Multivariate time series forecasting has long received significant attention in real-world applications, such as energy consumption and traffic prediction. While recent methods demonstrate good forecasting abilities, they suffer from three fundamental limitations. (i) Discrete neural architectures: Interlacing individually parameterized spatial and temporal blocks to encode rich underlying patterns leads to discontinuous latent state trajectories and higher forecasting numerical errors. (ii) High complexity: Discrete approaches complicate models with dedicated designs and redundant parameters, leading to higher computational and memory overheads. (iii) Reliance on graph priors: Relying on predefined static graph structures limits their effectiveness and practicability in real-world applications. In this paper, we address all the above limitations by proposing a continuous model to forecast Multivariate Time series with dynamic Graph neural Ordinary Differential Equations (MTGODE). Specifically, we first abstract multivariate time series into dynamic graphs with time-evolving node features and unknown graph structures. Then, we design and solve a neural ODE to complement missing graph topologies and unify both spatial and temporal message passing, allowing deeper graph propagation and fine-grained temporal information aggregation to characterize stable and precise latent spatial-temporal dynamics. Our experiments demonstrate the superiorities of MTGODE from various perspectives on five time series benchmark datasets.

本文提出了一种使用动态图神经普通微分方程（MTGODE）来预测多元时间序列的连续模型，旨在解决离散神经网络在捕捉稳定和精确的时空动态时所遇到的困难。我们的实验证明了该方法从多种角度在五个时间序列基准数据集上的超越性。

基于动态图神经ODE的多元时间序列预测