Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting

3 code implementations • NeurIPS 2020 • Defu Cao, Yujing Wang, Juanyong Duan, Ce Zhang, Xia Zhu, Conguri Huang, Yunhai Tong, Bixiong Xu, Jing Bai, Jie Tong, Qi Zhang

In this paper, we propose Spectral Temporal Graph Neural Network (StemGNN) to further improve the accuracy of multivariate time-series forecasting.

Graph Neural Network Multivariate Time Series Forecasting +1