EAAI Journal 2026 Journal Article
Dynamic multi-periodic spatio-temporal graph neural network for multivariate time series forecasting
- Shuai Zhang
- ZhuoLin Li
- Jie Yu
- LingYu Xu
Existing spatio-temporal graph neural network (GNN) models face several challenges: they primarily rely on fixed-length time windows, which hinders the comprehensive modeling of complex spatio-temporal dependencies. Furthermore, they often process temporal and spatial dimensions in isolation, thus preventing the unified capture of spatio-temporal dependencies. Moreover, these models typically assume static spatial relationships, thereby ignoring their dynamic nature and co-evolution with temporal patterns. To overcome these limitations, we propose the Dynamic Multi-Periodic Spatio-Temporal Graph Neural Network (DM-PSTGNN), aiming to comprehensively and uniformly model spatio-temporal dependencies. Specifically, DM-PSTGNN first employs a dynamic period extraction module based on the Fast Fourier Transform (FFT) to identify latent periodic patterns from the data. The model then considers the spatio-temporal correlations within each period as a whole. It utilizes a dynamic periodic graph learning module, incorporating techniques such as tensor decomposition, to construct dynamic periodic spatio-temporal graphs. Next, a dynamic graph convolution module uniformly captures spatio-temporal dependencies within each period. Finally, a period spatio-temporal fusion module integrates the dependencies across different periods to achieve a comprehensive and unified modeling of dynamic spatio-temporal dependencies in time series data. Extensive experiments on real-world datasets demonstrate the effectiveness of our proposed DM-PSTGNN. Furthermore, visualization analysis confirms the interpretability of its learnable graph structure.