GinAR+: A Robust End-to-End Framework for Multivariate Time Series Forecasting With Missing Values

作者：Chengqing Yu, Fei Wang, Zezhi Shao, Tangwen Qian, Zhao Zhang, Wei Wei, Zhulin An, Qi Wang, Yongjun Xu · 发表于：IEEE Transactions on Knowledge and Data Engineering · 年份：2025 · DOI：10.1109/tkde.2025.3569649 · 被引用次数：51 · 研究领域：Stock Market Forecasting Methods、Time Series Analysis and Forecasting、Forecasting Techniques and Applications

Spatial-Temporal Graph Neural Networks (STGNNs) have been widely utilized in multivariate time series forecasting (MTSF), but they rely on the assumption of data completeness. In practice, due to factors such as natural disaster, STGNNs frequently encounter the challenge of missing data resulting from numerous malfunctioning data collectors. In this case, on the one hand, due to the presence of missing values, STGNNs easily generate incorrect spatial correlations, leading to the performance degradation. On the other hand, STGNNs require separate training of models for different missing rates, limiting their robustness. To address these challenges, we first propose two important components (interpolation attention and adaptive graph convolution), which utilize normal values to recover missing values into reliable representations and reconstruct spatial correlations. Then, we replace the fully connected layers in simple recursive units with these two components and propose Graph Interpolation Attention Recursive Network (GinAR), aiming to recursively correct spatial correlations and achieve end-to-end MTSF with missing values. Finally, we use data with different missing rates as positive and negative data pairs. By employing contrastive learning to train GinAR, we propose GinAR+ and enhance its robustness to data with different missing rates. Experiments validate the superiority of GinAR+ and our motivation.