Research map / Time series / Long-term forecasting
Ada-MSHyper: Adaptive Multi-Scale Hypergraph Transformer for Time Series Forecasting
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Proposes Ada-MSHyper, an adaptive multi-scale hypergraph transformer that learns data-driven hypergraphs per scale, adds node and hyperedge constraint losses, and models intra- and inter-scale group-wise interactions for long-range time series forecasting.
Problem
Transformers for time series forecasting struggle with sparse semantic information per time point (pair-wise attention is insufficient) and with entangled temporal variations within and across scales.
Approach
Learns adaptive (data-driven) multi-scale hypergraph incidence matrices to model group-wise interactions, adds node constraint (semantic similarity clustering of nodes to hyperedges) and hyperedge constraint (cosine/Euclidean-based loss on hyperedge representations) to separate temporal variations, and uses intra-scale hypergraph attention plus inter-scale hyperedge attention.
Key results
- Long-range multivariate forecasting: Ada-MSHyper reports best MSE/MAE on all six averaged benchmarks (e.g., Traffic 0.415/0.262, ETTh1 0.418/0.426), with a claimed 4.67% MSE and 3.47% MAE average reduction vs best baseline.
- Short-range PEMS: claimed average error reduction of 13.72% MSE and 3.59% MAE vs best baseline (e.g., PEMS04 0.080/0.189).
- Ablation on ETTh1 shows removing the NHC mechanism (w/o NHC) worsens results versus full model (e.g., horizon 96 MSE 0.393 vs 0.372).
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use adaptive hypergraph learning instead of adaptive graph learning (ablation) | Ada-MSHyper · ETTh1, prediction length 96 | MSE: 0.542 -> 0.372 | Helped |
| Use multi-scale incidence matrices instead of one incidence matrix (ablation) | Ada-MSHyper · ETTh1, prediction length 96 | MSE: 0.422 -> 0.372 | Helped |
| Use adaptive hypergraphs instead of predefined multi-scale hypergraphs (ablation) | Ada-MSHyper · ETTh1, prediction length 96 | MSE: 0.386 -> 0.372 | Helped |
| Add node constraint (ablation) | Ada-MSHyper · ETTh1, prediction length 96 | MSE: 0.390 -> 0.372 | Helped |
| Add hyperedge constraint (ablation) | Ada-MSHyper · ETTh1, prediction length 96 | MSE: 0.384 -> 0.372 | Helped |
| Add node and hyperedge constraints (ablation) | Ada-MSHyper · ETTh1, prediction length 96 | MSE: 0.393 -> 0.372 | Helped |
Limitations
- Paper has many placeholders (xxx) in abstract and appendix, and inconsistent dataset counts (5, 7, or 11 benchmarks).
- Baselines were re-run with varying input/output settings; fairness across baselines is unclear.
- Node and hyperedge constraint loss formulations contain notational errors (e.g., L_node normalization), making exact replication harder.
Experimental setup
Datasets: ETTh1 ETTh2 ETTm1 ETTm2 Weather Electricity Traffic PEMS03 PEMS04 PEMS07 PEMS08
Benchmarks: ETTh1 ETTh2 ETTm1 ETTm2 Weather Electricity Traffic PEMS03 PEMS04 PEMS07 PEMS08
Metrics: MSE MAE
Baselines: iTransformer MSHyper TimeMixer PatchTST Crossformer TimesNet DLinear FiLM FEDformer Autoformer SCINet WITRAN
Builds on: MSHyper HGNN PatchTST iTransformer
Closest papers by meaning
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- HyperIMTS: Hypergraph Neural Network for Irregular Multivariate Time Series Forecasting (ICML 2025 · similarity 0.86)
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