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相关论文: Multivariate Time Series Forecasting with Dynamic …

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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…

机器学习 · 计算机科学 2024-12-30 Yanna Ding , Zijie Huang , Malik Magdon-Ismail , Jianxi Gao

Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

机器学习 · 计算机科学 2026-03-13 Yufeng Xin , Ethan Fan

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…

机器学习 · 计算机科学 2022-10-11 Kun Yi , Qi Zhang , Liang Hu , Hui He , Ning An , LongBing Cao , ZhenDong Niu

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

机器学习 · 统计学 2022-03-10 Oshri Barazani , David Tolpin

Neural ordinary differential equations (NODE) have garnered significant attention for their design of continuous-depth neural networks and the ability to learn data/feature dynamics. However, for high-dimensional systems, estimating…

机器学习 · 计算机科学 2025-10-07 Muhao Guo , Haoran Li , Yang Weng

Due to the complex and changing interactions in dynamic scenarios, motion forecasting is a challenging problem in autonomous driving. Most existing works exploit static road graphs to characterize scenarios and are limited in modeling…

人工智能 · 计算机科学 2023-03-09 Xing Gao , Xiaogang Jia , Yikang Li , Hongkai Xiong

Neural Ordinary Differential Equations (NODEs) use a neural network to model the instantaneous rate of change in the state of a system. However, despite their apparent suitability for dynamics-governed time-series, NODEs present a few…

机器学习 · 计算机科学 2021-08-18 Alexander Norcliffe , Cristian Bodnar , Ben Day , Jacob Moss , Pietro Liò

Anomaly detection in high-dimensional time series data is pivotal for numerous industrial applications. Recent advances in multivariate time series anomaly detection (TSAD) have increasingly leveraged graph structures to model…

机器学习 · 计算机科学 2025-09-23 Jiazhen Chen , Mingbin Feng , Tony S. Wirjanto

Several applications of Internet of Things (IoT) technology involve capturing data from multiple sensors resulting in multi-sensor time series. Existing neural networks based approaches for such multi-sensor or multivariate time series…

机器学习 · 计算机科学 2020-07-21 Vibhor Gupta , Jyoti Narwariya , Pankaj Malhotra , Lovekesh Vig , Gautam Shroff

Conventional time series classification approaches based on bags of patterns or shapelets face significant challenges in dealing with a vast amount of feature candidates from high-dimensional multivariate data. In contrast, deep neural…

机器学习 · 计算机科学 2023-06-07 Raneen Younis , Abdul Hakmeh , Zahra Ahmadi

Multivariate time series (MTS) forecasting plays an important role in the automation and optimization of intelligent applications. It is a challenging task, as we need to consider both complex intra-variable dependencies and inter-variable…

机器学习 · 计算机科学 2023-04-11 Ling Chen , Donghui Chen , Zongjiang Shang , Binqing Wu , Cen Zheng , Bo Wen , Wei Zhang

Time series prediction is an important problem in machine learning. Previous methods for time series prediction did not involve additional information. With a lot of dynamic knowledge graphs available, we can use this additional information…

机器学习 · 计算机科学 2020-07-14 Sankalp Garg , Navodita Sharma , Woojeong Jin , Xiang Ren

The forecasting of multi-variate time processes through graph-based techniques has recently been addressed under the graph signal processing framework. However, problems in the representation and the processing arise when each time series…

信号处理 · 电气工程与系统科学 2020-04-20 Alberto Natali , Elvin Isufi , Geert Leus

Autoregressive Recurrent Neural Networks are widely employed in time-series forecasting tasks, demonstrating effectiveness in univariate and certain multivariate scenarios. However, their inherent structure does not readily accommodate the…

机器学习 · 计算机科学 2024-04-30 Gareth Davies

Time series prediction aims to predict future values to help stakeholders make proper strategic decisions. This problem is relevant in all industries and areas, ranging from financial data to demand to forecast. However, it remains…

应用统计 · 统计学 2020-09-09 Aleksandr Pletnev , Rodrigo Rivera-Castro , Evgeny Burnaev

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

机器学习 · 计算机科学 2021-07-06 Grzegorz Dudek

Multivariate time series forecasting (MTSF) seeks to model temporal dynamics among variables to predict future trends. Transformer-based models and large language models (LLMs) have shown promise due to their ability to capture long-range…

机器学习 · 计算机科学 2025-08-07 Abdul Monaf Chowdhury , Rabeya Akter , Safaeid Hossain Arib

Graph neural Ordinary Differential Equations (ODE) combine neural ODE with the message passing mechanism of Graph Neural Networks (GNN), providing a continuous-time modeling method for graph representation learning. However, in dynamic…

机器学习 · 计算机科学 2026-04-29 Xiaoyi Wang , Zhiqiang Wang , Jianqing Liang , Xingwang Zhao , Chuangyin Dang , Zhen Jin , Jiye Liang

Forecasting over graph-structured sensor networks demands models that capture both deterministic spatial trends and stochastic variability, while remaining efficient enough for repeated inference as new observations arrive. We propose…

机器学习 · 计算机科学 2026-04-02 Hanlin Dong , Arian Prabowo , Hao Xue , Ao Shuang , Tianyi Zhou , Flora D. Salim

Short-term demand forecasting models commonly combine convolutional and recurrent layers to extract complex spatiotemporal patterns in data. Long-term histories are also used to consider periodicity and seasonality patterns as time series…

机器学习 · 计算机科学 2019-10-15 Doyup Lee , Suehun Jung , Yeongjae Cheon , Dongil Kim , Seungil You