ASTGI: Adaptive Spatio-Temporal Graph Interactions for Irregular Multivariate Time Series Forecasting
- URL: http://arxiv.org/abs/2509.23313v1
- Date: Sat, 27 Sep 2025 14:00:27 GMT
- Title: ASTGI: Adaptive Spatio-Temporal Graph Interactions for Irregular Multivariate Time Series Forecasting
- Authors: Xvyuan Liu, Xiangfei Qiu, Hanyin Cheng, Xingjian Wu, Chenjuan Guo, Bin Yang, Jilin Hu,
- Abstract summary: Irregular intervals inherent to IMTS pose two core challenges for existing methods.<n>We propose the Adaptive Spatio-Temporal Graph Interaction (ASTGI) framework to address these challenges.<n>Experiments on multiple benchmark datasets demonstrate that ASTGI outperforms various state-of-the-art methods.
- Score: 16.98710098925001
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Irregular multivariate time series (IMTS) are prevalent in critical domains like healthcare and finance, where accurate forecasting is vital for proactive decision-making. However, the asynchronous sampling and irregular intervals inherent to IMTS pose two core challenges for existing methods: (1) how to accurately represent the raw information of irregular time series without introducing data distortion, and (2) how to effectively capture the complex dynamic dependencies between observation points. To address these challenges, we propose the Adaptive Spatio-Temporal Graph Interaction (ASTGI) framework. Specifically, the framework first employs a Spatio-Temporal Point Representation module to encode each discrete observation as a point within a learnable spatio-temporal embedding space. Second, a Neighborhood-Adaptive Graph Construction module adaptively builds a causal graph for each point in the embedding space via nearest neighbor search. Subsequently, a Spatio-Temporal Dynamic Propagation module iteratively updates information on these adaptive causal graphs by generating messages and computing interaction weights based on the relative spatio-temporal positions between points. Finally, a Query Point-based Prediction module generates the final forecast by aggregating neighborhood information for a new query point and performing regression. Extensive experiments on multiple benchmark datasets demonstrate that ASTGI outperforms various state-of-the-art methods.
Related papers
- UniDiff: A Unified Diffusion Framework for Multimodal Time Series Forecasting [90.47915032778366]
We propose UniDiff, a unified diffusion framework for multimodal time series forecasting.<n>At its core lies a unified and parallel fusion module, where a single cross-attention mechanism integrates structural information from timestamps and semantic context from texts.<n>Experiments on real-world benchmark datasets across eight domains demonstrate that the proposed UniDiff model achieves state-of-the-art performance.
arXiv Detail & Related papers (2025-12-08T05:36:14Z) - PAST: A Primary-Auxiliary Spatio-Temporal Network for Traffic Time Series Imputation [5.55696088231328]
We propose the Primary-Auxiliary Spatio-Temporal network (PAST) for traffic time series imputation.<n>It comprises a graph-integrated module (GIM) and a cross-gated module (CGM)<n>Experiments on three datasets under 27 missing data conditions demonstrate that PAST outperforms seven state-of-the-art baselines.
arXiv Detail & Related papers (2025-11-17T14:28:29Z) - Rethinking Irregular Time Series Forecasting: A Simple yet Effective Baseline [12.66709671516384]
We introduce APN, a general and efficient forecasting framework.<n>At the core of APN is a novel Time-Aware Patch Aggregation (ATAPA) module.<n>It computes patch representations via a time-aware weighted aggregation of all raw observations.<n>This approach provides two key advantages: it preserves data fidelity by avoiding the introduction of artificial data points and ensures complete information coverage by design.
arXiv Detail & Related papers (2025-05-16T13:42:00Z) - STRGCN: Capturing Asynchronous Spatio-Temporal Dependencies for Irregular Multivariate Time Series Forecasting [14.156419219696252]
STRGCN captures the complex interdependencies in IMTS by representing them as a fully connected graph.<n>Experiments on four public datasets demonstrate that STRGCN achieves state-of-the-art accuracy, competitive memory usage and training speed.
arXiv Detail & Related papers (2025-05-07T06:41:33Z) - T-Graphormer: Using Transformers for Spatiotemporal Forecasting [2.855856661274715]
T-Graphormer reduces root mean squared error (RMSE) and mean absolute percentage error (MAPE) by up to 20% and 10%.<n>We show the effectiveness of T-Graphormer on real-world traffic prediction benchmark datasets.
arXiv Detail & Related papers (2025-01-22T23:32:29Z) - Cross Space and Time: A Spatio-Temporal Unitized Model for Traffic Flow Forecasting [16.782154479264126]
Predicting backbone-temporal traffic flow presents challenges due to complex interactions between temporal factors.
Existing approaches address these dimensions in isolation, neglecting their critical interdependencies.
In this paper, we introduce Sanonymous-Temporal Unitized Unitized Cell (ASTUC), a unified framework designed to capture both spatial and temporal dependencies.
arXiv Detail & Related papers (2024-11-14T07:34:31Z) - PeFAD: A Parameter-Efficient Federated Framework for Time Series Anomaly Detection [51.20479454379662]
We propose a.
Federated Anomaly Detection framework named PeFAD with the increasing privacy concerns.
We conduct extensive evaluations on four real datasets, where PeFAD outperforms existing state-of-the-art baselines by up to 28.74%.
arXiv Detail & Related papers (2024-06-04T13:51:08Z) - Interactive Test-Time Adaptation with Reliable Spatial-Temporal Voxels for Multi-Modal Segmentation [56.70910056845503]
Multi-modal test-time adaptation (MM-TTA) adapts models to an unlabeled target domain by leveraging the complementary multi-modal inputs in an online manner.<n>Previous MM-TTA methods for 3D segmentation suffer from two major limitations: 1) unstable frame-wise predictions caused by temporal inconsistency, and 2) consistently incorrect predictions that violate the assumption of reliable modality guidance.<n>This work introduces a comprehensive two-fold framework: Latte++ that better suppresses the unstable frame-wise predictions with more informative geometric correspondences, and Interactive Test-Time Adaptation (ITTA), a flexible add-on to empower effortless human feedback
arXiv Detail & Related papers (2024-03-11T06:56:08Z) - Graph Spatiotemporal Process for Multivariate Time Series Anomaly
Detection with Missing Values [67.76168547245237]
We introduce a novel framework called GST-Pro, which utilizes a graphtemporal process and anomaly scorer to detect anomalies.
Our experimental results show that the GST-Pro method can effectively detect anomalies in time series data and outperforms state-of-the-art methods.
arXiv Detail & Related papers (2024-01-11T10:10:16Z) - Exogenous Data in Forecasting: FARM -- A New Measure for Relevance
Evaluation [62.997667081978825]
We introduce a new approach named FARM - Forward Relevance Aligned Metric.
Our forward method relies on an angular measure that compares changes in subsequent data points to align time-warped series.
As a first validation step, we present the application of our FARM approach to synthetic but representative signals.
arXiv Detail & Related papers (2023-04-21T15:22:33Z) - Spatiotemporal k-means [39.98633724527769]
We propose a twotemporal clustering method called k-means (STk) that is able to analyze multi-scale clusters.
We show how STkM can be extended to more complex machine learning tasks, particularly unsupervised region of interest detection and tracking in videos.
arXiv Detail & Related papers (2022-11-10T04:40:31Z) - Spatio-Temporal Joint Graph Convolutional Networks for Traffic
Forecasting [75.10017445699532]
Recent have shifted their focus towards formulating traffic forecasting as atemporal graph modeling problem.
We propose a novel approach for accurate traffic forecasting on road networks over multiple future time steps.
arXiv Detail & Related papers (2021-11-25T08:45:14Z) - Predicting Temporal Sets with Deep Neural Networks [50.53727580527024]
We propose an integrated solution based on the deep neural networks for temporal sets prediction.
A unique perspective is to learn element relationship by constructing set-level co-occurrence graph.
We design an attention-based module to adaptively learn the temporal dependency of elements and sets.
arXiv Detail & Related papers (2020-06-20T03:29:02Z) - Forecast Network-Wide Traffic States for Multiple Steps Ahead: A Deep
Learning Approach Considering Dynamic Non-Local Spatial Correlation and
Non-Stationary Temporal Dependency [6.019104024723682]
This research studies two particular problems in traffic forecasting: (1) capture the dynamic and non-local spatial correlation between traffic links and (2) model the dynamics of temporal dependency for accurate multiple steps ahead predictions.
We propose a deep learning framework named Spatial-Temporal Sequence to Sequence model (STSeq2Seq) to address these issues.
This model builds on sequence to sequence (seq2seq) architecture to capture temporal feature and relies on graph convolution for aggregating spatial information.
arXiv Detail & Related papers (2020-04-06T03:40:56Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.