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Multiple Time Series Forecasting with Dynamic Graph Modeling

Summary: Introduces MTSF-DG which learns historical relation graphs and predicts future relation graphs to model evolving inter-series correlations. Employs a causal GNN and an explicit reasoning network to learn time-varying influence for improved multivariate forecasting. (summarized by gpt-5-mini on Feb 09 2026)

Paper ID
13939
Venue
VLDB
Year
2024
Pagerank
5.9850223e-05
Overall Rank
6,078 | 58.31%
DOI
10.14778/3636218.3636230

Incoming Non-self Citations Over Time

Authors

BibTeX Citation

@article{zhao_vldb24,
        title = {{Multiple Time Series Forecasting with Dynamic Graph Modeling}},
        author = {Zhao, Kai and Guo, Chenjuan and Cheng, Yunyao and Han, Peng and Zhang, Miao and Yang, Bin},
        journal = {PVLDB},
        series = {{VLDB} '24},
        volume = {17},
        number = {4},
        pages = {753--765},
        doi = {10.14778/3636218.3636230},
        url = {https://doi.org/10.14778/3636218.3636230},
        year = {2024}
}

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