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  • https://doi.org/10.1609/aaai.v40i33.40029Copy DOI Icon

GraFT: Infusing Pre-trained Transformers with Relational Structure for Time Series Forecasting

  • Mar 14, 2026
  • Yuqi Yuan +3 more
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Abstract

Large Language Models (LLMs) have recently emerged as a leading approach for multivariate time series forecasting. However, their effectiveness is hampered by a fundamental architectural mismatch: the permutation-invariant self-attention of Transformers lacks inductive biases for the strict temporal order and complex cross-variable dependencies inherent in time series. Existing methods often sidestep this issue with input-level alignment techniques rather than endowing the model itself with structural awareness. To address this gap, we introduce GraFT (Graph-infused Forecasting Transformer), a framework that systematically embeds relational priors into a pre-trained backbone by constructing a heterogeneous patch relation graph, which represents both universal temporal principles with static edges and instance-specific patterns with dynamic adaptive edges. To process this multi-relational structure, a relational graph convolutional network generates structure-aware representations, which are infused into the patch embeddings to provide explicit structural guidance to the Transformer's attention mechanism. Extensive experiments show that GraFT achieves state-of-the-art performance on long-term forecasting and zero-shot learning, outperforming leading LLM-based methods on eight standard benchmarks with an average Mean Squared Error (MSE) reduction of 14.4%.

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