.com/paper/2104.14917/) (2021)
- [FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective](https://mlsanity.com/paper/2311.06190/) (2023)
- [Network Inference via the Time-Varying Graphical Lasso](https://mlsanity.com/paper/1703.01958/) (2017)
- [OLinear: A Linear Model for Time Series Forecasting in Orthogonally Transformed Domain](https://mlsanity.com/paper/2505.08550/) (2025)
- [DELTACON: A Principled Massive-Graph Similarity Function](https://mlsanity.com/paper/1304.4657/) (2013)
- [Learning Time-Varying Graphs from Online Data](https://mlsanity.com/paper/2110.11017/) (2021)
- [Predicting Basin Stability of Power Grids using Graph Neural Networks](https://mlsanity.com/paper/2108.08230/) (2021)
- [DynDepNet: Learning Time-Varying Dependency Structures from fMRI Data via Dynamic Graph Structure Learning](https://mlsanity.com/paper/2209.13513/) (2022)
- [Real-E: A Foundation Benchmark for Advancing Robust and Generalizable Electricity Forecasting](https://mlsanity.com/paper/2509.05768/) (2025)
- [Understanding GNNs and Homophily in Dynamic Node Classification](https://mlsanity.com/paper/2504.20421/) (2025)

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

- [SwitchPFN: Shared Switching Dynamics for Frozen In-Context Time Series Classification](https://mlsanity.com/paper/2609.29814/) (2026)

## Abstract (arXiv)

Modeling multivariate time series by representing them as graphs, where individual series act as nodes and pairwise temporal corre- lations serve as edges, has gained significant traction. Recent advances in Graph Neural Networks (GNNs) have demonstrated strong perfor- mance by assuming a static graph topology and aggregating information from neighboring series. In this work, we investigate the representa- tional power of GNNs for forecasting under both static and dynamic settings (i.e., when pairwise correlations evolve drastically over time) and identify critical limitations in current architectures. To formalize this, we first propose Temporal Correlation Volatility (TCV), a model- agnostic metric designed to quantify the distributional evolution of these latent structures. We establish a clear connection between TCV and performance degradation, demonstrating that many popular models, including Transformers, generalize poorly in high-TCV settings and are often outperformed by simple structure-agnostic baselines. To address these limitations, we propose Graph Layer for Inference in Dynamic En- vironments (GLIDE), a novel GNN layer enhanced by two theoretically grounded design mechanisms: (D1) Path-based Message Passing, which captures path-based neighborhoods and (D2) Static and Dynamic Propagation Separation, which identifies optimal dynamics via local static approximation. These components significantly improve learning under dynamic topology while preserving robustness in static scenarios. Ex- tensive experiments on synthetic and real-world benchmarks show that GLIDE improves average performance by up to 45.6% across static and dynamic settings, with the largest gain reaching 85.7%. The source code is available at https://github.com/ChenS676/GLIDE.