Multivariate time-series forecasting plays a crucial role in many real-world applications.

Multivariate time-series forecasting plays a crucial role in many real-world applications.

Multivariate time-series forecasting plays a crucial role in many real-world applications. It is a challenging problem as one needs to consider both intra-series temporal correlations and inter-series correlations simultaneously. Recently, there have been multiple works trying to capture both correlations, but most, if not all of them only capture temporal correlations in the time domain and resort to pre-defined priors as inter-series relationships. In this paper, we propose Spectral Temporal Graph Neural Network (StemGNN) to further improve the accuracy of multivariate time-series forecasting.

Multivariate time-series forecasting plays a crucial role in many real-world applications.

Multivariate time-series forecasting plays a crucial role in many real-world applications.

Summary and Contributions: This paper addresses the problem of multivariate time-series prediction. The premise of the problem is, given N possibly correlated time series, predict the next H time steps for each of the time series. The paper develops over existing methods by proposing a novel deep neural network based algorithm that simultaneously accounts for the "spatial" and temporal correlations. The proposed algorithm first constructs an adjacency matrix to capture the similarity between the different time series by using a self-attention based similarity measure. Post this, the data is passed through two "stemGNN" blocks, with each block as described below.

Four expert reviewers have recommended acceptance of the paper and I agree with them. However, the final version of the paper should reflect a request from Reviewer #4 to include specific empirical comparisons.

Multivariate time-series forecasting plays a crucial role in many real-world applications. It is a challenging problem as one needs to consider both intra-series temporal correlations and inter-series correlations simultaneously. Recently, there have been multiple works trying to capture both correlations, but most, if not all of them only capture temporal correlations in the time domain and resort to pre-defined priors as inter-series relationships. In this paper, we propose Spectral Temporal Graph Neural Network (StemGNN) to further improve the accuracy of multivariate time-series forecasting. It combines Graph Fourier Transform (GFT) which models inter-series correlations and Discrete Fourier Transform (DFT) which models temporal dependencies in an end-to-end framework.

In the realm of 5G communication systems, the accuracy of Channel State Information (CSI) prediction is vital for optimizing performance. This letter introduces a pioneering approach: the Spectral-Temporal Graph Neural Network (STEM GNN), which fuses spatial relationships and temporal dynamics of the wireless channel using the Graph Fourier Transform. We compare the STEM GNN approach with conventional Recurrent Neural Network (RNN) and Long Short-Term Memory (LSTM) models for CSI prediction. Our findings reveal a significant enhancement in overall communication system performance through STEM GNNs. For instance, in one scenario, STEM GNN achieves a sum rate of 5.009 bps/Hz which is $11.9\%$ higher than that of LSTM and $35\%$ higher than that of RNN. The spectral-temporal analysis capabilities of STEM GNNs capture intricate patterns often overlooked by traditional models, offering improvements in beamforming, interference mitigation, and ultra-reliable low-latency communication (URLLC).

An effective understanding of the contextual environment and accurate motion forecasting of surrounding agents is crucial for the development of autonomous vehicles and social mobile robots. This task is challenging since the behavior of an autonomous agent is not only affected by its own intention, but also by the static environment and surrounding dynamically interacting agents. Previous works focused on utilizing the spatial and temporal information in time domain while not sufficiently taking advantage of the cues in frequency domain. To this end, we propose a Spectral Temporal Graph Neural Network (SpecTGNN), which can capture inter-agent correlations and temporal dependency simultaneously in frequency domain in addition to time domain. SpecTGNN operates on both an agent graph with dynamic state information and an environment graph with the features extracted from context images in two streams. The model integrates graph Fourier transform, spectral graph convolution and temporal gated convolution to encode history information and forecast future trajectories. Moreover, we incorporate a multi-head spatio-temporal attention mechanism to mitigate the effect of error propagation in a long time horizon. We demonstrate the performance of SpecTGNN on two public trajectory prediction benchmark datasets, which achieves state-of-the-art performance in terms of prediction accuracy.