Skip to content

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

Sep 2026 · 0 citations · 27 references
Computer Science

Abstract

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.

View source

Similar papers

Conference Open access Sep 2026

ConDyGNet: Constraint-Guided Dynamic Graph Networks for Multivariate Time Series Forecasting

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.

Zhen-Zhou Li, Xiang Li, Zhibin Niu · 0 citations
#large language models Review Open access Sep 2026

REIGN: Regime-Enhanced Intelligent Granger Network for Nonstationary Causal Discovery

The Regime-Enhanced Intelligent Granger Network is proposed, a novel causal discovery framework specifically engineered for nonstationary time series and achieves an Optimal F1 score of 0.529, substantially outperforming PCMCI+ and PC in structural edge recovery.

Quang-Vinh Dang, M. Dinh, Dat Le et al. · 0 citations

Persistent Structure Meets Dynamic Attention: Cross-Variable Priors for Multivariate Time Series Forecasting

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...

C. Mohapatra, Rohit Malshe, J. Pachón · 0 citations
#artificial intelligence Preprint Sep 2026

GARDiff: Graph-Aligned Residual Diffusion for Probabilistic Multivariate Time-Series Forecasting

GARDiff, a Graph-Aligned Residual Diffusion framework for probabilistic multivariate time-series forecasting,Instead of treating deterministic-derived graphs as fixed diffusion conditions, GARDiff progressively adapts them to residual generation, improving probabilistic forecasting performance and uncertainty calibrati...

Rui-Na Han, Min Yang, Xu Zhang et al. · 0 citations
Preprint Sep 2026

Dynamic Latent Space Modeling of Inhomogeneous Poisson Network Processes with Applications to International Relations

We study continuous-time relational event data, where time-stamped dyadic interactions reflect both individual node propensities and evolving relational proximity. We propose a dynamic latent space model for inhomogeneous Poisson processes, where event intensities depend on node-specific activity parameters and time-va...

Jie Jian, Ji-Guo Cao, Owen G. Ward · 0 citations
#machine learning Preprint Sep 2026

Rethinking Cross-Channel Importance in Time-Series Forecasting

Functional interventions show that strong forecasters use cross-channel information, while their source-reliance rankings agree little with controlled utility or with one another across iTransformer, TimesNet, and a cross-channel TimeMixer.

Yong-Hoon Choi, Kwang-Hyun Park, Youn-oh Cho · 0 citations

Related blog posts

Microsoft Research Blog Nov 3, 2026

Learn the rules: The hacker mindset

Research Manager Mike Walker reflects on a career spanning hacker culture, cybersecurity, and AI, sharing lessons about trust, teamwork, leadership, and why solving difficult problems requires curiosity, judgment, agility—and an understanding of the rules. The post Learn the rules: The hacker mindset appeared first on Microsoft Research.

Google DeepMind Blog Nov 3, 2026

Agentic cheminformatics with Google Antigravity

Learn how Google Antigravity and our Cheminformatics Skills accelerate drug discovery workflows, search compounds, and propose novel rigidified macrocycles.

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.