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Time series are the primary data type used to record dynamic system measurements and generated in great volume by both physical sensors and online processes (virtual sensors). Time series analytics is therefore crucial to unlocking the…

Machine Learning · Computer Science 2024-08-12 Ming Jin , Huan Yee Koh , Qingsong Wen , Daniele Zambon , Cesare Alippi , Geoffrey I. Webb , Irwin King , Shirui Pan

We address the problem of prediction of multivariate data process using an underlying graph model. We develop a method that learns a sparse partial correlation graph in a tuning-free and computationally efficient manner. Specifically, the…

Machine Learning · Statistics 2018-11-19 Arun Venkitaraman , Dave Zachariah

Preconditioning is at the heart of iterative solutions of large, sparse linear systems of equations in scientific disciplines. Several algebraic approaches, which access no information beyond the matrix itself, are widely studied and used,…

Numerical Analysis · Mathematics 2025-01-28 Jie Chen

Inductive spatial temporal prediction can generalize historical data to predict unseen data, crucial for highly dynamic scenarios (e.g., traffic systems, stock markets). However, external events (e.g., urban structural growth, market crash)…

Machine Learning · Computer Science 2024-09-23 Jialun Zheng , Divya Saxena , Jiannong Cao , Hanchen Yang , Penghui Ruan

Accurate forecasting of multivariate time series is an extensively studied subject in finance, transportation, and computer science. Fully mining the correlation and causation between the variables in a multivariate time series exhibits…

Machine Learning · Computer Science 2022-05-25 Weijun Chen , Yanze Wang , Chengshuo Du , Zhenglong Jia , Feng Liu , Ran Chen

Data augmentation is a crucial tool in time series forecasting, especially for deep learning architectures that require a large training sample size to generalize effectively. However, extensive datasets are not always available in…

Machine Learning · Computer Science 2026-01-28 Luis Amorim , Moises Santos , Paulo J. Azevedo , Carlos Soares , Vitor Cerqueira

Graph Neural Networks (GNNs) have achieved state-of-the-art performance in solving graph classification tasks. However, most GNN architectures aggregate information from all nodes and edges in a graph, regardless of their relevance to the…

Machine Learning · Statistics 2024-04-19 Pablo Sanchez-Martin , Kinaan Aamir Khan , Isabel Valera

Modern IoT deployments for environmental sensing produce high volume spatiotemporal data to support downstream tasks such as forecasting, typically powered by machine learning models. While existing filtering and strategic deployment…

Machine Learning · Computer Science 2025-12-02 Ragini Gupta , Naman Raina , Bo Chen , Li Chen , Claudiu Danilov , Josh Eckhardt , Keyshla Bernard , Klara Nahrstedt

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods. STGNNs jointly model the…

Machine Learning · Computer Science 2022-08-17 Zezhi Shao , Zhao Zhang , Fei Wang , Yongjun Xu

The challenge of effectively learning inter-series correlations for multivariate time series forecasting remains a substantial and unresolved problem. Traditional deep learning models, which are largely dependent on the Transformer paradigm…

Machine Learning · Computer Science 2024-05-29 Wanlin Cai , Kun Wang , Hao Wu , Xiaoxu Chen , Yuankai Wu

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

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

Despite the stride made by machine learning (ML) based performance modeling, two major concerns that may impede production-ready ML applications in EDA are stringent accuracy requirements and generalization capability. To this end, we…

Machine Learning · Computer Science 2022-10-21 Nan Wu , Jiwon Lee , Yuan Xie , Cong Hao

Transparent models, which provide inherently interpretable predictions, are receiving significant attention in high-stakes domains. However, despite much real-world data being collected as time series, there is a lack of studies on…

Machine Learning · Computer Science 2025-12-17 Minkyu Kim , Suan Lee , Jinho Kim

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

Recently, graph neural networks (GNNs) have been shown powerful capacity at modeling structural data. However, when adapted to downstream tasks, it usually requires abundant task-specific labeled data, which can be extremely scarce in…

Machine Learning · Computer Science 2022-03-04 Yupeng Hou , Binbin Hu , Wayne Xin Zhao , Zhiqiang Zhang , Jun Zhou , Ji-Rong Wen

Multivariate time series forecasting (MTSF) is crucial for decision-making to precisely forecast the future values/trends, based on the complex relationships identified from historical observations of multiple sequences. Recently,…

Machine Learning · Computer Science 2024-05-21 Chengqing Yu , Fei Wang , Zezhi Shao , Tangwen Qian , Zhao Zhang , Wei Wei , Yongjun Xu

Accurately predicting the behavior of complex dynamical systems, characterized by high-dimensional multivariate time series(MTS) in interconnected sensor networks, is crucial for informed decision-making in various applications to minimize…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Krishna Sai Sudhir Aripirala , Shivam Gupta , Venkataramana Runkana

This paper addresses the problem of traffic prediction in distributed backend systems and proposes a graph neural network based modeling approach to overcome the limitations of traditional models in capturing complex dependencies and…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-20 Zhimin Qiu , Feng Liu , Yuxiao Wang , Chenrui Hu , Ziyu Cheng , Di Wu

In recent years, graph neural networks (GNNs) combined with variants of recurrent neural networks (RNNs) have reached state-of-the-art performance in spatiotemporal forecasting tasks. This is particularly the case for traffic forecasting,…

Machine Learning · Computer Science 2022-09-09 Naghmeh Shafiee Roudbari , Zachary Patterson , Ursula Eicker , Charalambos Poullis