相关论文: Temporal Graph Neural Networks for Irregular Data

The physical world is governed by the laws of physics, often represented in form of nonlinear partial differential equations (PDEs). Unfortunately, solution of PDEs is non-trivial and often involves significant computational time. With…

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…

This paper presents a Temporal Graph Neural Network (TGNN) framework for detection and localization of false data injection and ramp attacks on the system state in smart grids. Capturing the topological information of the system through the…

Graph Neural Networks (GNNs) have become the leading paradigm for learning on (static) graph-structured data. However, many real-world systems are dynamic in nature, since the graph and node/edge attributes change over time. In recent…

Learning continuous-time dynamics on complex networks is crucial for understanding, predicting and controlling complex systems in science and engineering. However, this task is very challenging due to the combinatorial complexities in the…

The neural Ordinary Differential Equation (ODE) model has shown success in learning complex continuous-time processes from observations on discrete time stamps. In this work, we consider the modeling and forecasting of time series data that…

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Temporal graph neural network has recently received significant attention due to its wide application scenarios, such as bioinformatics, knowledge graphs, and social networks. There are some temporal graph neural networks that achieve…

Modeling inter-dependencies between time-series is the key to achieve high performance in anomaly detection for multivariate time-series data. The de-facto solution to model the dependencies is to feed the data into a recurrent neural…

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…

Neural Flows efficiently model irregular multivariate time series by directly learning ODE solution trajectories with neural networks, bypassing step-by-step numerical solvers. Despite their efficiency, many existing approaches treat…

Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs). We generalize RNNs to have continuous-time hidden dynamics defined by ordinary differential…

Revealing the continuous dynamics on the networks is essential for understanding, predicting, and even controlling complex systems, but it is hard to learn and model the continuous network dynamics because of complex and unknown governing…

The recovery of time-varying graph signals is a fundamental problem with numerous applications in sensor networks and forecasting in time series. Effectively capturing the spatio-temporal information in these signals is essential for the…

Graph neural networks (GNN) have shown significant capabilities in handling structured data, yet their application to dynamic, temporal data remains limited. This paper presents a new type of graph attention network, called TempoKGAT, which…

We consider a setting where multiple entities inter-act with each other over time and the time-varying statuses of the entities are represented as multiple correlated time series. For example, speed sensors are deployed in different…

Scientific computing using deep learning has seen significant advancements in recent years. There has been growing interest in models that learn the operator from the parameters of a partial differential equation (PDE) to the corresponding…

In this paper, we use variational recurrent neural network to investigate the anomaly detection problem on graph time series. The temporal correlation is modeled by the combination of recurrent neural network (RNN) and variational inference…

We introduce a novel Dynamic Graph Neural Network (DGNN) architecture for solving conditional $m$-steps ahead forecasting problems in temporal financial networks. The proposed DGNN is validated on simulated data from a temporal financial…

Neural networks for structured data like graphs have been studied extensively in recent years. To date, the bulk of research activity has focused mainly on static graphs. However, most real-world networks are dynamic since their topology…