Skip to content

TWIG: A Time-Causal Wavelet Operator for Autoregressive Forecasting on Irregular Graphs

Sep 2026 · 0 citations · 46 references
Computer Science

TL;DR

The introduction of TWIG (Time-Causal Wavelet Operator for Irregular Graphs), a graph-native neural operator for autoregressive surrogate modeling on static irregular graphs, and its results demonstrate that TWIG provides an effective and scalable approach to stable autoregressive forecasting of dynamical fields on irregular graphs.

Abstract

We introduce TWIG (Time-Causal Wavelet Operator for Irregular Graphs), a graph-native neural operator for autoregressive surrogate modeling on static irregular graphs. TWIG transforms each node history into causal multiscale temporal features that separate recent variation from progressively slower memory components, then propagates these features through graph-wavelet operator blocks with gated pointwise channel mixing. The architecture is causal by construction and designed for closed-loop forecasting, where predictions are recursively reused as future inputs. We evaluate TWIG on three irregular-domain forecasting problems spanning regional diffusion, three-dimensional subsurface hydrology, and aerodynamic flow, with graphs ranging from 400 to 5,233 nodes and model capacities from approximately 70k to 10M parameters. TWIG achieves the lowest aggregate rollout errors on the subsurface-hydrology and regional-diffusion benchmarks and ranks second on the 10M-parameter aerodynamic-flow benchmark, behind the GPS Transformer. Across all three settings, TWIG consistently outperforms the corresponding non-time-causal Graph WNO baseline. These results demonstrate that TWIG provides an effective and scalable approach to stable autoregressive forecasting of dynamical fields on irregular graphs.

View source

Similar papers

Open access Sep 2026

FCTGE: fractal-causal temporal graph embedding for unified time series representation learning

A novel fractal–causal temporal graph embedding (FCTGE) framework is proposed, which unifies multiscale fractal temporal dynamics, time-lagged causal interactions, and variable-level statistical characteristics within a unified graph-based representation learning paradigm.

Ying Zhang, Rong-Cong Wang, Yu-Rong Liu et al. · 0 citations
Open access Oct 2026

Forward time-series causal inference based on forest weights and conditional dependence

Unveiling directional causality in complex, high-dimensional dynamical systems remains a fundamental challenge. Conventional nonparametric approaches, such as Convergent Cross Mapping, require computationally intensive surrogate tests and frequently yield false-positive detections under strong coupling due to generaliz...

Shigeki Kishi · 0 citations
#machine learning Preprint Oct 2026

DSTNet: Dynamic Spectral Trajectory Network for Causal Multi-Horizon Financial Forecasting

Wavelet-based financial forecasters typically use the transform only to denoise, or reduce it to a single spectral snapshot at the forecast origin, and the convolution that produces the coefficients is usually bilateral, so it can read past the forecast origin. DSTNet instead retains the recent evolution of filter-bank...

Aashish Bohra, Lokendra Vishwakarm · 0 citations
Sep 2026

TSCNet: A Trend-Seasonality Coupled Network for Efficient Multivariate Time Series Forecasting.

A forecasting framework that explicitly models the coupling between trend and seasonality, and a heteroscedastic Laplace loss function that combines uncertainty weighting with heteroscedastic modeling, reducing the impact of error accumulation over long prediction horizons and enhancing robustness to outliers and heavy...

Zi-Qiong Li, He-Yu Chai, Xinru Liu et al. · 0 citations
2026

A State-Dependent Vector Autoregressive Model for Online Forecasting of Time Series on Graphs

In complex networks, online forecasting of multivariate time series is challenging due to the complex nonlinear dynamics of nodes’ signals, the need for computational efficiency with streaming data, and inaccurate prior knowledge of the network topology. In particular, a critical factor in these nonlinear dynamics is t...

Yu-Zhe Li, Hang-Jing Zhang, Ming-Xiao Liu et al. · 0 citations
Open access Sep 2026

Dynamic Graph Representation Learning for Spatiotemporal Forecasting under High Data Volatility

Spatiotemporal forecasting plays a critical role in managing large-scale physical, economic, and digital infrastructures. Applications range from urban traffic management and financial order book modeling to smart grid load balancing and climate monitoring. Modern spatiotemporal architectures—primarily Spatiotemporal G...

Pratibha Soni, Deepika Agrawal · 0 citations

Related blog posts

Microsoft Research Blog Oct 12, 2026

Simulating student learning for better AI tutoring

StudentSim is a research system for evaluating and improving AI tutoring tools before they are tested with learners. It models how individuals may engage with tutors, giving feedback to improve tutor performance across subjects like chess, writing, and mathematics. The post Simulating student learning for better AI tutoring appeared first on Microsoft Research.

MIT News · Artificial Intelligence Oct 7, 2026

Discovering the value of humanistic inquiry

Students in MIT’s Concourse program delve deeply into the human condition, debate challenging questions, and learn to develop judgment about issues that can’t be quantified.

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.