Computer Science

Computer Science ›› 2025, Vol. 52 ›› Issue (6A): 240700047-8.doi: 10.11896/jsjkx.240700047

• Big Data & Data Science • Previous Articles     Next Articles

Multivariate Time Series Prediction Based on Dynamic Graph Learning and Attention Mechanism

HONG Yi1, SHEN Shikai2, SHE Yumei1, YANG Bin3, DAI Fei4, WANG Jianxiao1, ZHANG Liyi1   

  1. 1 Department of Mathematics and Computer Science,Yunnan Minzu University,Kunming650000,China
    2 School of Information Engineering,Kunming University,Kunming 650000,China
    3 School of Computer and Information Engineering,Chuzhou University,Chuzhou,Anhui 239000,China
    4 College of Big Data and Intelligent Engineering,Southwest Forestry University,Kunming 650000,China
  • Online:2025-06-16 Published:2025-06-12
  • About author:HONG Yi,born in 2000,master,is a member of CCF(No.E662524639A).Her main research interests include time series prediction and big data analysis.
    SHEN Shikai,born in 1964,master,professor,master supervisor,is a member of CCF(No.22375S).His main research interests include wireless communication network,edge computing,Internet of Things,big data and so on.
  • Supported by:
    National Natural Science Foundation of China(62372076) and National Natural Science Foundation of China(61962033).

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Abstract: Multivariate time series(MTS) prediction is challenging due to the complex temporal dependencies and dynamic correlations between variables.Most existing methods focus on single-dimension factors,without fully considering the complexity of multi-source data and evolving feature relationships over time,which limits their ability to capture dynamic dependencies in complex systems.To address these issues,this paper proposes a new model based on dynamic graph neural network(DGNN),which called DRLNet.DRLNet dynamically updates the graph adjacency matrix to adapt to time-varying correlations between variables.Additionally,it includes an attention mechanism that focuses on the evolution of connections between key nodes.A gated mechanism is also introduced to selectively combine historical dependency graphs by evaluating correlations between these nodes and the current time step.Experimental results on three multivariate time series datasets demonstrate that DRLNet outperforms mainstream baseline methods in terms of prediction accuracy and stability.Moreover,it can better capture key patterns and changes in time series data,enhancing its effectiveness for MTS prediction.

Key words: Multivariate time series prediction, Temporal dependencies, Attention mechanism, Dynamically updating graph adjacency matrix, Gated mechanism

CLC Number: 

  • TP391
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