Improving Spatio-Temporal Residual Error Propagation by Mitigating Over-Squashing

TL;DR

This paper introduces Teger, a novel structured uncertainty module that enhances spatio-temporal forecasting by mitigating over-squashing and modeling residual correlations more effectively.

Contribution

Teger employs a curvature-aware graph rewiring mechanism integrated into autoregressive models, improving uncertainty quantification and long-horizon prediction accuracy.

Findings

Teger consistently improves CRPS scores across multiple datasets.

The method enhances spectral connectivity and reduces effective resistance.

It alleviates over-squashing in neural network architectures.

Abstract

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