HyperIMTS is a Hypergraph neural network designed for forecasting Irregular Multivariate Time Series (IMTS) that have irregular time intervals within variables and unaligned observations across variables.
Existing IMTS models face challenges such as the need for padded samples or representing original samples via bipartite graphs or sets to learn temporal and variable dependencies separately.
HyperIMTS overcomes these limitations by converting observed values into nodes in a hypergraph interconnected by temporal and variable hyperedges, allowing for message passing among all observations and capturing variable dependencies in a time-adaptive way.
Experiments have shown that HyperIMTS achieves competitive performance in forecasting IMTS with low computational cost compared to other state-of-the-art models.