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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…

Recently, numerous deep models have been proposed to enhance the performance of multivariate time series (MTS) forecasting. Among them, Graph Neural Networks (GNNs)-based methods have shown great potential due to their capability to…

Machine Learning · Computer Science 2025-09-30 Jingqi Xu , Guibin Chen , Jingxi Lu , Yuzhang Lin

Forecasting univariate time series in the financial market is a challenging endeavor. While numerous statistical and machine learning models have been introduced to address this challenge, they typically concentrate solely on analyzing…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Marco Gregnanin , Johannes De Smedt , Giorgio Gnecco , Maurizio Parton

Accurate epidemic forecasting is crucial for effective disease control and prevention. Traditional compartmental models often struggle to estimate temporally and spatially varying epidemiological parameters, while deep learning models…

Machine Learning · Computer Science 2025-04-08 Shuai Han , Lukas Stelz , Thomas R. Sokolowski , Kai Zhou , Horst Stöcker

Time series refer to a series of data points indexed in time order, which can be found in various fields, e.g., transportation, healthcare, and finance. Accurate time series forecasting can enhance optimization planning and decision-making…

Machine Learning · Computer Science 2023-12-12 Ling Chen , Jiahua Cui

Weather forecasting is an essential task to tackle global climate change. Weather forecasting requires the analysis of multivariate data generated by heterogeneous meteorological sensors. These sensors comprise of ground-based sensors,…

Machine Learning · Computer Science 2023-02-16 Gaganpreet Singh , Surya Durbha , Shreelakshmi C R

Traffic forecasting influences various intelligent transportation system (ITS) services and is of great significance for user experience as well as urban traffic control. It is challenging due to the fact that the road network contains…

Machine Learning · Computer Science 2020-04-24 Yiwen Sun , Yulu Wang , Kun Fu , Zheng Wang , Changshui Zhang , Jieping Ye

Modeling and generating graphs is fundamental for studying networks in biology, engineering, and social sciences. However, modeling complex distributions over graphs and then efficiently sampling from these distributions is challenging due…

Machine Learning · Computer Science 2018-06-26 Jiaxuan You , Rex Ying , Xiang Ren , William L. Hamilton , Jure Leskovec

Traffic forecasting is a problem of intelligent transportation systems (ITS) and crucial for individuals and public agencies. Therefore, researches pay great attention to deal with the complex spatio-temporal dependencies of traffic system…

Machine Learning · Computer Science 2021-12-07 Yanjun Qin , Yuchen Fang , Haiyong Luo , Fang Zhao , Chenxing Wang

Temporal graphs are widespread in real-world applications such as social networks, as well as trade and transportation networks. Predicting dynamic links within these evolving graphs is a key problem. Many memory-based methods use temporal…

Machine Learning · Computer Science 2025-12-16 Xiaohui Zhang , Yanbo Wang , Xiyuan Wang , Muhan Zhang

We propose Lite-STGNN, a lightweight spatial-temporal graph neural network for long-term multivariate forecasting that integrates decomposition-based temporal modeling with learnable sparse graph structure. The temporal module applies…

Machine Learning · Computer Science 2025-12-22 Henok Tenaw Moges , Deshendran Moodley

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

Time series subsequence anomaly detection is an important task in a large variety of real-world applications ranging from health monitoring to AIOps, and is challenging due to the following reasons: 1) how to effectively learn complex…

Machine Learning · Computer Science 2024-11-27 Weiqi Chen , Zhiqiang Zhou , Qingsong Wen , Liang Sun

We introduce a novel Dynamic Graph Neural Network (DGNN) architecture for solving conditional $m$-steps ahead forecasting problems in temporal financial networks. The proposed DGNN is validated on simulated data from a temporal financial…

Risk Management · Quantitative Finance 2024-10-31 Matteo Citterio , Marco D'Errico , Gabriele Visentin

Graph neural networks have shown to learn effective node representations, enabling node-, link-, and graph-level inference. Conventional graph networks assume static relations between nodes, while relations between entities in a video often…

Computer Vision and Pattern Recognition · Computer Science 2022-12-07 Osman Ülger , Julian Wiederer , Mohsen Ghafoorian , Vasileios Belagiannis , Pascal Mettes

The stock market is a crucial component of the financial system, but predicting the movement of stock prices is challenging due to the dynamic and intricate relations arising from various aspects such as economic indicators, financial…

Statistical Finance · Quantitative Finance 2024-02-13 Hao Qian , Hongting Zhou , Qian Zhao , Hao Chen , Hongxiang Yao , Jingwei Wang , Ziqi Liu , Fei Yu , Zhiqiang Zhang , Jun Zhou

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

Temporal link prediction in dynamic graphs is a critical task with applications in diverse domains such as social networks, recommendation systems, and e-commerce platforms. While existing Temporal Graph Neural Networks (T-GNNs) have…

Artificial Intelligence · Computer Science 2025-07-21 Haoyang Li , Yuming Xu , Yiming Li , Hanmo Liu , Darian Li , Chen Jason Zhang , Lei Chen , Qing Li

Learning graph representations is a fundamental task aimed at capturing various properties of graphs in vector space. The most recent methods learn such representations for static networks. However, real world networks evolve over time and…

Social and Information Networks · Computer Science 2019-08-22 Palash Goyal , Sujit Rokka Chhetri , Arquimedes Canedo

Modeling inter-dependencies between time-series is the key to achieve high performance in anomaly detection for multivariate time-series data. The de-facto solution to model the dependencies is to feed the data into a recurrent neural…

Machine Learning · Computer Science 2021-08-17 Yuhang Wu , Mengting Gu , Lan Wang , Yusan Lin , Fei Wang , Hao Yang
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