arXiv Machine Learning

GeoGNN: Time Series Geo-Localization using Two-Tower Graph Neural Networks

arXiv:2606. 08303v1 Announce Type: new Abstract: This paper investigates a novel concept of time series geolocalization, where the goal is to infer the geographic origin of each raw time series.

arXiv Machine Learning
Jun 24

Reconstructing GRACE Terrestrial Water Storage with Spatio-Temporal Graph Neural Networks: An Application to South America

arXiv:2606. 23833v1 Announce Type: new Abstract: Terrestrial water storage (TWS) integrates snow, soil moisture, surface water, and groundwater and is a key indicator of how climate variability and human activity reshape the global water cycle.

By Lukas Arzoumanidis, Lara Johannsen, Klara Middendorf, Annette Eicker, Youness Dehbi
Hugging Face Trending Papers
Aug 7

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

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.

arXiv AI
Jun 18

From Values to Tokens: An LLM-Driven Framework for Context-aware Time Series Forecasting via Symbolic Discretization

arXiv:2508. 09191v2 Announce Type: replace-cross Abstract: Time series forecasting plays a vital role in supporting decision-making across a wide range of critical applications, including energy, healthcare, and finance.

By Xiaoyu Tao, Shilong Zhang, Mingyue Cheng, Daoyu Wang, Tingyue Pan, Bokai Pan, Changqing Zhang, Shijin Wang
arXiv Machine Learning
Jun 18

RNN(p) for Power Consumption Forecasting

arXiv:2209. 01378v3 Announce Type: replace Abstract: An elementary Recurrent Neural Network that operates on p time lags, called an RNN(p), is the natural generalisation of a linear autoregressive model ARX(p).

By Roberto Baviera, Pietro Manzoni
arXiv AI
Jun 9

VFEM: Visual Feature Empowered Multivariate Time Series Forecasting with Cross-Modal Fusion

arXiv:2510. 03244v2 Announce Type: replace-cross Abstract: Large time series foundation models often adopt channel-independent architectures to handle varying data dimensions, but this design ignores crucial cross-channel dependencies.

By Yanlong Wang, Hang Yu, Jian Xu, Fei Ma, Hongkang Zhang, Tongtong Feng, Zijian Zhang, Shao-Lun Huang, Danny Dongning Sun, Xiao-Ping Zhang