用混合欧氏与正定流形空间建模多变量时序数据,提升预测精度。
Multivariate Time Series Forecasting with Hybrid Euclidean-SPD Manifold Graph Neural Networks
- 将时序数据同时映射到欧氏与正定流形空间,捕捉不同几何特征。
- 引入可学习的自适应距离库,降低流形计算开销,提升效率。
- 融合双空间特征进行预测,实测比当前最佳方法提升13.8%准确率。
多变量时间序列(MTS)预测在交通管理、预测性维护等场景中至关重要。现有方法通常在欧氏空间或黎曼空间中建模MTS数据,难以充分捕捉真实数据中复杂的几何结构与时空依赖关系。为此,我们提出混合对称正定流形图神经网络(HSMGNN),首次在MTS预测中采用混合几何表示,实现对数据几何特性的表达式建模。具体地,设计子流形-跨段嵌入(SCS)将输入数据投影至欧氏与黎曼空间,以捕获跨几何域的时空变化;为缓解黎曼距离的高计算成本,提出具有可训练记忆机制的自适应距离库(ADB)层;最后通过可学习融合操作的融合图卷积网络(FGCN)整合双空间特征,实现精准预测。在三个基准数据集上的实验表明,HSMGNN在预测精度上相比现有最优方法最高提升13.8%。
原文摘要 · Abstract (English)
Multivariate Time Series (MTS) forecasting plays a vital role in various real-world applications, such as traffic management and predictive maintenance. Existing approaches typically model MTS data in either Euclidean or Riemannian space, limiting their ability to capture the diverse geometric structures and complex spatio-temporal dependencies inherent in real-world data. To overcome this limitation, we propose the Hybrid Symmetric Positive-Definite Manifold Graph Neural Network (HSMGNN), a novel graph neural network-based model that captures data geometry within a hybrid Euclidean-Riemannian framework. To the best of our knowledge, this is the first work to leverage hybrid geometric representations for MTS forecasting, enabling expressive and comprehensive modeling of geometric properties. Specifically, we introduce a Submanifold-Cross-Segment (SCS) embedding to project input MTS into both Euclidean and Riemannian spaces, thereby capturing spatio-temporal variations across distinct geometric domains. To alleviate the high computational cost of Riemannian distance, we further design an Adaptive-Distance-Bank (ADB) layer with a trainable memory mechanism. Finally, a Fusion Graph Convolutional Network (FGCN) is devised to integrate features from the dual spaces via a learnable fusion operator for accurate prediction. Experiments on three benchmark datasets demonstrate that HSMGNN achieves up to a 13.8 percent improvement over state-of-the-art baselines in forecasting accuracy.
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