Role-Specific Predictive Geometries for Nonstationary Multivariate Graph-Signal Forecasting
Forecasting multivariate graph signals is challenging when node-level trajectories are nonstationary but stable relations persist across nodes and features. In an error-correction representation, long-run equilibrium restoration and short-run transient propagation represent different predictive roles and need not share a common cross-feature geometry. We introduce role-specific predictive geometries in which directed Long relations act on estimated equilibrium coordinates, whereas directed Short relations act on lagged differences. Matrix-valued Long responses mix equilibrium coordinates before graph propagation, while Short responses use graph-filtered transient designs; a direct multi-h...
| Authors | Yanbo Chen, Anamitra Makur |
|---|---|
| Primary category | cs.LG |
| Published | 6 September 2026 |
| Last updated at source | 6 September 2026 |
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