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We study a recent class of models which uses graph neural networks (GNNs) to improve forecasting in multivariate time series.
Long short-term memory
Hochreiter, S. and Schmidhuber, J · 1997
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Klicpera, J., Bojchevski, A., and Günnemann, S · 2019
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Forecasting: theory and practice
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Veličković, P., Cucurull, G., Casanova, A., Romero, A., Liò, P., and Bengio, Y · 2018
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Graph-Based Deep Modeling and Real Time Forecasting of Sparse Spatio-Temporal Data
Wang, B., Luo, X., Zhang, F., Yuan, B., Bertozzi, A. L., and Brantingham, P. J · 2018
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Guo, S., Lin, Y., Feng, N., Song, C., and Wan, H · 2019
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Connecting the dots: Multivariate time series forecasting with graph neural networks
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A3t-gcn: attention temporal graph convolutional network for traffic forecasting
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Graph neural network-based anomaly detection in multivariate time series
Deng, A. and Hooi, B · 2021
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