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Many important problems can be modeled as a system of interconnected entities, where each entity is recording time-dependent observations or measurements. In order to spot trends, detect anomalies, and interpret the temporal dynamics of…

Machine Learning · Computer Science 2017-06-13 David Hallac , Youngsuk Park , Stephen Boyd , Jure Leskovec

Multivariate time series (MTS) data, when sampled irregularly and asynchronously, often present extensive missing values. Conventional methodologies for MTS analysis tend to rely on temporal embeddings based on timestamps that necessitate…

Machine Learning · Computer Science 2024-05-28 Chun-Kai Huang , Yi-Hsien Hsieh , Ta-Jung Chien , Li-Cheng Chien , Shao-Hua Sun , Tung-Hung Su , Jia-Horng Kao , Che Lin

Modeling Irregularly-sampled and Multivariate Time Series (IMTS) is crucial across a variety of applications where different sets of variates may be missing at different time-steps due to sensor malfunctions or high data acquisition costs.…

The detection of anomalies in multivariate time series data is crucial for various practical applications, including smart power grids, traffic flow forecasting, and industrial process control. However, real-world time series data is…

Machine Learning · Computer Science 2024-01-12 Yu Zheng , Huan Yee Koh , Ming Jin , Lianhua Chi , Haishuai Wang , Khoa T. Phan , Yi-Ping Phoebe Chen , Shirui Pan , Wei Xiang

Researchers of temporal networks (e.g., social networks and transaction networks) have been interested in mining dynamic patterns of nodes from their diverse interactions. Inspired by recently powerful graph mining methods like skip-gram…

Information Retrieval · Computer Science 2023-04-18 Tongya Zheng , Zunlei Feng , Tianli Zhang , Yunzhi Hao , Mingli Song , Xingen Wang , Xinyu Wang , Ji Zhao , Chun Chen

The issue of missing data poses a great challenge on boosting performance and application of deep learning models in the {\em Knowledge Tracing} (KT) problem. However, there has been the lack of understanding on the issue in the literature.…

Machine Learning · Computer Science 2023-02-28 Jia Tracy Shen , Dongwon Lee

Irregular multivariate time series (IMTS) are prevalent in real-world applications across many fields, where varying sensor frequencies and asynchronous measurements pose significant modeling challenges. Existing solutions often rely on a…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Xiaofeng Hu , Xiaojian Cui , Kai Wang

Reliable fault detection is an essential requirement for safe and efficient operation of complex mechanical systems in various industrial applications. Despite the abundance of existing approaches and the maturity of the fault detection…

Signal Processing · Electrical Eng. & Systems 2024-08-19 Tianfu Li , Chuang Sun , Ruqiang Yan , Xuefeng Chen

Anomaly detection in multivariate time series (MTS) is crucial for various applications in data mining and industry. Current industrial methods typically approach anomaly detection as an unsupervised learning task, aiming to identify…

Machine Learning · Computer Science 2024-10-14 Yuanyi Wang , Haifeng Sun , Chengsen Wang , Mengde Zhu , Jingyu Wang , Wei Tang , Qi Qi , Zirui Zhuang , Jianxin Liao

The graph identification problem consists of discovering the interactions among nodes in a network given their state/feature trajectories. This problem is challenging because the behavior of a node is coupled to all the other nodes by the…

Systems and Control · Electrical Eng. & Systems 2023-10-24 Eduardo Sebastian , Thai Duong , Nikolay Atanasov , Eduardo Montijano , Carlos Sagues

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

Sourced from multiple sensors and organized chronologically, Multivariate Time-Series (MTS) data involves crucial spatial-temporal dependencies. To capture these dependencies, Graph Neural Networks (GNNs) have emerged as powerful tools. As…

Artificial Intelligence · Computer Science 2025-10-07 Yucheng Wang , Min Wu , Ruibing Jin , Xiaoli Li , Lihua Xie , Zhenghua Chen

In wide-area measurement systems (WAMS), phasor measurement unit (PMU) measurement is prone to data missingness due to hardware failures, communication delays, and cyber-attacks. Existing data-driven methods are limited by inadaptability to…

Systems and Control · Electrical Eng. & Systems 2026-01-01 Bo Li , Zijun Chen , Haiwang Zhong , Di Cao , Guangchun Ruan

Pedestrian trajectory prediction aims to forecast future movements based on historical paths. Spatial-temporal (ST) methods often separately model spatial interactions among pedestrians and temporal dependencies of individuals. They…

Computer Vision and Pattern Recognition · Computer Science 2025-02-05 Ruochen Li , Tanqiu Qiao , Stamos Katsigiannis , Zhanxing Zhu , Hubert P. H. Shum

The integration of the global Photovoltaic (PV) market with real time data-loggers has enabled large scale PV data analytical pipelines for power forecasting and long-term reliability assessment of PV fleets. Nevertheless, the performance…

Multivariate time series (MTS) anomaly detection identifies abnormal patterns where each timestamp contains multiple variables. Existing MTS anomaly detection methods fall into three categories: reconstruction-based, prediction-based, and…

Machine Learning · Computer Science 2025-10-03 Yuanyuan Yao , Yuhan Shi , Lu Chen , Ziquan Fang , Yunjun Gao , Leong Hou U , Yushuai Li , Tianyi Li

Learning graphs from sets of nodal observations represents a prominent problem formally known as graph topology inference. However, current approaches are limited by typically focusing on inferring single networks, and they assume that…

Social and Information Networks · Computer Science 2021-11-17 Samuel Rey , Andrei Buciulea , Madeline Navarro , Santiago Segarra , Antonio G. Marques

We consider the problem of handling missing data with deep latent variable models (DLVMs). First, we present a simple technique to train DLVMs when the training set contains missing-at-random data. Our approach, called MIWAE, is based on…

Machine Learning · Statistics 2019-02-05 Pierre-Alexandre Mattei , Jes Frellsen

We introduce Temporal Variational Implicit Neural Representations (TV-INRs), a probabilistic framework for modeling irregular multivariate time series that enables efficient individualized imputation and forecasting. By integrating implicit…

Machine Learning · Computer Science 2025-06-03 Batuhan Koyuncu , Rachael DeVries , Ole Winther , Isabel Valera

Network structures in various backgrounds play important roles in social, technological, and biological systems. However, the observable network structures in real cases are often incomplete or unavailable due to measurement errors or…

Machine Learning · Computer Science 2020-01-22 Mengyuan Chen , Jiang Zhang , Zhang Zhang , Lun Du , Qiao Hu , Shuo Wang , Jiaqi Zhu