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This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrated with current univariate methods. Our approach allows to…

Machine Learning · Computer Science 2022-03-08 Victor Garcia Satorras , Syama Sundar Rangapuram , Tim Januschowski

Unsupervised anomaly detection in time series is essential in industrial applications, as it significantly reduces the need for manual intervention. Multivariate time series pose a complex challenge due to their feature and temporal…

Machine Learning · Computer Science 2024-08-26 Zhe Liu , Xiang Huang , Jingyun Zhang , Zhifeng Hao , Li Sun , Hao Peng

Subsequence anomaly detection in long sequences is an important problem with applications in a wide range of domains. However, the approaches proposed so far in the literature have severe limitations: they either require prior domain…

Machine Learning · Computer Science 2022-07-26 Paul Boniol , Themis Palpanas

Many time series are generated by a set of entities that interact with one another over time. This paper introduces a broad, flexible framework to learn from multiple inter-dependent time series generated by such entities. Our framework…

Neural and Evolutionary Computing · Computer Science 2016-12-16 Ashish Bora , Sugato Basu , Joydeep Ghosh

We present ChronoGraph, a graph-structured multivariate time series forecasting dataset built from real-world production microservices. Each node is a service that emits a multivariate stream of system-level performance metrics, capturing…

Machine Learning · Computer Science 2025-12-01 Adrian Catalin Lutu , Ioana Pintilie , Elena Burceanu , Andrei Manolache

Recent studies have shown great promise in applying graph neural networks for multivariate time series forecasting, where the interactions of time series are described as a graph structure and the variables are represented as the graph…

Machine Learning · Computer Science 2022-06-29 Junchen Ye , Zihan Liu , Bowen Du , Leilei Sun , Weimiao Li , Yanjie Fu , Hui Xiong

In many domains, including healthcare, biology, and climate science, time series are irregularly sampled with varying time intervals between successive readouts and different subsets of variables (sensors) observed at different time points.…

Machine Learning · Computer Science 2022-03-17 Xiang Zhang , Marko Zeman , Theodoros Tsiligkaridis , Marinka Zitnik

Recent advances in data collection and storage have allowed both researchers and industry alike to collect data in real time. Much of this data comes in the form of 'events', or timestamped interactions, such as email and social media…

Social and Information Networks · Computer Science 2019-08-29 Andrew Mellor

Modeling the evolution of system with time-series data is a challenging and critical task in a wide range of fields, especially when the time-series data is regularly sampled and partially observable. Some methods have been proposed to…

Machine Learning · Computer Science 2024-12-03 Mengbang Zou , Weisi Guo

Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…

Machine Learning · Computer Science 2019-06-03 Tailai Wen , Roy Keyes

Learning the dynamics of complex systems features a large number of applications in data science. Graph-based modeling and inference underpins the most prominent family of approaches to learn complex dynamics due to their ability to capture…

Signal Processing · Electrical Eng. & Systems 2018-07-06 Luis M. Lopez-Ramos , Daniel Romero , Bakht Zaman , Baltasar Beferull-Lozano

Many real-world IoT systems, which include a variety of internet-connected sensory devices, produce substantial amounts of multivariate time series data. Meanwhile, vital IoT infrastructures like smart power grids and water distribution…

Machine Learning · Computer Science 2022-01-19 Zekai Chen , Dingshuo Chen , Xiao Zhang , Zixuan Yuan , Xiuzhen Cheng

A variety of real-world processes (over networks) produce sequences of data whose complex temporal dynamics need to be studied. More especially, the event timestamps can carry important information about the underlying network dynamics,…

Machine Learning · Computer Science 2017-03-27 Shuai Xiao , Junchi Yan , Mehrdad Farajtabar , Le Song , Xiaokang Yang , Hongyuan Zha

Reinforcement learning is well known for its ability to model sequential tasks and learn latent data patterns adaptively. Deep learning models have been widely explored and adopted in regression and classification tasks. However, deep…

Machine Learning · Computer Science 2025-06-17 Thanveer Shaik , Xiaohui Tao , Haoran Xie , Lin Li , Jianming Yong , Yuefeng Li

This paper considers the graph signal processing problem of anomaly detection in time series of graphs. We examine two related, complementary inference tasks: the detection of anomalous graphs within a time series, and the detection of…

Hypergraph is a data structure that enables us to model higher-order associations among data entities. Conventional graph-structured data can represent pairwise relationships only, whereas hypergraph enables us to associate any number of…

Machine Learning · Computer Science 2024-12-10 Md. Tanvir Alam , Chowdhury Farhan Ahmed , Carson K. Leung

Detecting anomalies from a series of temporal networks has many applications, including road accidents in transport networks and suspicious events in social networks. While there are many methods for network anomaly detection, statistical…

Social and Information Networks · Computer Science 2022-10-17 Sevvandi Kandanaarachchi , Rob J Hyndman

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

Temporal graph neural networks (TGNNs) have been widely used for modeling time-evolving graph-related tasks due to their ability to capture both graph topology dependency and non-linear temporal dynamic. The explanation of TGNNs is of vital…

Machine Learning · Computer Science 2022-09-05 Wenchong He , Minh N. Vu , Zhe Jiang , My T. Thai

With the recent advances in technology, a wide range of systems continue to collect a large amount of data over time and thus generate time series. Time-Series Anomaly Detection (TSAD) is an important task in various time-series…

Machine Learning · Computer Science 2025-05-01 Thi Kieu Khanh Ho , Ali Karami , Narges Armanfard