arXiv Machine Learning

Spatiotemporal Kronecker Covariance Neural Networks

The paper introduces the Kronecker coVariance Neural Network (KVNN), a temporal graph neural network that models spatiotemporal covariance matrices as sums of Kronecker products, decoupling spatial and temporal dependencies. KVNNs perform filtering on spatial and temporal components, enabling expressive processing, rigorous spectral analysis, and provable stability to finite-sample estimation errors. Experiments on five real-world datasets show that KVNNs deliver strong forecasting performance with fewer trainable parameters than competing methods and maintain consistency under estimation noise.

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
Aug 19

Rethinking Irregular Time Series Forecasting from the Perspective of Basis Functions

The paper introduces DNBNet, a Debiased Neural Basis-Function Network designed for irregular time series forecasting. It addresses two main limitations of existing methods: asymptotic bias from ignoring timestamp sampling density and limited adaptability of predefined basis functions. DNBNet employs importance sampling to correct bias, neural‑network parameterized basis functions for flexibility, a multi‑scale decomposition with mass‑aware fusion for sparse data, and a dual‑branch decoder, achieving strong performance across diverse real‑world datasets.

By Rongwen Li, Changjian Chen
arXiv AI
Jul 23

Structured Latent Space Modeling over Multi-Scale Temporal Patches for Multivariate Time Series Forecasting

arXiv:2607. 19404v1 Announce Type: cross Abstract: Multivariate time series encode structural patterns that unfold across multiple temporal scales, yet most forecasting backbones treat learned representations as transient byproducts of prediction, leaving the organizational geometry of these patterns underexploited.

By Xingsheng Chen, Deyu Yi, Siu-Ming Yiu