Multi-Scale Adaptive Graph Neural Network for Multivariate Time Series Forecasting

2 code implementations • 13 Jan 2022 • Ling Chen, Donghui Chen, Zongjiang Shang, Binqing Wu, Cen Zheng, Bo Wen, Wei zhang

Given the multi-scale feature representations and scale-specific inter-variable dependencies, a multi-scale temporal graph neural network is introduced to jointly model intra-variable dependencies and inter-variable dependencies.

Graph Learning Multivariate Time Series Forecasting +1