Nexus sine qua non: Essentially connected neural networks for spatial-temporal forecasting of multivariate time series
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Modeling and forecasting multivariate time series not only facilitates the decision making of practitioners, but also deepens our scientific understanding of the underlying dynamical systems. Spatial-temporal graph neural networks (STGNNs) are emerged as powerful predictors and have become the de facto models for learning spatiotemporal representations in recent years. However, existing architectures of STGNNs tend to be complicated by stacking a series of fancy layers. The designed models could be either redundant or enigmatic, which pose great challenges on their complexity and scalability. Such concerns prompt us to re-examine the designs of modern STGNNs and identify core principles that contribute to a powerful and efficient neural predictor. Here we present a compact predictive model that is fully defined by a dense encoder-decoder and a message-passing layer, powered by node identifications, without any complex sequential modules, e.g., TCNs, RNNs, and Transformers. Empirical results demonstrate how a simple and elegant model with proper inductive basis can compare favorably w.r.t. the state of the art with elaborate designs, while being much more interpretable and computationally efficient for spatial-temporal forecasting problem. We hope our findings would open new horizons for future studies to revisit the design of more concise neural forecasting architectures.
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