MillGNN: Learning Multi-Scale Lead-Lag Dependencies for Multi-Variate Time Series Forecasting.

@inproceedings{wu-2025-millgnn, author = {Binqing Wu and Zongjiang Shang and Jianlong Huang and Ling Chen}, editor = {Meeyoung Cha and Carl Yang and Senjuti Basu Roy and Chanyoung Park and Zhenhui Jessie Li and Noseong Park and Carl Yang and Senjuti Basu Roy and Zhenhui Jessie Li and Jaap Kamps and Kijung Shin and Bryan Hooi and Lifang He}, title = {{MillGNN: Learning Multi-Scale Lead-Lag Dependencies for Multi-Variate Time Series Forecasting}}, booktitle = {{Proceedings of the 34th ACM International Conference on Information and Knowledge Management, CIKM 2025, Seoul, Republic of Korea, November 10-14, 2025}}, pages = {3344--3354}, publisher = {ACM}, year = {2025}, url = {https://doi.org/10.1145/3746252.3761173}, doi = {https://doi.org/10.1145/3746252.3761173} }