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Time-series is ubiquitous across applications, such as transportation, finance and healthcare. Time-series is often influenced by external factors, especially in the form of asynchronous events, making forecasting difficult. However,…

Machine Learning · Computer Science 2021-02-02 Longyuan Li , Jihai Zhang , Junchi Yan , Yaohui Jin , Yunhao Zhang , Yanjie Duan , Guangjian Tian

Spatio-temporal forecasting of future values of spatially correlated time series is important across many cyber-physical systems (CPS). Recent studies offer evidence that the use of graph neural networks to capture latent correlations…

Machine Learning · Computer Science 2023-12-29 Minbo Ma , Jilin Hu , Christian S. Jensen , Fei Teng , Peng Han , Zhiqiang Xu , Tianrui Li

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

The construction of spatiotemporal networks using graph convolution networks (GCNs) has become one of the most popular methods for predicting traffic signals. However, when using a GCN for traffic speed prediction, the conventional approach…

Machine Learning · Computer Science 2022-09-07 JunKyu Jang , Sung-Hyuk Park

We present a novel methodology to jointly perform multi-task learning and infer intrinsic relationship among tasks by an interpretable and sparse graph. Unlike existing multi-task learning methodologies, the graph structure is not assumed…

Machine Learning · Computer Science 2020-09-15 Shujian Yu , Francesco Alesiani , Ammar Shaker , Wenzhe Yin

Most instruments - formalisms, concepts, and metrics - for social networks analysis fail to capture their dynamics. Typical systems exhibit different scales of dynamics, ranging from the fine-grain dynamics of interactions (which recently…

Social and Information Networks · Computer Science 2011-02-04 Nicola Santoro , Walter Quattrociocchi , Paola Flocchini , Arnaud Casteigts , Frederic Amblard

High-dimensional multivariate time series are common in many scientific and industrial applications, where the interest lies in identifying key dependence structure within the data for subsequent analysis tasks, such as forecasting. An…

Methodology · Statistics 2025-12-15 Madeline A. Shelley , Chiara Boetti , Marina I. Knight , Matthew A. Nunes

The temporal dynamics of a complex system such as a social network or a communication network can be studied by understanding the patterns of link appearance and disappearance over time. A critical task along this understanding is to…

Social and Information Networks · Computer Science 2018-04-17 Mahmudur Rahman , Tanay Kumar Saha , Mohammad Al Hasan , Kevin S. Xu , Chandan K. Reddy

Recent work on knowledge graph completion (KGC) focused on learning embeddings of entities and relations in knowledge graphs. These embedding methods require that all test entities are observed at training time, resulting in a…

Information Retrieval · Computer Science 2023-09-06 Zihan Wang , Kai Zhao , Yongquan He , Zhumin Chen , Pengjie Ren , Maarten de Rijke , Zhaochun Ren

Dynamic conditional correlation (DCC) is a method that estimates the correlation between two time series across time. Although used primarily in finance so far, DCC has been proposed recently as a model-based estimation method for…

Applications · Statistics 2020-06-05 Aparna John , Toshikazu Ikuta , Janina D Ferbinteanu , Majnu John

By their nature it is difficult to differentiate chaotic dynamical systems through measurement. In recent years, work has begun on using methods of Topological Data Analysis (TDA) to qualitatively type dynamical data by approximating the…

Algebraic Topology · Mathematics 2026-04-14 Tobias Timofeyev , Christopher Potvin , Benjamin Jones , Kristin M. Kurianski , Miguel Lopez , Sunia Tanweer

Given a set of synchronous time series, each associated with a sensor-point in space and characterized by inter-series relationships, the problem of spatiotemporal forecasting consists of predicting future observations for each point.…

Machine Learning · Computer Science 2024-06-11 Ivan Marisca , Cesare Alippi , Filippo Maria Bianchi

In multivariate time series systems, key insights can be obtained by discovering lead-lag relationships inherent in the data, which refer to the dependence between two time series shifted in time relative to one another, and which can be…

Machine Learning · Statistics 2023-09-20 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

Traffic forecasting is the foundation for intelligent transportation systems. Spatiotemporal graph neural networks have demonstrated state-of-the-art performance in traffic forecasting. However, these methods do not explicitly model some of…

Machine Learning · Computer Science 2024-03-05 Qipeng Qian , Tanwi Mallick

Many real-world complex systems, such as epidemic spreading networks and ecosystems, can be modeled as networked dynamical systems that produce multivariate time series. Learning the intrinsic dynamics from observational data is pivotal for…

Machine Learning · Computer Science 2024-12-30 Yanna Ding , Zijie Huang , Malik Magdon-Ismail , Jianxi Gao

We introduce a new class of latent process models for dynamic relational network data with the goal of detecting time-dependent structure. Network data are often observed over time, and static network models for such data may fail to…

Methodology · Statistics 2013-11-15 Lucy F. Robinson , Carey E. Priebe

The dynamics of systems of interacting agents is determined by the structure of their coupling network. The knowledge of the latter is, therefore, highly desirable, for instance, to develop efficient control schemes, to accurately predict…

Adaptation and Self-Organizing Systems · Physics 2021-10-13 Melvyn Tyloo , Robin Delabays , Philippe Jacquod

Graphical models have been popularly used for capturing conditional independence structure in multivariate data, which are often built upon independent and identically distributed observations, limiting their applicability to complex…

Methodology · Statistics 2025-07-03 Yuwen Wang , Changyu Liu , Xin He , Junhui Wang

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

Finding hidden layers in complex networks is an important and a non-trivial problem in modern science. We explore the framework of quantum graphs to determine whether concealed parts of a multi-layer system exist and if so then what is…

Disordered Systems and Neural Networks · Physics 2021-10-04 Łukasz G. Gajewski , Julian Sienkiewicz , Janusz A. Hołyst