Print Email Facebook Twitter Forecasting Graph Signals with Recursive MIMO Graph Filters Title Forecasting Graph Signals with Recursive MIMO Graph Filters Author van der Hoeven, Jelmer (Student TU Delft) Natali, A. (TU Delft Signal Processing Systems) Leus, G.J.T. (TU Delft Signal Processing Systems) Date 2023 Abstract Forecasting time series on graphs is a fundamental problem in graph signal processing. When each entity of the network carries a vector of values for each time stamp instead of a scalar one, existing approaches resort to the use of product graphs to combine this multidimensional information, at the expense of creating a larger graph. In this paper, we show the limitations of such approaches, and propose extensions to tackle them. Then, we propose a recursive multiple-input multiple-output graph filter which encompasses many already existing models in the literature while being more flexible. Numerical simulations on a real world data set show the effectiveness of the proposed models. Subject ForecastingGraph Signal ProcessingProduct GraphMulti-dimensional graph signals To reference this document use: http://resolver.tudelft.nl/uuid:5760cc99-d872-455e-ad16-992563ad617e DOI https://doi.org/10.23919/EUSIPCO58844.2023.10289997 Publisher IEEE Embargo date 2024-05-01 ISBN 979-8-3503-2811-0 Source Proceedings of the 2023 31st European Signal Processing Conference (EUSIPCO) Event 31st European Signal Processing Conference, 2023-09-04 → 2023-09-08, Helsinki, Finland Series European Signal Processing Conference, 2219-5491 Bibliographical note Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public. Part of collection Institutional Repository Document type conference paper Rights © 2023 Jelmer van der Hoeven, A. Natali, G.J.T. Leus Files PDF Forecasting_Graph_Signals ... ilters.pdf 351.93 KB Close viewer /islandora/object/uuid:5760cc99-d872-455e-ad16-992563ad617e/datastream/OBJ/view