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Related papers: MillGNN: Learning Multi-Scale Lead-Lag Dependencie…

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In time-series analysis, the term "lead-lag effect" is used to describe a delayed effect on a given time series caused by another time series. lead-lag effects are ubiquitous in practice and are specifically critical in formulating…

Statistical Finance · Quantitative Finance 2020-02-04 Katsuya Ito , Kei Nakagawa

One main challenge in imbalanced graph classification is to learn expressive representations of the graphs in under-represented (minority) classes. Existing generic imbalanced learning methods, such as oversampling and imbalanced learning…

Machine Learning · Computer Science 2024-05-20 Rongrong Ma , Guansong Pang , Ling Chen

Accurate long series forecasting of traffic information is critical for the development of intelligent traffic systems. We may benefit from the rapid growth of neural network analysis technology to better understand the underlying…

Machine Learning · Computer Science 2022-10-06 Ruikang Luo , Yaofeng Song , Liping Huang , Yicheng Zhang , Rong Su

Real-time and precise traffic flow prediction is vital for the efficiency of intelligent transportation systems. Traditional methods often employ graph neural networks (GNNs) with predefined graphs to describe spatial correlations among…

Machine Learning · Computer Science 2024-06-18 Ben-Ao Dai , Bao-Lin Ye , Lingxi Li

Multivariate time series anomaly detection is essential for failure management in web application operations, as it directly influences the effectiveness and timeliness of implementing remedial or preventive measures. This task is often…

Machine Learning · Computer Science 2025-01-29 Yongzheng Xie , Hongyu Zhang , Muhammad Ali Babar

Systems characterized by evolving interactions, prevalent in social, financial, and biological domains, are effectively modeled as continuous-time dynamic graphs (CTDGs). To manage the scale and complexity of these graph datasets, machine…

Machine Learning · Computer Science 2024-12-31 João Bravo , Jacopo Bono , Pedro Saleiro , Hugo Ferreira , Pedro Bizarro

Memory-based Dynamic Graph Neural Networks (MDGNNs) are a family of dynamic graph neural networks that leverage a memory module to extract, distill, and memorize long-term temporal dependencies, leading to superior performance compared to…

Machine Learning · Computer Science 2024-02-27 Junwei Su , Difan Zou , Chuan Wu

In recent years, traffic flow prediction has played a crucial role in the management of intelligent transportation systems. However, traditional forecasting methods often model non-Euclidean low-dimensional traffic data as a simple graph…

Machine Learning · Computer Science 2025-01-08 Mei Wu , Yiqian Lin , Tianfan Jiang , Wenchao Weng

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

Vector autoregression (VAR) is a fundamental tool for modeling multivariate time series. However, as the number of component series is increased, the VAR model becomes overparameterized. Several authors have addressed this issue by…

Methodology · Statistics 2020-09-09 William B. Nicholson , Ines Wilms , Jacob Bien , David S. Matteson

The vulnerabilities of global navigation satellite systems (GNSS) to signal interference have increased the demand for complementary positioning, navigation, and timing (PNT) systems. To address this, South Korea has decided to deploy an…

Signal Processing · Electrical Eng. & Systems 2025-06-24 Taewon Kang , Seunghyeon Park , Pyo-Woong Son , Jiwon Seo

Short Term Load forecasting in this paper uses input data dependent on parameters such as load for current hour and previous two hours, temperature for current hour and previous two hours, wind for current hour and previous two hours, cloud…

Neural and Evolutionary Computing · Computer Science 2009-12-08 Mrs. J. P. Rothe , Dr. A. K. Wadhwani , Dr. Mrs. S. Wadhwani

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

Multivariate Time Series Forecasting plays a key role in many applications. Recent works have explored using Large Language Models for MTSF to take advantage of their reasoning abilities. However, many methods treat LLMs as end-to-end…

Artificial Intelligence · Computer Science 2025-09-19 Kuiye Ding , Fanda Fan , Yao Wang , Ruijie jian , Xiaorui Wang , Luqi Gong , Yishan Jiang , Chunjie Luo , Jianfeng Zhan

Time series modeling, a crucial area in science, often encounters challenges when training Machine Learning (ML) models like Recurrent Neural Networks (RNNs) using the conventional mini-batch training strategy that assumes independent and…

Machine Learning · Computer Science 2023-10-02 Shaoming Xu , Ankush Khandelwal , Arvind Renganathan , Vipin Kumar

Sufficiently modeling the correlations among variables (aka channels) is crucial for achieving accurate multivariate time series forecasting (MTSF). In this paper, we propose a novel technique called Temporal Query (TQ) to more effectively…

Machine Learning · Computer Science 2025-09-12 Shengsheng Lin , Haojun Chen , Haijie Wu , Chunyun Qiu , Weiwei Lin

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

Geosteering of wells requires fast interpretation of geophysical logs, which is a non-unique inverse problem. Current work presents a proof-of-concept approach to multi-modal probabilistic inversion of logs using a single evaluation of an…

Geophysics · Physics 2022-11-10 Sergey Alyaev , Ahmed H. Elsheikh

Multivariate time series classification (MTSC) is an important data mining task, which can be effectively solved by popular deep learning technology. Unfortunately, the existing deep learning-based methods neglect the hidden dependencies in…

Machine Learning · Computer Science 2024-08-19 Huaiyuan Liu , Xianzhang Liu , Donghua Yang , Zhiyu Liang , Hongzhi Wang , Yong Cui , Jun Gu

This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…

Methodology · Statistics 2023-02-13 Lujia Bai , Weichi Wu
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