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Traffic forecasting is a core element of intelligent traffic monitoring system. Approaches based on graph neural networks have been widely used in this task to effectively capture spatial and temporal dependencies of road networks. However,…

Machine Learning · Computer Science 2022-03-10 Yaobin Xu , Weitang Liu , Zhongyi Jiang , Zixuan Xu , Tingyun Mao , Lili Chen , Mingwei Zhou

Accurate traffic flow forecasting is a crucial research topic in transportation management. However, it is a challenging problem due to rapidly changing traffic conditions, high nonlinearity of traffic flow, and complex spatial and temporal…

Machine Learning · Computer Science 2024-06-06 Sanghyun Lee , Chanyoung Park

Multivariate time series forecasting, which analyzes historical time series to predict future trends, can effectively help decision-making. Complex relations among variables in MTS, including static, dynamic, predictable, and latent…

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

We present a generic framework for spatio-temporal (ST) data modeling, analysis, and forecasting, with a special focus on data that is sparse in both space and time. Our multi-scaled framework is a seamless coupling of two major components:…

Machine Learning · Computer Science 2018-04-04 Bao Wang , Xiyang Luo , Fangbo Zhang , Baichuan Yuan , Andrea L. Bertozzi , P. Jeffrey Brantingham

As an important part of intelligent transportation systems, traffic forecasting has attracted tremendous attention from academia and industry. Despite a lot of methods being proposed for traffic forecasting, it is still difficult to model…

Machine Learning · Computer Science 2022-10-07 Le Zhao , Mingcai Chen , Yuntao Du , Haiyang Yang , Chongjun Wang

Purpose: This paper aims to enhance bearing fault diagnosis in industrial machinery by introducing a novel method that combines Graph Attention Network (GAT) and Long Short-Term Memory (LSTM) networks. This approach captures both spatial…

Generative moment matching networks (GMMNs) are introduced as dependence models for the joint innovation distribution of multivariate time series (MTS). Following the popular copula-GARCH approach for modeling dependent MTS data, a…

Methodology · Statistics 2021-10-05 Marius Hofert , Avinash Prasad , Mu Zhu

We formulate a new inference task in the domain of multivariate time series forecasting (MTSF), called Variable Subset Forecast (VSF), where only a small subset of the variables is available during inference. Variables are absent during…

Machine Learning · Computer Science 2022-06-28 Jatin Chauhan , Aravindan Raghuveer , Rishi Saket , Jay Nandy , Balaraman Ravindran

Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent neural networks (RNNs) have been introduced for TS…

Machine Learning · Computer Science 2020-11-17 Philippe Chatigny , Jean-Marc Patenaude , Shengrui Wang

Traffic prediction is essential for the progression of Intelligent Transportation Systems (ITS) and the vision of smart cities. While Spatial-Temporal Graph Neural Networks (STGNNs) have shown promise in this domain by leveraging Graph…

Machine Learning · Computer Science 2023-08-24 Wenying Duan , Hong Rao , Wei Huang , Xiaoxi He

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

Time-evolving traffic flow forecasting are playing a vital role in intelligent transportation systems and smart cities. However, the dynamic traffic flow forecasting is a highly nonlinear problem with complex temporal-spatial dependencies.…

Machine Learning · Computer Science 2025-08-05 Zhenan Lin , Yuni Lai , Wai Lun Lo , Richard Tai-Chiu Hsung , Harris Sik-Ho Tsang , Xiaoyu Xue , Kai Zhou , Yulin Zhu

Unsupervised anomaly detection in time series is essential in industrial applications, as it significantly reduces the need for manual intervention. Multivariate time series pose a complex challenge due to their feature and temporal…

Machine Learning · Computer Science 2024-08-26 Zhe Liu , Xiang Huang , Jingyun Zhang , Zhifeng Hao , Li Sun , Hao Peng

Multivariate time series forecasting enables the prediction of future states by leveraging historical data, thereby facilitating decision-making processes. Each data node in a multivariate time series encompasses a sequence of multiple…

Machine Learning · Computer Science 2025-05-02 Xinlong Zhao , Liying Zhang , Tianbo Zou , Yan Zhang

Recent years have witnessed the rapid development of deep-learning-based, graph-neural-network-based forecasting methods for modern intelligent transportation systems. However, most existing work focuses exclusively on capturing…

Machine Learning · Computer Science 2026-04-08 Lixiang Fan , Bohao Li , Tao Zou , Junchen Ye , Bowen Du

This paper reviews recent advances in missing data research using graphical models to represent multivariate dependencies. We first examine the limitations of traditional frameworks from three different perspectives: \textit{transparency,…

Methodology · Statistics 2019-11-15 Karthika Mohan , Judea Pearl

Time series data are ubiquitous in real-world applications. However, one of the most common problems is that the time series data could have missing values by the inherent nature of the data collection process. So imputing missing values…

Machine Learning · Computer Science 2022-09-23 Eunkyu Oh , Taehun Kim , Yunhu Ji , Sushil Khyalia

Within the field of complicated multivariate time series forecasting (TSF), popular techniques frequently rely on intricate deep learning architectures, ranging from transformer-based designs to recurrent neural networks. However, recent…

Machine Learning · Computer Science 2023-12-25 Aiyinsi Zuo , Haixi Zhang , Zirui Li , Ce Zheng

Accurate and timely traffic flow forecasting is crucial for intelligent transportation systems. This paper presents a novel deep learning model, the Spatial-Temporal Unified Graph Attention Network (STGAtt). By leveraging a unified graph…

Machine Learning · Computer Science 2025-08-26 Zhuding Liang , Jianxun Cui , Qingshuang Zeng , Feng Liu , Nenad Filipovic , Tijana Geroski

The key problem in multivariate time series (MTS) analysis and forecasting aims to disclose the underlying couplings between variables that drive the co-movements. Considerable recent successful MTS methods are built with graph neural…

Machine Learning · Computer Science 2022-10-11 Kun Yi , Qi Zhang , Liang Hu , Hui He , Ning An , LongBing Cao , ZhenDong Niu