English
Related papers

Related papers: Expressing Multivariate Time Series as Graphs with…

200 papers

Multivariate time-series forecasting plays a crucial role in many real-world applications. It is a challenging problem as one needs to consider both intra-series temporal correlations and inter-series correlations simultaneously. Recently,…

Machine Learning · Computer Science 2021-03-16 Defu Cao , Yujing Wang , Juanyong Duan , Ce Zhang , Xia Zhu , Conguri Huang , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

Time series forecasting is crucial for applications across multiple domains and various scenarios. Although Transformer models have dramatically advanced the landscape of forecasting, their effectiveness remains debated. Recent findings…

Machine Learning · Computer Science 2024-12-24 Dongbin Kim , Jinseong Park , Jaewook Lee , Hoki Kim

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

Multivariate time series forecasting, which analyzes historical time series to predict future trends, can effectively help decision-making. Complex relations among variables in MTS, including static, dynamic, predictable, and latent…

Machine Learning · Computer Science 2021-12-16 Yueyang Wang , Ziheng Duan , Yida Huang , Haoyan Xu , Jie Feng , Anni Ren

Graph Attention Networks (GATs) have emerged as powerful models for learning expressive representations from such data by adaptively weighting neighboring nodes through attention mechanisms. However, most existing approaches primarily rely…

Machine Learning · Computer Science 2026-02-05 Farshad Noravesh , Reza Haffari , Layki Soon , Arghya Pal

Dynamic graph embedding has emerged as a very effective technique for addressing diverse temporal graph analytic tasks (i.e., link prediction, node classification, recommender systems, anomaly detection, and graph generation) in various…

Machine Learning · Computer Science 2023-12-27 Alan John Varghese , Aniruddha Bora , Mengjia Xu , George Em Karniadakis

The multivariate time series forecasting has attracted more and more attention because of its vital role in different fields in the real world, such as finance, traffic, and weather. In recent years, many research efforts have been proposed…

Machine Learning · Computer Science 2021-09-15 Wentao Xu , Weiqing Liu , Jiang Bian , Jian Yin , Tie-Yan Liu

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

Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…

Machine Learning · Computer Science 2024-02-09 Linfeng Du , Ji Xin , Alex Labach , Saba Zuberi , Maksims Volkovs , Rahul G. Krishnan

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…

Machine Learning · Computer Science 2020-05-26 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Xiaojun Chang , Chengqi Zhang

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Machine Learning · Computer Science 2023-05-09 Riccardo Ughi , Eugenio Lomurno , Matteo Matteucci

Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

Machine Learning · Computer Science 2026-03-13 Yufeng Xin , Ethan Fan

Although Transformer has made breakthrough success in widespread domains especially in Natural Language Processing (NLP), applying it to time series forecasting is still a great challenge. In time series forecasting, the autoregressive…

Machine Learning · Computer Science 2021-06-01 Kai Chen , Guang Chen , Dan Xu , Lijun Zhang , Yuyao Huang , Alois Knoll

Human communication is multimodal in nature; it is through multiple modalities such as language, voice, and facial expressions, that opinions and emotions are expressed. Data in this domain exhibits complex multi-relational and temporal…

Computation and Language · Computer Science 2021-04-30 Jianing Yang , Yongxin Wang , Ruitao Yi , Yuying Zhu , Azaan Rehman , Amir Zadeh , Soujanya Poria , Louis-Philippe Morency

Learning node representations on temporal graphs is a fundamental step to learn real-word dynamic graphs efficiently. Real-world graphs have the nature of continuously evolving over time, such as changing edges weights, removing and adding…

Machine Learning · Computer Science 2021-06-23 Ahmad Hafez , Atulya Praphul , Yousef Jaradt , Ezani Godwin

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

Time series forecasting is essential for a wide range of real-world applications. Recent studies have shown the superiority of Transformer in dealing with such problems, especially long sequence time series input(LSTI) and long sequence…

Machine Learning · Computer Science 2022-02-15 Li Shen , Yangzhu Wang

Temporal graph classification plays a critical role in applications such as cybersecurity, brain connectivity analysis, social dynamics, and traffic monitoring. Despite its significance, this problem remains underexplored compared to…

Machine Learning · Computer Science 2025-11-26 Md. Joshem Uddin , Soham Changani , Baris Coskunuzer

We propose an efficient design of Transformer-based models for multivariate time series forecasting and self-supervised representation learning. It is based on two key components: (i) segmentation of time series into subseries-level patches…

Machine Learning · Computer Science 2023-03-07 Yuqi Nie , Nam H. Nguyen , Phanwadee Sinthong , Jayant Kalagnanam

Multivariate time series forecasting poses an ongoing challenge across various disciplines. Time series data often exhibit diverse intra-series and inter-series correlations, contributing to intricate and interwoven dependencies that have…

Machine Learning · Computer Science 2024-01-02 Wanlin Cai , Yuxuan Liang , Xianggen Liu , Jianshuai Feng , Yuankai Wu