Unlike traditional backdoor attacks that focus on specific class labels, our approach aims to induce poisoned models to predict future data as a predefined target pattern.

To address the above issues, we propose CrossGNN, a linear complexity GNN model to refine the cross-scale and cross-variable interaction for MTS. To deal with the unexpected noise in time dimension, an adaptive multi-scale identifier (AMSI) is leveraged to construct multi-scale time series with reduced noise.

Theconstructed result empirically captures theprecise dynamic correlation ofsixsynthetic MTS datasets generated by a non-repeating random walk model.

Multivariate time series (MTS) forecasting has shown great importance in numerous industries. Current state-of-the-art graph neural network (GNN)-based forecasting methods usually require both graph networks (e.g., GCN) and temporal networks (e.g., LSTM) to capture inter-series (spatial) dynamics and intra-series (temporal) dependencies, respectively. However, the uncertain compatibility of the two networks puts an extra burden on handcrafted model designs. Moreover, the separate spatial and temporal modeling naturally violates the unified spatiotemporal inter-dependencies in real world, which largely hinders the forecasting performance. To overcome these problems, we explore an interesting direction of directly applying graph networks and rethink MTS forecasting from a pure graph perspective.

Modeling multivariate time series (MTS) is critical in modern intelligent systems. The accurate forecast of MTS data is still challenging due to the complicated latent variable correlation. Recent works apply the Graph Neural Networks (GNNs) to the task, with the basic idea of representing the correlation as a static graph. However, predicting with a static graph causes significant bias because the correlation is time-varying in the real-world MTS data. Besides, there is no gap analysis between the actual correlation and the learned one in their works to validate the effectiveness.

Unlike traditional backdoor attacks that focus on specific class labels, our approach aims to induce poisoned models to predict future data as a predefined target pattern.

Variable count is among the main scalability bottlenecks for transformer modeling in multivariate time series (MTS) data. On top of this, a growing consensus in the field points to indiscriminate inter-variable mixing as a potential source of noise-accumulation and performance degradation. This is likely exacerbated by sparsity of informative signals characteristic of many MTS systems coupled with representational misalignment stemming from indiscriminate information mixing between (heterogeneous) variables. While scalability and performance are often seen as competing interests in transformer design, we show that both can be improved simultaneously in MTS by strategically constraining the representational capacity of inter-variable mixing. Our proposed method, transformer with Delegate Token Attention (DELTAformer), constrains inter-variable modeling through what we call delegate tokens which are then used to perform full, unconstrained, inter-temporal modeling. Delegate tokens act as an implicit regularizer that forces the model to be highly selective about what inter-variable information is allowed to propagate through the network. Our results show that DELTAformer scales linearly with variable-count while actually outperforming standard transformers, achieving state-of-the-art performance across benchmarks and baselines. In addition, DELTAformer can focus on relevant signals better than standard transformers in noisy MTS environments and overall exhibit superior noise-resilience. Overall, results across various experiments confirm that by aligning our model design to leverage domain-specific challenges in MTS to our advantage, DELTAformer can simultaneously achieve linear scaling while actually improving its performance against standard, quadratic transformers.

Multi-variate time series (MTS) forecasting is crucial for various applications. Existing methods have shown promising results owing to their strong ability to capture intra- and inter-variate dependencies. However, these methods often overlook lead-lag dependencies at multiple grouping scales, failing to capture hierarchical lead-lag effects in complex systems. To this end, we propose MillGNN, a novel \underline{g}raph \underline{n}eural \underline{n}etwork-based method that learns \underline{m}ult\underline{i}ple grouping scale \underline{l}ead-\underline{l}ag dependencies for MTS forecasting, which can comprehensively capture lead-lag effects considering variate-wise and group-wise dynamics and decays. Specifically, MillGNN introduces two key innovations: (1) a scale-specific lead-lag graph learning module that integrates cross-correlation coefficients and dynamic decaying features derived from real-time inputs and time lags to learn lead-lag dependencies for each scale, which can model evolving lead-lag dependencies with statistical interpretability and data-driven flexibility; (2) a hierarchical lead-lag message passing module that passes lead-lag messages at multiple grouping scales in a structured way to simultaneously propagate intra- and inter-scale lead-lag effects, which can capture multi-scale lead-lag effects with a balance of comprehensiveness and efficiency. Experimental results on 11 datasets demonstrate the superiority of MillGNN for long-term and short-term MTS forecasting, compared with 16 state-of-the-art methods.