arXiv:2505.17431cs.LG2025-05ICML被引 18

用超图统一建模不规则多变量时间序列,高效捕捉时序与变量依赖。

HyperIMTS: Hypergraph Neural Network for Irregular Multivariate Time Series Forecasting

  • 构建超图,将观测值作为节点,通过时序与变量超边传递信息。
  • 在多个IMTS数据集上表现优于主流模型,计算开销低。
  • 适合处理采样不规则、变量未对齐的复杂时间序列场景。

不规则多变量时间序列(IMTS)具有变量内时间间隔不规则、变量间观测未对齐的特点,给学习时序与变量依赖带来挑战。现有方法或需填充样本以分维度学习,或采用二分图或集合表示原始样本。前者需处理额外填充值,影响效率并破坏原始采样模式;后者难以捕捉未对齐观测间的依赖关系。为此,我们提出HyperIMTS,一种面向不规则多变量时间序列预测的超图神经网络。将观测值转化为超图中的节点,通过时序和变量超边实现所有观测间的消息传递。通过考虑不规则性的消息传递机制,HyperIMTS以时间自适应方式捕捉变量依赖,实现高精度预测。实验表明,HyperIMTS在多个IMTS数据集上性能媲美当前最优模型,且计算成本低。

原文摘要 · Abstract (English)

Irregular multivariate time series (IMTS) are characterized by irregular time intervals within variables and unaligned observations across variables, posing challenges in learning temporal and variable dependencies. Many existing IMTS models either require padded samples to learn separately from temporal and variable dimensions, or represent original samples via bipartite graphs or sets. However, the former approaches often need to handle extra padding values affecting efficiency and disrupting original sampling patterns, while the latter ones have limitations in capturing dependencies among unaligned observations. To represent and learn both dependencies from original observations in a unified form, we propose HyperIMTS, a Hypergraph neural network for Irregular Multivariate Time Series forecasting. Observed values are converted as nodes in the hypergraph, interconnected by temporal and variable hyperedges to enable message passing among all observations. Through irregularity-aware message passing, HyperIMTS captures variable dependencies in a time-adaptive way to achieve accurate forecasting. Experiments demonstrate HyperIMTS's competitive performance among state-of-the-art models in IMTS forecasting with low computational cost.

时间序列超图神经网络不规则数据

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。