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arXiv · 2605.10179

One-Step Graph-Structured Neural Flows for Irregular Multivariate Time Series Classification

Mengzhou Gao·Kaiwei Wang·Pengfei Jiao
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Abstract

Neural Flows efficiently model irregular multivariate time series by directly learning ODE solution trajectories with neural networks, bypassing step-by-step numerical solvers. Despite their efficiency, many existing approaches treat variables independently, leaving inter-variable interactions underexplored. Moreover, their one-step mapping makes interaction modeling inherently challenging, as it removes the iterative refinement of interactions during learning. To address this challenge, we propose one-step Graph-Structured Neural Flows (GSNF), which introduce two auxiliary-trajectory self-supervision strategies to strengthen interaction learning: (i) interaction-aware trajectory generation via re-initialization, which induces trajectory divergence to expose graph-induced interactions, with a theoretically derived lower bound on divergence; and (ii) reverse-time trajectory generation, which enforces forward-backward consistency to regularize graph learning, enabled by flow invertibility. Experiments on five real-world datasets show that GSNF achieves state-of-the-art classification performance with highly competitive training time and memory usage.

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Mengzhou Gao, Kaiwei Wang, Pengfei Jiao. 2026-05-11. One-Step Graph-Structured Neural Flows for Irregular Multivariate Time Series Classification. https://arxiv.org/abs/2605.10179

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