Improving Spatio-Temporal Residual Error Propagation by Mitigating Over-Squashing
For practitioners of probabilistic multivariate time-series forecasting, Teger provides a backbone-agnostic module that enhances long-horizon uncertainty quantification by addressing spatial and temporal error correlation limitations.
Teger introduces a spatial curvature-aware graph rewiring mechanism to mitigate over-squashing in error-correlated autoregressive forecasting, improving CRPS consistently across LSTM, Transformer, and xLSTM backbones on four real-world spatio-temporal datasets.
Residual error propagation remains a fundamental problem in recurrent models, where small prediction inaccuracies compound over time and degrade long-horizon performance. Accurately modeling the correlation structure of such residuals is critical for reliable uncertainty quantification in probabilistic multivariate timeseries forecasting. While recent time-series deep models efficiently parametrize time-varying contemporaneous correlations, they often assume temporal independence of errors and neglect spatial correlation across the observed network. In this paper, we introduce Teger, a structured uncertainty module that overcomes the spa- tial and temporal limitations of error-correlated autoregressive forecasting. Teger proposes a spatial curvature-aware graph rewiring mechanism explicitly strengthening information-bottleneck edges identified by discrete Forman curvature. The component is integrated into a low-rank-plus-diagonal covariance head, preserving tractable inference via the Woodbury identity. Teger is backbone-agnostic, requiring only the latent state produced by any autoregressive encoder. We provide theoretical evidence of Teger, and experimentally evaluate it on LSTM, Transformer, and xLSTM backbones across four real-world spatio-temporal datasets, showing consistent improvement in Continuous Ranked Probability Score (CRPS). We further provide a formal theoretical analysis connecting curvature-aware rewiring to (i) oversquashing alleviation, (ii) improved spectral connectivity, (iii) reduced effective resistance, and (iv) improved covariance calibration bounds