Dynamic Hypergraph Structure Learning for Multivariate Time Series Forecasting

Shun Wang

doi:10.1109/TBDATA.2024.3362188

Dynamic Hypergraph Structure Learning for Multivariate Time Series Forecasting

2024-08-01

3

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AI

DOI：10.1109/TBDATA.2024.3362188

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Multivariate time series forecasting plays an important role in many domain applications, such as air pollution forecasting and traffic forecasting. Modeling the complex dependencies among time series is a key challenging task in multivariate time series forecasting. Many previous works have used graph structures to learn inter-series correlations, which have achieved remarkable performance. However, graph networks can only capture spatio-temporal dependencies between pairs of nodes, which cannot handle high-order correlations among time series. We propose a Dynamic Hypergraph Structure Learning model (DHSL) to solve the above problems. We generate dynamic hypergraph structures from time series data using the K-Nearest Neighbors method. Then a dynamic hypergraph structure learning module is used to optimize the hypergraph structure to obtain more accurate high-order correlations among nodes. Finally, the hypergraph structures dynamically learned are used in the spatio-temporal hypergraph neural network. We conduct experiments on six real-world datasets. The prediction performance of our model surpasses existing graph network-based prediction models. The experimental results demonstrate the effectiveness and competitiveness of the DHSL model for multivariate time series forecasting.

Keyword:

Time series analysis

Forecasting

Correlation

Predictive models

Data models

Adaptation models

Recurrent neural networks

Graph neural network

hypergraph structure learning

multivariate time series forecasting

Dynamic Hypergraph Structure Learning for Multivariate Time Series Forecasting

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