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arXiv Machine Learning By Yanbo Chen, Anamitra Makur

Role-Specific Predictive Geometries for Nonstationary Multivariate Graph-Signal Forecasting

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The paper introduces role‑specific predictive geometries for forecasting nonstationary multivariate graph signals. It distinguishes long‑run equilibrium restoration (Long relations) from short‑run transient propagation (Short relations), applying directed Long relations to equilibrium coordinates and directed Short relations to lagged differences. Experiments show perfect recovery of planted relations and improved performance over a G‑VARMA baseline on several real‑world benchmarks.

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