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FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective

NeurIPS 2023 · Time series › Long-term forecasting · approach: Graph-based multivariate forecasting · 61 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
use FourierGNN instead of the strongest reported baselineMTS forecasting · SolarMAE: 0.123 -> 0.120Helped
use FourierGNN instead of the strongest reported baselineMTS forecasting · WikiMAE: 0.044 -> 0.041Helped
use FourierGNN instead of the strongest reported baselineMTS forecasting · TrafficMAE: 0.013 -> 0.011Helped
use FourierGNN instead of the strongest reported baselineMTS forecasting · ECGMAE: 0.055 -> 0.052Helped
use FourierGNN instead of the strongest reported baselineMTS forecasting · ElectricityMAE: 0.055 -> 0.051Helped
use FourierGNN instead of the strongest reported baselineMTS forecasting · COVID-19MAE: 0.152 -> 0.123Helped
add node embedding (ablation)FourierGNN · METR-LAMAE: 0.053 -> 0.050Helped
use different FGOs across diffusion steps (ablation)FourierGNN · METR-LAMAE: 0.055 -> 0.050Helped
add the K=0 residual layer (ablation)FourierGNN · METR-LAMAE: 0.054 -> 0.050Helped
sum outputs across diffusion orders (ablation)FourierGNN · METR-LAMAE: 0.054 -> 0.050Helped
use n-invariant rather than n-variant FGO (ablation)FourierGNN · ECGMAE: 0.053 -> 0.052Helped
use n-invariant rather than n-variant FGO (ablation)FourierGNN · COVID-19MAE: 0.129 -> 0.123Helped

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