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There is an implicit assumption that by unfolding recurrent neural networks (RNN) in finite time, the misspecification of choosing a zero value for the initial hidden state is mitigated by later time steps. This assumption has been shown to…

Machine Learning · Computer Science 2019-02-12 Sam Wenke , Jim Fleming

Recent developments in computers and automated data collection strategies have greatly increased the interest in statistical modeling of dynamic networks. Many of the statistical models employed for inference on large-scale dynamic networks…

Computation · Statistics 2018-07-25 Abhirup Mallik , Zack W. Almquist

Graph neural networks (GNNs) have achieved strong performance in various applications. In the real world, network data is usually formed in a streaming fashion. The distributions of patterns that refer to neighborhood information of nodes…

Machine Learning · Computer Science 2020-12-07 Junshan Wang , Guojie Song , Yi Wu , Liang Wang

Recurrent neural networks (RNNs) have been used extensively and with increasing success to model various types of sequential data. Much of this progress has been achieved through devising recurrent units and architectures with the…

Machine Learning · Statistics 2017-03-06 Yacine Jernite , Edouard Grave , Armand Joulin , Tomas Mikolov

Multivariate time series data in practical applications, such as health care, geoscience, and biology, are characterized by a variety of missing values. In time series prediction and other related tasks, it has been noted that missing…

Machine Learning · Computer Science 2016-11-08 Zhengping Che , Sanjay Purushotham , Kyunghyun Cho , David Sontag , Yan Liu

Graph Neural Networks (GNNs) are becoming central in the study of time series, coupled with existing algorithms as Temporal Convolutional Networks and Recurrent Neural Networks. In this paper, we see time series themselves as directed…

Machine Learning · Computer Science 2023-10-05 Angelica Simonetti , Ferdinando Zanchetta

In this paper, we introduce ProNet, an novel deep learning approach designed for multi-horizon time series forecasting, adaptively blending autoregressive (AR) and non-autoregressive (NAR) strategies. Our method involves dividing the…

Machine Learning · Computer Science 2024-08-13 Yang Lin

In this paper we present a new framework for time-series modeling that combines the best of traditional statistical models and neural networks. We focus on time-series with long-range dependencies, needed for monitoring fine granularity…

Machine Learning · Computer Science 2019-12-02 Oskar Triebe , Nikolay Laptev , Ram Rajagopal

Accurate time series forecasting is a fundamental challenge in data science. It is often affected by external covariates such as weather or human intervention, which in many applications, may be predicted with reasonable accuracy. We refer…

Machine Learning · Computer Science 2023-08-01 Jimeng Shi , Rukmangadh Myana , Vitalii Stebliankin , Azam Shirali , Giri Narasimhan

We introduce recurrent neural network grammars, probabilistic models of sentences with explicit phrase structure. We explain efficient inference procedures that allow application to both parsing and language modeling. Experiments show that…

Computation and Language · Computer Science 2016-10-13 Chris Dyer , Adhiguna Kuncoro , Miguel Ballesteros , Noah A. Smith

We propose a simple technique for encouraging generative RNNs to plan ahead. We train a "backward" recurrent network to generate a given sequence in reverse order, and we encourage states of the forward model to predict cotemporal states of…

Machine Learning · Computer Science 2018-02-27 Dmitriy Serdyuk , Nan Rosemary Ke , Alessandro Sordoni , Adam Trischler , Chris Pal , Yoshua Bengio

Psychometric assessment instruments aid clinicians by providing methods of assessing the future risk of adverse events such as aggression. Existing machine learning approaches have treated this as a classification problem, predicting the…

Machine Learning · Computer Science 2023-12-05 Aidan Quinn , Melanie Simmons , Benjamin Spivak , Christoph Bergmeir

Multivariate time series anomaly detection has become an active area of research in recent years, with Deep Learning models outperforming previous approaches on benchmark datasets. Among reconstruction-based models, most previous work has…

Machine Learning · Computer Science 2022-02-28 Cristian Challu , Peihong Jiang , Ying Nian Wu , Laurent Callot

In this paper, we generally formulate the dynamics prediction problem of various network systems (e.g., the prediction of mobility, traffic and topology) as the temporal link prediction task. Different from conventional techniques of…

Social and Information Networks · Computer Science 2019-01-29 Kai Lei , Meng Qin , Bo Bai , Gong Zhang , Min Yang

We propose a family of statistical models for social network evolution over time, which represents an extension of Exponential Random Graph Models (ERGMs). Many of the methods for ERGMs are readily adapted for these models, including…

Machine Learning · Statistics 2009-08-11 Steve Hanneke , Wenjie Fu , Eric Xing

In tasks such as tracking, time-series data inevitably carry missing observations. While traditional tracking approaches can handle missing observations, recurrent neural networks (RNNs) are designed to receive input data in every step.…

Computer Vision and Pattern Recognition · Computer Science 2021-11-02 Stefan Becker , Ronny Hug , Wolfgang Hübner , Michael Arens , Brendan T. Morris

Recurrent neural networks are a powerful tool for modeling sequential data, but the dependence of each timestep's computation on the previous timestep's output limits parallelism and makes RNNs unwieldy for very long sequences. We introduce…

Neural and Evolutionary Computing · Computer Science 2016-11-22 James Bradbury , Stephen Merity , Caiming Xiong , Richard Socher

With the rapid advancement in cyber-physical systems, the increasing number of sensors has significantly complicated manual monitoring of system states. Consequently, graph-based time-series anomaly detection methods have gained attention…

Machine Learning · Computer Science 2024-01-26 Hayoung Jo , Seong-Whan Lee

Obesity is a serious public health concern world-wide, which increases the risk of many diseases, including hypertension, stroke, and type 2 diabetes. To tackle this problem, researchers across the health ecosystem are collecting diverse…

Machine Learning · Computer Science 2018-09-24 Qinghan Xue , Xiaoran Wang , Samuel Meehan , Jilong Kuang , Alex Gao , Mooi Choo Chuah

Time series of counts occurring in various applications are often overdispersed, meaning their variance is much larger than the mean. This paper proposes a novel variable selection approach for processing such data. Our approach consists in…

Methodology · Statistics 2023-07-04 Marina Gomtsyan