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The era of data deluge has sparked the interest in graph-based learning methods in a number of disciplines such as sociology, biology, neuroscience, or engineering. In this paper, we introduce a graph recurrent neural network (GRNN) for…

Machine Learning · Computer Science 2019-02-19 Vassilis N. Ioannidis , Antonio G. Marques , Georgios B. Giannakis

Modeling inter-dependencies between time-series is the key to achieve high performance in anomaly detection for multivariate time-series data. The de-facto solution to model the dependencies is to feed the data into a recurrent neural…

Machine Learning · Computer Science 2021-08-17 Yuhang Wu , Mengting Gu , Lan Wang , Yusan Lin , Fei Wang , Hao Yang

Volatility forecasting is essential for risk management and decision-making in financial markets. Traditional models like Generalized Autoregressive Conditional Heteroskedasticity (GARCH) effectively capture volatility clustering but often…

Mathematical Finance · Quantitative Finance 2024-10-23 Pulikandala Nithish Kumar , Nneka Umeorah , Alex Alochukwu

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Machine Learning · Computer Science 2023-11-21 Quang Minh Nguyen , Lam M. Nguyen , Subhro Das

As an important part of intelligent transportation systems, traffic forecasting has attracted tremendous attention from academia and industry. Despite a lot of methods being proposed for traffic forecasting, it is still difficult to model…

Machine Learning · Computer Science 2022-10-07 Le Zhao , Mingcai Chen , Yuntao Du , Haiyang Yang , Chongjun Wang

Modeling complex spatial and temporal correlations in the correlated time series data is indispensable for understanding the traffic dynamics and predicting the future status of an evolving traffic system. Recent works focus on designing…

Machine Learning · Computer Science 2020-10-23 Lei Bai , Lina Yao , Can Li , Xianzhi Wang , Can Wang

Spatial-temporal graph modeling is an important task to analyze the spatial relations and temporal trends of components in a system. Existing approaches mostly capture the spatial dependency on a fixed graph structure, assuming that the…

Machine Learning · Computer Science 2019-06-04 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Chengqi Zhang

Time series forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

Machine Learning · Computer Science 2021-01-26 Zekai Chen , Jiaze E , Xiao Zhang , Hao Sheng , Xiuzheng Cheng

Spatiotemporal graph neural networks have shown to be effective in time series forecasting applications, achieving better performance than standard univariate predictors in several settings. These architectures take advantage of a graph…

Machine Learning · Computer Science 2023-11-13 Andrea Cini , Ivan Marisca , Daniele Zambon , Cesare Alippi

Weather Forecasting is an attractive challengeable task due to its influence on human life and complexity in atmospheric motion. Supported by massive historical observed time series data, the task is suitable for data-driven approaches,…

Machine Learning · Computer Science 2022-09-20 Minbo Ma , Peng Xie , Fei Teng , Tianrui Li , Bin Wang , Shenggong Ji , Junbo Zhang

The significant increase in world population and urbanisation has brought several important challenges, in particular regarding the sustainability, maintenance and planning of urban mobility. At the same time, the exponential increase of…

Machine Learning · Computer Science 2021-04-28 João Rico , José Barateiro , Arlindo Oliveira

Forecasting graph-based, time-dependent data has broad practical applications but presents challenges. Effective models must capture both spatial and temporal dependencies in the data, while also incorporating auxiliary information to…

Machine Learning · Computer Science 2025-02-28 Yang Li , Di Wang , José M. F. Moura

Graph Neural Networks (GNNs) are becoming central in the study of time series, coupled with existing algorithms as Temporal Convolutional Networks and Recurrent Neural Networks. In this paper, we see time series themselves as directed…

Machine Learning · Computer Science 2023-10-05 Angelica Simonetti , Ferdinando Zanchetta

Learning in the space-time domain remains a very challenging problem in machine learning and computer vision. Current computational models for understanding spatio-temporal visual data are heavily rooted in the classical single-image based…

Computer Vision and Pattern Recognition · Computer Science 2020-05-26 Andrei Nicolicioiu , Iulia Duta , Marius Leordeanu

Graphs are a commonly used construct for representing relationships between elements in complex high dimensional datasets. Many real-world phenomenon are dynamic in nature, meaning that any graph used to represent them is inherently…

Social and Information Networks · Computer Science 2018-11-21 Stephen Bonner , John Brennan , Ibad Kureshi , Georgios Theodoropoulos , Andrew Stephen McGough , Boguslaw Obara

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Statistical Finance · Quantitative Finance 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

Entity alignment aims to identify equivalent entity pairs between different knowledge graphs (KGs). Recently, the availability of temporal KGs (TKGs) that contain time information created the need for reasoning over time in such TKGs.…

Artificial Intelligence · Computer Science 2022-03-15 Chengjin Xu , Fenglong Su , Jens Lehmann

Given a sequence of sets, where each set contains an arbitrary number of elements, the problem of temporal sets prediction aims to predict the elements in the subsequent set. In practice, temporal sets prediction is much more complex than…

Machine Learning · Computer Science 2020-07-09 Le Yu , Leilei Sun , Bowen Du , Chuanren Liu , Hui Xiong , Weifeng Lv

Traffic forecasting is one canonical example of spatial-temporal learning task in Intelligent Traffic System. Existing approaches capture spatial dependency with a pre-determined matrix in graph convolution neural operators. However, the…

Machine Learning · Computer Science 2022-06-08 Chen Weikang , Li Yawen , Xue Zhe , Li Ang , Wu Guobin

This article proposes methods to model nonstationary temporal graph processes. This corresponds to modelling the observation of edge variables (relationships between objects) indicating interactions between pairs of nodes (or objects)…

Methodology · Statistics 2022-07-07 Maria Suveges , Sofia C. Olhede