EAAI Journal 2026 Journal Article
Multi-task time series forecasting with adaptive graph neural networks based on feature uncertainty
- Xiao Han
- Zhisong Pan
- Yongjie Huang
Multi-task time series forecasting aims to enhance prediction accuracy by leveraging shared knowledge among related tasks, finding widespread applications in critical domains such as financial risk analysis and medical monitoring. However, existing methods often overlook the impact of feature uncertainty on knowledge reliability and fail to dynamically model cross-timestep task relationships. This leads to challenges like negative transfer and the inability of static sharing mechanisms to adapt to temporal dynamics. To address these issues, this paper proposes DPG-Net, a Dynamic Probabilistic Graph Network that utilizes a Bayesian framework to model task features as Gaussian random variables, thereby quantifying their uncertainty. This uncertainty guides a gated attention mechanism to dynamically construct a cross-timestep probabilistic graph, enabling adaptive and reliable knowledge sharing among tasks. Experimental validation on multiple clinical risk prediction datasets demonstrates that DPG-Net achieves superior average performance in terms of AUROC on the MIMIC-III Infection, PhysioNet, MIMIC-III Heart Failure, and MIMIC-III Respiratory Failure datasets compared to state-of-the-art models, with improvements of 11. 48%, 8. 30%, 10. 48%, and 7. 42%, respectively, highlighting its capability to improve prediction accuracy and mitigate negative transfer. Ablation studies further confirm the effectiveness of the probabilistic modeling and dynamic knowledge-sharing mechanisms.