HyperMixer: Specializable Hypergraph Channel Mixing for Long-term Multivariate Time Series Forecasting

Changyuan Tian, Zhicong Lu, Zequn Zhang, Heming Yang, Wei Cao, Zhi Guo, Xian Sun, Li Jin

Abstract: Long-term Multivariate Time Series (LMTS) forecasting aims to predict extended future trends based on channel-interrelated historical data. Considering the elusive channel correlations, most existing methods compromise by treating channels as independent or tentatively modeling pairwise channel interactions, making it challenging to handle the characteristics of both higher-order interactions and time variation in channel correlations. In this paper, we propose HyperMixer, a novel specializable hypergraph channel mixing plugin which introduces versatile hypergraph structures to capture group channel interactions and time-varying patterns for long-term multivariate time series forecasting. Specifically, to encode the higher-order channel interactions, we structure multiple channels into a hypergraph, achieving a two-phase message-passing mechanism: channel-to-group and group-to-channel. Moreover, the functionally specializable hypergraph structures are presented to boost the capability of hypergraph to capture the time-varying patterns across periods, further refining modeling of channel correlations. Extensive experimental results on seven available benchmark datasets demonstrate the effectiveness and generalization of our plugin in LMTS forecasting. The visual analysis further illustrates that HyperMixer with specializable hypergraphs tailors channel interactions specific to certain periods.

External IDs:dblp:conf/aaai/TianLZ0CGS025