How Expressive are Spectral-Temporal Graph Neural Networks for Time Series Forecasting?

• URL: http://arxiv.org/abs/2305.06587v2
• Date: Wed, 14 Jun 2023 04:20:31 GMT
• Title: How Expressive are Spectral-Temporal Graph Neural Networks for Time Series Forecasting?
• Authors: Ming Jin, Guangsi Shi, Yuan-Fang Li, Qingsong Wen, Bo Xiong, Tian Zhou, Shirui Pan
• Abstract summary: We establish a theoretical framework that unravels the expressive power of spectral-temporal GNNs. Our results show that linear spectral-temporal GNNs are universal under mild assumptions. We propose a simple instantiation named Temporal Graph GegenConv (TGC) which significantly outperforms most existing models.
• Score: 46.95117922583253
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Spectral-temporal graph neural network is a promising abstraction underlying most time series forecasting models that are based on graph neural networks (GNNs). However, more is needed to know about the underpinnings of this branch of methods. In this paper, we establish a theoretical framework that unravels the expressive power of spectral-temporal GNNs. Our results show that linear spectral-temporal GNNs are universal under mild assumptions, and their expressive power is bounded by our extended first-order Weisfeiler-Leman algorithm on discrete-time dynamic graphs. To make our findings useful in practice on valid instantiations, we discuss related constraints in detail and outline a theoretical blueprint for designing spatial and temporal modules in spectral domains. Building on these insights and to demonstrate how powerful spectral-temporal GNNs are based on our framework, we propose a simple instantiation named Temporal Graph GegenConv (TGC), which significantly outperforms most existing models with only linear components and shows better model efficiency.

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