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Multivariate time series (MTS) forecasting is an essential problem in many fields. Accurate forecasting results can effectively help decision-making. To date, many MTS forecasting methods have been proposed and widely applied. However,…

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

Temporal knowledge graph reasoning (TKGR) is increasingly gaining attention for its ability to extrapolate new events from historical data, thereby enriching the inherently incomplete temporal knowledge graphs. Existing graph-based…

Machine Learning · Computer Science 2025-01-27 Jinze Sun , Yongpan Sheng , Lirong He , Yongbin Qin , Ming Liu , Tao Jia

Learning representations for graphs plays a critical role in a wide spectrum of downstream applications. In this paper, we summarize the limitations of the prior works in three folds: representation space, modeling dynamics and modeling…

Machine Learning · Computer Science 2021-04-07 Li Sun , Zhongbao Zhang , Jiawei Zhang , Feiyang Wang , Hao Peng , Sen Su , Philip S. Yu

Graph Neural Networks (GNNs) have become the leading paradigm for learning on (static) graph-structured data. However, many real-world systems are dynamic in nature, since the graph and node/edge attributes change over time. In recent…

Traffic forecasting problem remains a challenging task in the intelligent transportation system due to its spatio-temporal complexity. Although temporal dependency has been well studied and discussed, spatial dependency is relatively less…

Machine Learning · Statistics 2021-05-27 Yuyol Shin , Yoonjin Yoon

This paper presents a probabilistic framework to obtain both reliable and fast uncertainty estimates for predictions with Deep Neural Networks (DNNs). Our main contribution is a practical and principled combination of DNNs with sparse…

Robotics · Computer Science 2021-09-22 Jongseok Lee , Jianxiang Feng , Matthias Humt , Marcus G. Müller , Rudolph Triebel

Accurate modelling and quantification of predictive uncertainty is crucial in deep learning since it allows a model to make safer decisions when the data is ambiguous and facilitates the users' understanding of the model's confidence in its…

Machine Learning · Statistics 2025-08-26 Soumyasundar Pal , Liheng Ma , Amine Natik , Yingxue Zhang , Mark Coates

Graph neural networks (GNNs) model nonlinear representations in graph data with applications in distributed agent coordination, control, and planning among others. Current GNN architectures assume ideal scenarios and ignore link…

Signal Processing · Electrical Eng. & Systems 2021-09-01 Zhan Gao , Elvin Isufi , Alejandro Ribeiro

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

Dynamic graphs provide a flexible data abstraction for modelling many sorts of real-world systems, such as transport, trade, and social networks. Graph neural networks (GNNs) are powerful tools allowing for different kinds of prediction and…

Machine Learning · Statistics 2025-03-27 Ed Davis , Ian Gallagher , Daniel John Lawson , Patrick Rubin-Delanchy

A common theoretical approach to understanding neural networks is to take an infinite-width limit, at which point the outputs become Gaussian process (GP) distributed. This is known as a neural network Gaussian process (NNGP). However, the…

Machine Learning · Statistics 2025-06-26 Ben Anson , Edward Milsom , Laurence Aitchison

Temporal Graph Learning, which aims to model the time-evolving nature of graphs, has gained increasing attention and achieved remarkable performance recently. However, in reality, graph structures are often incomplete and noisy, which…

Machine Learning · Computer Science 2023-08-16 Haozhen Zhang , Xueting Han , Xi Xiao , Jing Bai

GNNs have been proven to perform highly effective in various node-level, edge-level, and graph-level prediction tasks in several domains. Existing approaches mainly focus on static graphs. However, many graphs change over time with their…

Machine Learning · Computer Science 2022-06-22 Bahareh Najafi , Saeedeh Parsaeefard , Alberto Leon-Garcia

Multi-task learning requires accurate identification of the correlations between tasks. In real-world time-series, tasks are rarely perfectly temporally aligned; traditional multi-task models do not account for this and subsequent errors in…

Graph convolutional neural networks (GCNNs) have emerged as powerful tools for analyzing graph-structured data, achieving remarkable success across diverse applications. However, the theoretical understanding of the stability of these…

Machine Learning · Computer Science 2025-10-28 Ning Zhang , Henry Kenlay , Li Zhang , Mihai Cucuringu , Xiaowen Dong

Reasoning system dynamics is one of the most important analytical approaches for many scientific studies. With the initial state of a system as input, the recent graph neural networks (GNNs)-based methods are capable of predicting the…

Machine Learning · Computer Science 2023-10-23 Lingbing Guo , Weiqing Wang , Zhuo Chen , Ningyu Zhang , Zequn Sun , Yixuan Lai , Qiang Zhang , Huajun Chen

Representing the nodes of continuous-time temporal graphs in a low-dimensional latent space has wide-ranging applications, from prediction to visualization. Yet, analyzing continuous-time relational data with timestamped interactions…

Machine Learning · Computer Science 2024-05-28 Raphaël Romero , Jefrey Lijffijt , Riccardo Rastelli , Marco Corneli , Tijl De Bie

Temporal graphs exhibit dynamic interactions between nodes over continuous time, whose topologies evolve with time elapsing. The whole temporal neighborhood of nodes reveals the varying preferences of nodes. However, previous works usually…

Machine Learning · Computer Science 2023-04-18 Tongya Zheng , Xinchao Wang , Zunlei Feng , Jie Song , Yunzhi Hao , Mingli Song , Xingen Wang , Xinyu Wang , Chun Chen

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

Graph Neural Networks (GNNs) have advanced spatiotemporal forecasting by leveraging relational inductive biases among sensors (or any other measuring scheme) represented as nodes in a graph. However, current methods often rely on Recurrent…

Machine Learning · Computer Science 2024-05-30 Aref Einizade , Fragkiskos D. Malliaros , Jhony H. Giraldo