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There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

Machine Learning · Computer Science 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

Accurate and real-time traffic forecasting plays an important role in the Intelligent Traffic System and is of great significance for urban traffic planning, traffic management, and traffic control. However, traffic forecasting has always…

Machine Learning · Computer Science 2019-08-13 Ling Zhao , Yujiao Song , Chao Zhang , Yu Liu , Pu Wang , Tao Lin , Min Deng , Haifeng Li

Spatiotemporal dynamics forecasting is inherently challenging, particularly in systems defined over irregular geometric domains, due to the need to jointly capture complex spatial correlations and nonlinear temporal dynamics. To tackle…

Machine Learning · Computer Science 2025-07-08 Zekai Wang , Bing Yao

In this work, we have proposed an approach for improving the GCN for predicting ratings in social networks. Our model is expanded from the standard model with several layers of transformer architecture. The main focus of the paper is on the…

Machine Learning · Computer Science 2024-01-15 Thi Linh Hoang , Tuan Dung Pham , Viet Cuong Ta

Recent years have witnessed the emerging success of graph neural networks (GNNs) for modeling structured data. However, most GNNs are designed for homogeneous graphs, in which all nodes and edges belong to the same types, making them…

Machine Learning · Computer Science 2020-03-04 Ziniu Hu , Yuxiao Dong , Kuansan Wang , Yizhou Sun

Despite the successful application of Temporal Graph Networks (TGNs) for tasks such as dynamic node classification and link prediction, they still perform poorly on the task of dynamic node affinity prediction -- where the goal is to…

Machine Learning · Computer Science 2024-12-02 Benedict Aaron Tjandra , Federico Barbero , Michael Bronstein

This paper presents a novel graph-based deep learning model for tasks involving relations between two nodes (edge-centric tasks), where the focus lies on predicting relationships and interactions between pairs of nodes rather than node…

Machine Learning · Computer Science 2025-07-08 Eugenio Borzone , Leandro Di Persia , Matias Gerard

Cross-correlation analysis is a powerful tool for understanding the mutual dynamics of time series. This study introduces a new method for predicting the future state of synchronization of the dynamics of two financial time series. To this…

Statistical Finance · Quantitative Finance 2022-11-03 Mostafa Shabani , Martin Magris , George Tzagkarakis , Juho Kanniainen , Alexandros Iosifidis

Accurate stock price forecasting has consistently remained a pivotal yet challenging FinTech task that underpins quantitative trading and investment decision making. Recent efforts have been dedicated to modeling various complex…

Trading and Market Microstructure · Quantitative Finance 2026-05-26 Yong Zhang , Xinxiao Wu , Yunde Jia , Che Sun

Heterogeneous graph neural network has unleashed great potential on graph representation learning and shown superior performance on downstream tasks such as node classification and clustering. Existing heterogeneous graph learning networks…

Machine Learning · Computer Science 2022-11-01 Tiehua Zhang , Yuze Liu , Yao Yao , Youhua Xia , Xin Chen , Xiaowei Huang , Jiong Jin

Reinforcement learning is well known for its ability to model sequential tasks and learn latent data patterns adaptively. Deep learning models have been widely explored and adopted in regression and classification tasks. However, deep…

Machine Learning · Computer Science 2025-06-17 Thanveer Shaik , Xiaohui Tao , Haoran Xie , Lin Li , Jianming Yong , Yuefeng Li

Stock trend classification remains a fundamental yet challenging task, owing to the intricate time-evolving dynamics between and within stocks. To tackle these two challenges, we propose a graph-based representation learning approach aimed…

Statistical Finance · Quantitative Finance 2024-06-17 Zinuo You , Pengju Zhang , Jin Zheng , John Cartlidge

Heterogeneous temporal graphs (HTGs) are ubiquitous data structures in the real world. Recently, to enhance representation learning on HTGs, numerous attention-based neural networks have been proposed. Despite these successes, existing…

Machine Learning · Computer Science 2025-10-22 Yili Wang , Tairan Huang , Changlong He , Qiutong Li , Jianliang Gao

Short term Load Forecasting (STLF) plays an important role in traditional and modern power systems. Most STLF models predominantly exploit temporal dependencies from historical data to predict future consumption. Nowadays, with the…

Machine Learning · Computer Science 2025-02-19 Quoc Viet Nguyen , Joaquin Delgado Fernandez , Sergio Potenciano Menci

This paper presents a new approach for predicting team performance from the behavioral traces of a set of agents. This spatiotemporal forecasting problem is very relevant to sports analytics challenges such as coaching and opponent…

Machine Learning · Computer Science 2022-06-23 Shengnan Hu , Gita Sukthankar

The complex spatial-temporal correlations in transportation networks make the traffic forecasting problem challenging. Since transportation system inherently possesses graph structures, many research efforts have been put with graph neural…

Machine Learning · Computer Science 2024-03-22 Yuyol Shin , Yoonjin Yoon

Temporal graph clustering is a complex task that involves discovering meaningful structures in dynamic graphs where relationships and entities change over time. Existing methods typically require centralized data collection, which poses…

Machine Learning · Computer Science 2025-03-04 Zihao Zhou , Yang Liu , Xianghong Xu , Qian Li

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

Temporal Graph Learning, which aims to model the time-evolving nature of graphs, has gained increasing attention and achieved remarkable performance recently. However, in reality, graph structures are often incomplete and noisy, which…

Machine Learning · Computer Science 2023-08-16 Haozhen Zhang , Xueting Han , Xi Xiao , Jing Bai

Traffic forecasting is one of the most fundamental problems in transportation science and artificial intelligence. The key challenge is to effectively model complex spatial-temporal dependencies and correlations in modern traffic data.…

Machine Learning · Computer Science 2023-02-28 Haiyang Liu , Chunjiang Zhu , Detian Zhang , Qing Li