相关论文: Matrix-valued Network Autoregression Model with La…

A time series is a sequence of observations taken sequentially in time. The autoregressive integrated moving average is a class of the model more used for times series data. However, this class of model has two critical limitations. It fits…

Many important problems can be modeled as a system of interconnected entities, where each entity is recording time-dependent observations or measurements. In order to spot trends, detect anomalies, and interpret the temporal dynamics of…

We present $\Gamma$-nets, a method for generalizing value function estimation over timescale. By using the timescale as one of the estimator's inputs we can estimate value for arbitrary timescales. As a result, the prediction target for any…

Social recommendations have been widely adopted in substantial domains. Recently, graph neural networks (GNN) have been employed in recommender systems due to their success in graph representation learning. However, dealing with the dynamic…

Many scientific areas, from computer science to the environmental sciences and finance, give rise to multivariate time series which exhibit long memory, or loosely put, a slow decay in their autocorrelation structure. Efficient modelling…

Generating graph structures is a challenging problem due to the diverse representations and complex dependencies among nodes. In this paper, we introduce Graph Variational Recurrent Neural Network (GraphVRNN), a probabilistic autoregressive…

In many applications of finance, biology and sociology, complex systems involve entities interacting with each other. These processes have the peculiarity of evolving over time and of comprising latent factors, which influence the system…

The problem of estimating high-dimensional network models arises naturally in the analysis of many physical, biological and socio-economic systems. Examples include stock price fluctuations in financial markets and gene regulatory networks…

The multiple-subject vector autoregression (multi-VAR) model captures heterogeneous network Granger causality across subjects by decomposing individual sparse VAR transition matrices into commonly shared and subject-unique paths. The model…

We propose a new neural network framework, termed Neural Network Machine Regression (NNMR), which integrates trainable input gating and adaptive depth regularization to jointly perform feature selection and function estimation in an…

In data science, vector autoregression (VAR) models are popular in modeling multivariate time series in the environmental sciences and other applications. However, these models are computationally complex with the number of parameters…

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…

Multivariate time-series data are used in many classification and regression predictive tasks, and recurrent models have been widely used for such tasks. Most common recurrent models assume that time-series data elements are of equal length…

Dynamic network analysis has found an increasing interest in the literature because of the importance of different kinds of dynamic social networks, biological networks, and economic networks. Most available probability and statistical…

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

We study a recent class of models which uses graph neural networks (GNNs) to improve forecasting in multivariate time series. The core assumption behind these models is that there is a latent graph between the time series (nodes) that…

The objective of transfer learning is to enhance estimation and inference in a target data by leveraging knowledge gained from additional sources. Recent studies have explored transfer learning for independent observations in complex,…

Motivated by diagnosing the COVID-19 disease using 2D image biomarkers from computed tomography (CT) scans, we propose a novel latent matrix-factor regression model to predict responses that may come from an exponential distribution family,…

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…

Group Re-identification (G-ReID) faces greater complexity than individual Re-identification (ReID) due to challenges like mutual occlusion, dynamic member interactions, and evolving group structures. Prior graph-based approaches have aimed…