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Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…

Machine Learning · Computer Science 2025-01-24 Zehao Liu , Mengzhou Gao , Pengfei Jiao

There is a recent surge in the development of spatio-temporal forecasting models in the transportation domain. Long-range traffic forecasting, however, remains a challenging task due to the intricate and extensive spatio-temporal…

Machine Learning · Computer Science 2023-06-02 Zibo Liu , Parshin Shojaee , Chandan K Reddy

Graph-based techniques emerged as a choice to deal with the dimensionality issues in modeling multivariate time series. However, there is yet no complete understanding of how the underlying structure could be exploited to ease this task.…

Signal Processing · Electrical Eng. & Systems 2019-10-02 Elvin Isufi , Andreas Loukas , Nathanael Perraudin , Geert Leus

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Statistical Finance · Quantitative Finance 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

Reasoning about graphs evolving over time is a challenging concept in many domains, such as bioinformatics, physics, and social networks. We consider a common case in which edges can be short term interactions (e.g., messaging) or long term…

Machine Learning · Statistics 2020-06-22 Boris Knyazev , Carolyn Augusta , Graham W. Taylor

Dynamic graph learning (DGL) aims to learn informative and temporally-evolving node embeddings to support downstream tasks such as link prediction. A fundamental challenge in DGL lies in effectively modeling both the temporal dynamics and…

Social and Information Networks · Computer Science 2025-06-10 Ling Wang

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

Identifying patterns of relations among the units of a complex system from measurements of their activities in time is a fundamental problem with many practical applications. Here, we introduce a method that detects dependencies of any…

Physics and Society · Physics 2026-03-09 Andrea Civilini , Fabrizio de Vico Fallani , Vito Latora

This paper introduces a novel approach to stock data analysis by employing a Hierarchical Graph Neural Network (HGNN) model that captures multi-level information and relational structures in the stock market. The HGNN model integrates stock…

Machine Learning · Computer Science 2024-12-11 Jianhua Yao , Yuxin Dong , Jiajing Wang , Bingxing Wang , Hongye Zheng , Honglin Qin

In economic and financial applications, there is often the need for analysing multivariate time series, comprising of time series for a range of quantities. In some applications such complex systems can be associated with some underlying…

Methodology · Statistics 2023-09-27 Anastasia Mantziou , Mihai Cucuringu , Victor Meirinhos , Gesine Reinert

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

This paper addresses the limitations of multi-node perception and delayed scheduling response in distributed systems by proposing a GNN-based multi-node collaborative perception mechanism. The system is modeled as a graph structure.…

Machine Learning · Computer Science 2025-05-23 Wenxuan Zhu , Qiyuan Wu , Tengda Tang , Renzi Meng , Sheng Chai , Xuehui Quan

In many domains, including healthcare, biology, and climate science, time series are irregularly sampled with varying time intervals between successive readouts and different subsets of variables (sensors) observed at different time points.…

Machine Learning · Computer Science 2022-03-17 Xiang Zhang , Marko Zeman , Theodoros Tsiligkaridis , Marinka Zitnik

This paper addresses the problem of traffic prediction in distributed backend systems and proposes a graph neural network based modeling approach to overcome the limitations of traditional models in capturing complex dependencies and…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-20 Zhimin Qiu , Feng Liu , Yuxiao Wang , Chenrui Hu , Ziyu Cheng , Di Wu

Accurate forecasting of long-term time series has important applications for decision making and planning. However, it remains challenging to capture the long-term dependencies in time series data. To better extract long-term dependencies,…

Machine Learning · Computer Science 2024-05-15 Feifei Li , Suhan Guo , Feng Han , Jian Zhao , Furao Shen

Multi-variate time series (MTS) forecasting is crucial for various applications. Existing methods have shown promising results owing to their strong ability to capture intra- and inter-variate dependencies. However, these methods often…

Machine Learning · Computer Science 2025-09-05 Binqing Wu , Zongjiang Shang , Jianlong Huang , Ling Chen

Graph neural networks (GNNs) have been applied into a variety of graph tasks. Most existing work of GNNs is based on the assumption that the given graph data is optimal, while it is inevitable that there exists missing or incomplete edges…

Machine Learning · Computer Science 2022-05-13 Qianggang Ding , Deheng Ye , Tingyang Xu , Peilin Zhao

Given a sequence of sets, where each set contains an arbitrary number of elements, the problem of temporal sets prediction aims to predict the elements in the subsequent set. In practice, temporal sets prediction is much more complex than…

Machine Learning · Computer Science 2020-07-09 Le Yu , Leilei Sun , Bowen Du , Chuanren Liu , Hui Xiong , Weifeng Lv

Time-varying graph signals are alternative representation of multivariate (or multichannel) signals in which a single time-series is associated with each of the nodes or vertex of a graph. Aided by the graph-theoretic tools, time-varying…

Signal Processing · Electrical Eng. & Systems 2023-01-10 Naveed ur Rehman

Motivated by the emerging area of graph signal processing (GSP), we introduce a novel method to draw inference from spatiotemporal signals. Data acquisition in different locations over time is common in sensor networks, for diverse…

Signal Processing · Electrical Eng. & Systems 2020-10-28 Nafiseh Ghoroghchian , Stark C. Draper , Roman Genov
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