arXiv:2509.23313cs.LG2025-09被引 4

针对不规则多变量时间序列,提出自适应时空图交互模型提升预测精度。

ASTGI: Adaptive Spatio-Temporal Graph Interactions for Irregular Multivariate Time Series Forecasting

  • 将每个观测点映射到可学习的时空嵌入空间,构建自适应因果图。
  • 通过相对时空位置动态传播信息,捕捉点间复杂依赖关系。
  • 适合医疗、金融等需精准预测的不规则时间序列场景。

不规则多变量时间序列(IMTS)在医疗、金融等关键领域广泛存在,准确预测对主动决策至关重要。然而,异步采样和不规则间隔给现有方法带来两大挑战:如何在不引入数据失真的情况下准确表示原始信息;如何有效捕捉观测点间的复杂动态依赖。为此,本文提出自适应时空图交互(ASTGI)框架。首先,时空点表示模块将每个离散观测点编码为可学习时空嵌入空间中的点。其次,邻域自适应图构建模块通过最近邻搜索为每个点构建因果图。随后,时空动态传播模块基于点间相对时空位置生成消息并计算交互权重,在自适应因果图上迭代更新信息。最后,查询点预测模块通过聚合新查询点的邻域信息完成最终预测。在多个基准数据集上的大量实验表明,ASTGI优于多种前沿方法。

原文摘要 · Abstract (English)

Irregular multivariate time series (IMTS) are prevalent in critical domains like healthcare and finance, where accurate forecasting is vital for proactive decision-making. However, the asynchronous sampling and irregular intervals inherent to IMTS pose two core challenges for existing methods: (1) how to accurately represent the raw information of irregular time series without introducing data distortion, and (2) how to effectively capture the complex dynamic dependencies between observation points. To address these challenges, we propose the Adaptive Spatio-Temporal Graph Interaction (ASTGI) framework. Specifically, the framework first employs a Spatio-Temporal Point Representation module to encode each discrete observation as a point within a learnable spatio-temporal embedding space. Second, a Neighborhood-Adaptive Graph Construction module adaptively builds a causal graph for each point in the embedding space via nearest neighbor search. Subsequently, a Spatio-Temporal Dynamic Propagation module iteratively updates information on these adaptive causal graphs by generating messages and computing interaction weights based on the relative spatio-temporal positions between points. Finally, a Query Point-based Prediction module generates the final forecast by aggregating neighborhood information for a new query point and performing forecasting. Extensive experiments on multiple benchmark datasets demonstrate that ASTGI outperforms various state-of-the-art methods.

时间序列图神经网络预测

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