Sep 2026· Proceedings of the Thirty-Fifth International Joint Conference on Artificial Intelligence· 0 citations· 38 references
TL;DR
A Constraint-Guided Dynamic Graph Network (ConDyGNet), whose core idea is “global basis, dynamic weights”, which learns a low-rank global basis as a shared structural constraint and generates patch-wise basis mixing weights to construct dynamic propagation graphs.
Abstract
Modeling inter-channel dependencies is important for multivariate time series forecasting (MTSF). However, in many cases, inter-channel dependencies are time-varying and subject to noise interference, making it difficult for models to find a balance between structural stability and temporal adaptivity. Existing methods either use a single global static structure, resulting in insufficient sensitivity to temporal changes, or use local statistical correlations to construct dependencies, but local correlations are prone to introducing noise, which may further amplify the impact of noise during propagation. To address these issues, we propose a Constraint-Guided Dynamic Graph Network (ConDyGNet), whose core idea is "global basis, dynamic weights". Specifically, ConDyGNet learns a low-rank global basis as a shared structural constraint and generates patch-wise basis mixing weights to construct dynamic propagation graphs. This maintains topological consistency while allowing local adaptation and reducing the influence of local noise. We conducted extensive experiments on eight public benchmark datasets and multiple forecasting horizons, demonstrating that ConDyGNet can learn more robust time-varying inter-channel dependencies and achieve state-of-the-art forecasting accuracy. The code is available at https://github.com/constli67/ConDyGNet.
This work proposes Graph Layer for Inference in Dynamic En- vironments (GLIDE), a novel GNN layer enhanced by two theoretically grounded design mechanisms that significantly improve learning under dynamic topology while preserving robustness in static scenarios.
Chen Shao, Yue Wang, Zhenyi Zhu et al.· Lecture notes in computer sc...· 0 citations
A Params-Per-Pair diagnostic is introduced that predicts from dataset properties alone whether structural priors will help and reveals a horizon-dependent complementarity: the structural prior contributes 33% of the gain at short horizons but 88% at long horizons, confirming that time-invariant knowledge compensates as temporal signal fades.
C. Mohapatra, Rohit Malshe, J. Pachón· 0 citations
Experiments show that HyBDM outperforms state-of-the-art methods in both forecasting accuracy and computational efficiency, demonstrating its effectiveness in bridging global-local dependencies for multivariate TSF.
A novel theoretical model, namely the multiway autoregressive (MARS) model, which characterizes multiple evolutionary paths by capturing dependencies within and across two core factors underlying diverse evolutionary mechanisms is proposed, which develops a general DGNN framework, a multiway autoregressive network (MAN).
Ping He, Xiao-hua Xu· IEEE Transactions on Neural...· 0 citations
Forecasting multivariate graph signals is challenging when node-level trajectories are nonstationary but stable relations persist across nodes and features. In an error-correction representation, long-run equilibrium restoration and short-run transient propagation represent different predictive roles and need not share a common cross-feature geometry. We introduce role-specific predictive geometries in which directed Long relations act on estimated equilibrium coordinates, whereas directed Short relations act on lagged differences. Matrix-valued Long responses mix equilibrium coordinates before graph propagation, while Short responses use graph-filtered transient designs; a direct multi-horizon estimator couples forecast corrections across adjacent horizons. Temporal cross-fitting and Frisch-Waugh-Lovell partialling-out give selected edges a conditional predictive interpretation relative to a graph-temporal backbone. The Long operator remains right-factorized through the equilibrium subspace and therefore annihilates source common-trend directions. Controlled experiments recover all planted Long relations (20/20), all planted Short relations (20/20), and both role families in every Dual realization (10/10). Across four real-world benchmarks, the proposed predictor improves on the G-VARMA backbone in three datasets, with all 25 fold-horizon comparisons favorable on the five-fold financial benchmark.
The Decomposed Recurrent Neural Network (DeRNN) is proposed, which decouples global trend modeling from local fluctuation extraction via an asymmetric dual-track architecture and exhibits superior robustness against noise and distribution shifts.
Shanyun Qian· Poster Volume 0008 The 2026...· 0 citations
We use cookies to run the site and, with your consent, for analytics and to show ads.
See our Cookie Policy.