Multivariate Time Series Forecasting

Multivariate time series forecasting aims to predict the future values of multiple interconnected time series, a crucial task across diverse fields like finance and healthcare. Current research emphasizes improving model accuracy and robustness, focusing on architectures like Transformers and Graph Neural Networks, as well as addressing challenges such as non-stationarity, missing data, and computational efficiency through techniques like frequency domain analysis and lightweight model designs. These advancements are significant for improving decision-making in various applications by providing more accurate and reliable predictions, particularly in scenarios with high-dimensional data and complex temporal dependencies.

Papers

December 6, 2022

A K-variate Time Series Is Worth K Words: Evolution of the Vanilla Transformer Architecture for Long-term Multivariate Time Series Forecasting
Zanwei Zhou, Ruizhe Zhong, Chen Yang, Yan Wang, Xiaokang Yang, Wei Shen
Transformer Based Multivariate Time Series Specie Evolution Multivariate Time Series Forecasting Vanilla Transformer Worth Multiple Word Simple Transformer

November 27, 2022

A Time Series is Worth 64 Words: Long-term Forecasting with Transformers
Yuqi Nie, Nam H. Nguyen, Phanwadee Sinthong, Jayant Kalagnanam
Transformer Megatron Decepticons Transformer Based Model State of the Art Word List Multivariate Time Series Forecasting Pre Trained Representation Long Term Forecasting

October 6, 2022

Edge-Varying Fourier Graph Networks for Multivariate Time Series Forecasting
Kun Yi, Qi Zhang, Liang Hu, Hui He, Ning An, LongBing Cao, ZhenDong Niu
Multivariate Time Series Graph Convolution Multivariate Time Series Forecasting Graph Shift Operator Multidimensional Graph Fourier Transformation

September 1, 2022

Distributional Drift Adaptation with Temporal Conditional Variational Autoencoder for Multivariate Time Series Forecasting
Hui He, Qi Zhang, Kun Yi, Kaize Shi, Zhendong Niu, Longbing Cao
Variational Autoencoder Multivariate Time Series Forecasting Conditional Distribution Distribution Drift

August 19, 2022

Expressing Multivariate Time Series as Graphs with Time Series Attention Transformer
William T. Ng, K. Siu, Albert C. Cheung, Michael K. Ng
Graph Drawing Multivariate Time Series Multivariate Time Series Forecasting Time Series Representation Learning Inter Series

August 10, 2022

Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series Forecasting
Zezhi Shao, Zhao Zhang, Fei Wang, Wei Wei, Yongjun Xu
Multivariate Time Series Temporal Information Multivariate Time Series Forecasting Temporal Graph Neural Network Effective Baseline

July 19, 2022

Robust Multivariate Time-Series Forecasting: Adversarial Attacks and Defense Mechanisms
Linbo Liu, Youngsuk Park, Trong Nghia Hoang, Hilaf Hasson, Jun Huan
Adversarial Attack Adversarial Example Multivariate Time Series Forecasting Defense Algorithm DEfense Mechanism

July 4, 2022

Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures
Tianping Zhang, Yizhuo Zhang, Wei Cao, Jiang Bian, Xiaohan Yi, Shun Zheng, Jian Li
Multivariate Time Series Forecasting Traditional RNNs Light Work

June 28, 2022

Learning the Evolutionary and Multi-scale Graph Structure for Multivariate Time Series Forecasting
Junchen Ye, Zihan Liu, Bowen Du, Leilei Sun, Weimiao Li, Yanjie Fu, Hui Xiong
LeArning Abstract Graph Structure Multivariate Time Series Forecasting Multi Step Graph Node Multi Scale Graph Unified Neural

June 25, 2022

Multi-Variate Time Series Forecasting on Variable Subsets
Jatin Chauhan, Aravindan Raghuveer, Rishi Saket, Jay Nandy, Balaraman Ravindran
Scientific Inference Time Series Forecasting Multivariate Time Series Forecasting Forecasting Model Inference Task High Quality Subset

June 18, 2022

Pre-training Enhanced Spatial-temporal Graph Neural Network for Multivariate Time Series Forecasting
Zezhi Shao, Zhao Zhang, Fei Wang, Yongjun Xu
Time Series Multivariate Time Series Multivariate Time Series Forecasting Temporal Graph Neural Network Input Time Series Multivariate Time

May 8, 2022

Adaptive Graph Convolutional Network Framework for Multidimensional Time Series Prediction
Ning Wang
Multivariate Time Series Forecasting Time Series Prediction Adaptive Graph Spatiotemporal Prediction Multivariate Forecasting

April 28, 2022

Triformer: Triangular, Variable-Specific Attentions for Long Sequence Multivariate Time Series Forecasting--Full Version
Razvan-Gabriel Cirstea, Chenjuan Guo, Bin Yang, Tung Kieu, Xuanyi Dong, Shirui Pan
Multivariate Time Series Forecasting

March 20, 2022

Nonstationary Temporal Matrix Factorization for Multivariate Time Series Forecasting
Xinyu Chen, Chengyuan Zhang, Xi-Le Zhao, Nicolas Saunier, Lijun Sun
Matrix Factorization Multivariate Time Series Forecasting Non Stationarity Spatiotemporal Traffic

March 14, 2022

Continual Learning for Multivariate Time Series Tasks with Variable Input Dimensions
Vibhor Gupta, Jyoti Narwariya, Pankaj Malhotra, Lovekesh Vig, Gautam Shroff
Continual LEArning Continual Learning Activity Recognition Multivariate Time Series Forecasting Wearable Sensor

March 7, 2022

Multivariate Time Series Forecasting with Latent Graph Inference
Victor Garcia Satorras, Syama Sundar Rangapuram, Tim Januschowski
Multivariate Time Series Forecasting Forecasting Performance Graph Inference Latent Graph Inference

February 17, 2022

Multivariate Time Series Forecasting with Dynamic Graph Neural ODEs
Ming Jin, Yu Zheng, Yuan-Fang Li, Siheng Chen, Bin Yang, Shirui Pan
Multivariate Time Series Multivariate Time Series Forecasting Graph Neural Latent State Discrete Activation

February 3, 2022

Robust Audio Anomaly Detection
Wo Jae Lee, Karim Helwani, Arvindh Krishnaswamy, Srikanth Tenneti
Anomaly Detection Multivariate Time Series Multivariate Time Series Forecasting Anomalous Sound Detection Anomalous Sound

January 24, 2022

Balanced Graph Structure Learning for Multivariate Time Series Forecasting
Weijun Chen, Yanze Wang, Chengshuo Du, Zhenglong Jia, Feng Liu, Ran Chen
Multivariate Time Series Multivariate Time Series Forecasting Graph Generation Graph Structure Learning Implicit Correlation

January 13, 2022

Multi-Scale Adaptive Graph Neural Network for Multivariate Time Series Forecasting
Ling Chen, Donghui Chen, Zongjiang Shang, Binqing Wu, Cen Zheng, Bo Wen, Wei Zhang
Graph Neural Network Multi Scale Multivariate Time Series Forecasting Adaptive Graph Scale Dependency

Multivariate Time Series Forecasting

Papers

A K-variate Time Series Is Worth K Words: Evolution of the Vanilla Transformer Architecture for Long-term Multivariate Time Series Forecasting

A Time Series is Worth 64 Words: Long-term Forecasting with Transformers

Edge-Varying Fourier Graph Networks for Multivariate Time Series Forecasting

Distributional Drift Adaptation with Temporal Conditional Variational Autoencoder for Multivariate Time Series Forecasting

Expressing Multivariate Time Series as Graphs with Time Series Attention Transformer

Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series Forecasting

Robust Multivariate Time-Series Forecasting: Adversarial Attacks and Defense Mechanisms

Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures

Learning the Evolutionary and Multi-scale Graph Structure for Multivariate Time Series Forecasting

Multi-Variate Time Series Forecasting on Variable Subsets

Pre-training Enhanced Spatial-temporal Graph Neural Network for Multivariate Time Series Forecasting

Adaptive Graph Convolutional Network Framework for Multidimensional Time Series Prediction

Triformer: Triangular, Variable-Specific Attentions for Long Sequence Multivariate Time Series Forecasting--Full Version

Nonstationary Temporal Matrix Factorization for Multivariate Time Series Forecasting

Continual Learning for Multivariate Time Series Tasks with Variable Input Dimensions

Multivariate Time Series Forecasting with Latent Graph Inference

Multivariate Time Series Forecasting with Dynamic Graph Neural ODEs

Robust Audio Anomaly Detection

Balanced Graph Structure Learning for Multivariate Time Series Forecasting

Multi-Scale Adaptive Graph Neural Network for Multivariate Time Series Forecasting