Pith. sign in

REVIEW 1 cited by

Edge-Varying Fourier Graph Networks for Multivariate Time Series Forecasting

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 2210.03093 v2 pith:D3CXUHTN submitted 2022-10-06 cs.LG cs.AI

Edge-Varying Fourier Graph Networks for Multivariate Time Series Forecasting

classification cs.LG cs.AI
keywords graphforecastingfouriernetworkstimevariablesanalysiscapture
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
0 comments
Share X Bluesky LinkedIn Reddit HN
read the original abstract

The key problem in multivariate time series (MTS) analysis and forecasting aims to disclose the underlying couplings between variables that drive the co-movements. Considerable recent successful MTS methods are built with graph neural networks (GNNs) due to their essential capacity for relational modeling. However, previous work often used a static graph structure of time-series variables for modeling MTS failing to capture their ever-changing correlations over time. To this end, a fully-connected supra-graph connecting any two variables at any two timestamps is adaptively learned to capture the high-resolution variable dependencies via an efficient graph convolutional network. Specifically, we construct the Edge-Varying Fourier Graph Networks (EV-FGN) equipped with Fourier Graph Shift Operator (FGSO) which efficiently performs graph convolution in the frequency domain. As a result, a high-efficiency scale-free parameter learning scheme is derived for MTS analysis and forecasting according to the convolution theorem. Extensive experiments show that EV-FGN outperforms state-of-the-art methods on seven real-world MTS datasets.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.

Forward citations

Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score.

  1. Deep Time Series Models: A Comprehensive Survey and Benchmark

    cs.LG 2024-07 unverdicted novelty 7.0

    This survey and benchmark of deep time series models using the released TSLib library finds that models with specific structures perform well only on distinct analysis tasks.