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:2606. 19138v1 Announce Type: new Abstract: Neural Controlled Differential Equations (NCDE) provide a powerful continuous-time framework for forecasting time series, but standard graph-based extensions typically learn spatial structure purely from data, even in settings where a directed graph structure is known a priori.
By Michael Detzel, Gabriel Nobis, Kristiyan Blagov, Juri Schubert, Jackie Ma, Wojciech Samek
SiST‑GNN introduces a simultaneous spatial‑temporal message‑passing framework for dynamic graph neural networks, fusing per‑node temporal embeddings with spatial aggregation in a single operation. By maintaining a recurrent hidden state per node and treating it as a cross‑time edge, the model jointly reasons over topology and evolution. Experiments on link‑prediction and node‑classification benchmarks show significant improvements over prior methods, achieving up to 158% gains in live‑update link prediction and outperforming discrete‑time baselines by 7–23% in dynamic node classification.
By Shubhajit Roy, Anirban Dasgupta
arXiv:2505. 13102v4 Announce Type: replace-cross Abstract: Unlike conventional "black-box" transformers with classical self-attention mechanism, we build a lightweight and interpretable transformer-like neural net by unrolling a mixed-graph-based optimization algorithm to forecast traffic with spatial and temporal dimensions.
By Ji Qi, Tam Thuc Do, Mingxiao Liu, Zhuoshi Pan, Yuzhe Li, Gene Cheung, H. Vicky Zhao
arXiv:2606. 10071v1 Announce Type: cross Abstract: We introduce Temporal Sheaf Neural Networks (TSNN), a temporal link prediction framework that equips each node with a time-varying orthogonal frame and compares node states only after explicit transport between local coordinate systems.
By Md Sadek Hossain Asif, Tanzila Khan, Md. Mosaddek Khan
arXiv:2511. 20577v5 Announce Type: replace Abstract: Real-world time series often exhibit strong non-stationarity, complex nonlinear dynamics, and behavior expressed across multiple temporal scales, from rapid local fluctuations to slow-evolving long-range trends.
By Sumit S Shevtekar, Chandresh K Maurya