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Recent contrastive methods show significant improvement in self-supervised learning in several domains. In particular, contrastive methods are most effective where data augmentation can be easily constructed e.g. in computer vision.…

Machine Learning · Computer Science 2021-12-09 Konstantinos Kallidromitis , Denis Gudovskiy , Kazuki Kozuka , Iku Ohama , Luca Rigazio

Time series prediction is an important problem in machine learning. Previous methods for time series prediction did not involve additional information. With a lot of dynamic knowledge graphs available, we can use this additional information…

Machine Learning · Computer Science 2020-07-14 Sankalp Garg , Navodita Sharma , Woojeong Jin , Xiang Ren

Time series forecasting is an extensively studied subject in statistics, economics, and computer science. Exploration of the correlation and causation among the variables in a multivariate time series shows promise in enhancing the…

Machine Learning · Computer Science 2021-04-22 Chao Shang , Jie Chen , Jinbo Bi

Anomaly detection in multivariate time series (MTS) is hindered by dynamic inter-variable dependencies and feature entanglement under spectral noise, and in practice, is further complicated by the absence of anomaly labels. Existing…

Machine Learning · Computer Science 2026-05-25 Yunhua Pei , Zixing Song , Jin Zheng , John Cartlidge

Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…

Machine Learning · Computer Science 2020-09-07 Hang Zhao , Yujing Wang , Juanyong Duan , Congrui Huang , Defu Cao , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

Multivariate time series is prevalent in many scientific and industrial domains. Modeling multivariate signals is challenging due to their long-range temporal dependencies and intricate interactions--both direct and indirect. To confront…

Machine Learning · Computer Science 2023-12-01 Juhyeon Kim , Hyungeun Lee , Seungwon Yu , Ung Hwang , Wooyul Jung , Miseon Park , Kijung Yoon

Multivariate time series classification (MTSC) is an important data mining task, which can be effectively solved by popular deep learning technology. Unfortunately, the existing deep learning-based methods neglect the hidden dependencies in…

Machine Learning · Computer Science 2024-08-19 Huaiyuan Liu , Xianzhang Liu , Donghua Yang , Zhiyu Liang , Hongzhi Wang , Yong Cui , Jun Gu

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

Graph-structured data are pervasive in the real-world such as social networks, molecular graphs and transaction networks. Graph neural networks (GNNs) have achieved great success in representation learning on graphs, facilitating various…

Machine Learning · Computer Science 2025-02-27 Zhimeng Guo , Teng Xiao , Zongyu Wu , Charu Aggarwal , Hui Liu , Suhang Wang

Devising and analyzing learning models for spatiotemporal network data is of importance for tasks including forecasting, anomaly detection, and multi-agent coordination, among others. Graph Convolutional Neural Networks (GCNNs) are an…

Machine Learning · Computer Science 2022-07-01 Mohammad Sabbaqi , Elvin Isufi

We present a new neighbor sampling method on temporal graphs. In a temporal graph, predicting different nodes' time-varying properties can require the receptive neighborhood of various temporal scales. In this work, we propose the TNS…

Social and Information Networks · Computer Science 2021-12-21 Yiwei Wang , Yujun Cai , Yuxuan Liang , Henghui Ding , Changhu Wang , Bryan Hooi

Graph neural networks have emerged as a powerful tool for learning spatiotemporal interactions. However, conventional approaches often rely on predefined graphs, which may obscure the precise relationships being modeled. Additionally,…

Machine Learning · Computer Science 2025-02-21 Jeehong Kim , Minchan Kim , Jaeseong Ju , Youngseok Hwang , Wonhee Lee , Hyunwoo Park

We propose a novel framework for learning time-varying graphs from spatiotemporal measurements. Given an appropriate prior on the temporal behavior of signals, our proposed method can estimate time-varying graphs from a small number of…

Signal Processing · Electrical Eng. & Systems 2025-09-10 Haruki Yokota , Koki Yamada , Yuichi Tanaka , Antonio Ortega

Modern techniques like contrastive learning have been effectively used in many areas, including computer vision, natural language processing, and graph-structured data. Creating positive examples that assist the model in learning robust and…

Machine Learning · Computer Science 2024-02-19 Xu Zheng , Tianchun Wang , Wei Cheng , Aitian Ma , Haifeng Chen , Mo Sha , Dongsheng Luo

Contrastive learning is a family of self-supervised methods where a model is trained to solve a classification task constructed from unlabeled data. It has recently emerged as one of the leading learning paradigms in the absence of labels…

Machine Learning · Statistics 2021-03-05 Bingbin Liu , Pradeep Ravikumar , Andrej Risteski

Temporal knowledge graph, serving as an effective way to store and model dynamic relations, shows promising prospects in event forecasting. However, most temporal knowledge graph reasoning methods are highly dependent on the recurrence or…

Artificial Intelligence · Computer Science 2022-12-05 Yi Xu , Junjie Ou , Hui Xu , Luoyi Fu

Time series anomaly detection (TSAD) plays a vital role in many industrial applications. While contrastive learning has gained momentum in the time series domain for its prowess in extracting meaningful representations from unlabeled data,…

Machine Learning · Computer Science 2025-01-28 Katrina Chen , Mingbin Feng , Tony S. Wirjanto

Self-supervised learning for time-series data holds potential similar to that recently unleashed in Natural Language Processing and Computer Vision. While most existing works in this area focus on contrastive learning, we propose a…

Machine Learning · Computer Science 2023-11-21 Felix Pieper , Konstantin Ditschuneit , Martin Genzel , Alexandra Lindt , Johannes Otterbach

Recent works have demonstrated the superiority of supervised Convolutional Neural Networks (CNNs) in learning hierarchical representations from time series data for successful classification. These methods require sufficiently large labeled…

Machine Learning · Computer Science 2023-09-12 Fanling Huang , Yangdong Deng

We study a recent class of models which uses graph neural networks (GNNs) to improve forecasting in multivariate time series. The core assumption behind these models is that there is a latent graph between the time series (nodes) that…