English
Related papers

Related papers: Crisis-Resilient Portfolio Management via Graph-ba…

200 papers

Recent studies in multivariate time series (MTS) forecasting reveal that explicitly modeling the hidden dependencies among different time series can yield promising forecasting performance and reliable explanations. However, modeling…

Machine Learning · Computer Science 2024-02-21 Zijie Pan , Yushan Jiang , Dongjin Song , Sahil Garg , Kashif Rasul , Anderson Schneider , Yuriy Nevmyvaka

Timely accurate traffic forecast is crucial for urban traffic control and guidance. Due to the high nonlinearity and complexity of traffic flow, traditional methods cannot satisfy the requirements of mid-and-long term prediction tasks and…

Machine Learning · Computer Science 2018-07-13 Bing Yu , Haoteng Yin , Zhanxing Zhu

Spatio-temporal graph neural networks (STGNN) have become the most popular solution to traffic forecasting. While successful, they rely on the message passing scheme of GNNs to establish spatial dependencies between nodes, and thus…

Machine Learning · Computer Science 2023-01-31 Xu Liu , Yuxuan Liang , Chao Huang , Hengchang Hu , Yushi Cao , Bryan Hooi , Roger Zimmermann

Nowadays, navigation and ride-sharing apps have collected numerous images with spatio-temporal data. A core technology for analyzing such images, associated with spatiotemporal information, is Traffic Scene Understanding (TSU), which aims…

Multimedia · Computer Science 2025-11-13 Jingtian Ma , Jingyuan Wang , Wayne Xin Zhao , Guoping Liu , Xiang Wen

Spatio-temporal reasoning in time series involves the explicit synthesis of temporal dynamics, spatial dependencies, and textual context. This capability is vital for high-stakes decision-making in systems such as traffic networks, power…

Computation and Language · Computer Science 2026-04-24 Juntong Ni , Shiyu Wang , Qi He , Ming Jin , Wei Jin

Spiking neural networks (SNNs), inspired by the spiking behavior of biological neurons, offer a distinctive approach for capturing the complexities of temporal data. However, their potential for spatial modeling in multivariate time-series…

Machine Learning · Computer Science 2025-08-19 Bang Hu , Changze Lv , Mingjie Li , Yunpeng Liu , Xiaoqing Zheng , Fengzhe Zhang , Wei cao , Fan Zhang

Accurate and real-time traffic state prediction is of great practical importance for urban traffic control and web mapping services. With the support of massive data, deep learning methods have shown their powerful capability in capturing…

Machine Learning · Computer Science 2023-09-07 Xunlian Luo , Chunjiang Zhu , Detian Zhang , Qing Li

In multivariate time series (MTS) forecasting, many deep learning based methods have been proposed for modeling dependencies at multiple spatial (inter-variate) or temporal (intra-variate) scales. However, existing methods may fail to model…

Machine Learning · Computer Science 2025-09-03 Binqing Wu , Jianlong Huang , Zongjiang Shang , Ling Chen

Many real-world ubiquitous applications, such as parking recommendations and air pollution monitoring, benefit significantly from accurate long-term spatio-temporal forecasting (LSTF). LSTF makes use of long-term dependency between spatial…

Machine Learning · Computer Science 2022-09-02 Wei Shao , Zhiling Jin , Shuo Wang , Yufan Kang , Xiao Xiao , Hamid Menouar , Zhaofeng Zhang , Junshan Zhang , Flora Salim

Stock portfolios are often exposed to rare consequential events (e.g., 2007 global financial crisis, 2020 COVID-19 stock market crash), as they do not have enough historical information to learn from. Large Language Models (LLMs) now…

Risk Management · Quantitative Finance 2025-10-28 Kelvin J. L. Koa , Yunshan Ma , Yi Xu , Ritchie Ng , Huanhuan Zheng , Tat-Seng Chua

We examine a variety of graphical models to construct optimal portfolios. Graphical models such as PCA-KMeans, autoencoders, dynamic clustering, and structural learning can capture the time varying patterns in the covariance matrix and…

Machine Learning · Computer Science 2021-01-25 Ni Zhan , Yijia Sun , Aman Jakhar , He Liu

Accurate traffic flow prediction heavily relies on the spatio-temporal correlation of traffic flow data. Most current studies separately capture correlations in spatial and temporal dimensions, making it difficult to capture complex…

Machine Learning · Computer Science 2025-01-03 Ben-Ao Dai , Nengchao Lyu , Yongchao Miao

Many real-world systems exhibit temporal, dynamic behaviors, which are captured as time series of complex agent interactions. To perform temporal reasoning, current methods primarily encode temporal dynamics through simple sequence-based…

Machine Learning · Computer Science 2024-01-09 Paridhi Maheshwari , Hongyu Ren , Yanan Wang , Rok Sosic , Jure Leskovec

Spatiotemporal prediction over graphs (STPG) is challenging, because real-world data suffers from the Out-of-Distribution (OOD) generalization problem, where test data follow different distributions from training ones. To address this…

Machine Learning · Computer Science 2025-01-03 Zhaobin Mo , Haotian Xiang , Xuan Di

Traffic flow prediction remains a cornerstone for intelligent transportation systems ITS, influencing both route optimization and environmental efforts. While Recurrent Neural Networks RNN and traditional Convolutional Neural Networks CNN…

In recent years, there has been a rapid development of spatio-temporal prediction techniques in response to the increasing demands of traffic management and travel planning. While advanced end-to-end models have achieved notable success in…

Machine Learning · Computer Science 2023-11-09 Zhonghang Li , Lianghao Xia , Yong Xu , Chao Huang

Spatio-temporal forecasting is crucial in many domains, such as transportation, meteorology, and energy. However, real-world scenarios frequently present challenges such as signal anomalies, noise, and distributional shifts. Existing…

Machine Learning · Computer Science 2025-10-30 Wei Chen , Yuxuan Liang

Accurate forecasting of industrial time series requires balancing predictive accuracy with physical plausibility under non-stationary operating conditions. Existing data-driven models often achieve strong statistical performance but…

Machine Learning · Computer Science 2026-05-20 Yeran Zhang , Pengwei Yang , Guoqing Wang , Tianyu Li

Spatial transcriptomics (ST) technologies enable gene expression profiling with spatial resolution, offering unprecedented insights into tissue organization and disease heterogeneity. However, current analysis methods often struggle with…

Spatiotemporal forecasting is critical in applications such as traffic prediction, climate modeling, and environmental monitoring. However, the prevalence of missing data in real-world sensor networks significantly complicates this task. In…

Machine Learning · Computer Science 2025-01-20 Muhammad Bilal , Luis Carretero Lopez