相关论文: Forecasting Irregularly Sampled Time Series using …

Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed stochastic process. In this paper, we show that every…

Graph inference plays an essential role in machine learning, pattern recognition, and classification. Signal processing based approaches in literature generally assume some variational property of the observed data on the graph. We make a…

Time series graphical models have recently received considerable attention for characterizing (conditional) dependence structures in multivariate time series. In many applications, the multivariate series exhibit variable-partitioned…

Forecasting can estimate the statement of events according to the historical data and it is considerably important in many disciplines. At present, time series models have been utilized to solve forecasting problems in various domains. In…

In this paper, we study the problem of inferring time-varying Markov random fields (MRF), where the underlying graphical model is both sparse and changes sparsely over time. Most of the existing methods for the inference of time-varying…

Given a time series of graphs G(t) = (V, E(t)), t = 1, 2, ..., where the fixed vertex set V represents "actors" and an edge between vertex u and vertex v at time t (uv \in E(t)) represents the existence of a communications event between…

This work proposes an algorithmic framework to learn time-varying graphs from online data. The generality offered by the framework renders it model-independent, i.e., it can be theoretically analyzed in its abstract formulation and then…

We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of…

Traffic forecasting has attracted widespread attention recently. In reality, traffic data usually contains missing values due to sensor or communication errors. The Spatio-temporal feature in traffic data brings more challenges for…

Graph models provide efficient tools to capture the underlying structure of data defined over networks. Many real-world network topologies are subject to change over time. Learning to model the dynamic interactions between entities in such…

Time series modeling has attracted extensive research efforts; however, achieving both reliable efficiency and interpretability from a unified model still remains a challenging problem. Among the literature, shapelets offer interpretable…

Graph Neural Networks (GNN) have recently gained popularity in the forecasting domain due to their ability to model complex spatial and temporal patterns in tasks such as traffic forecasting and region-based demand forecasting. Most of…

Multivariate time series forecasting (MTSF) is a critical task with broad applications in domains such as meteorology, transportation, and economics. Nevertheless, pervasive missing values caused by sensor failures or human errors…

Forecasting future outcomes from recent time series data is not easy, especially when the future data are different from the past (i.e. time series are under temporal drifts). Existing approaches show limited performances under data drifts,…

Global medium-range weather forecasting is critical to decision-making across many social and economic domains. Traditional numerical weather prediction uses increased compute resources to improve forecast accuracy, but cannot directly use…

In recent years, the emergence and development of third-party platforms have greatly facilitated the growth of the Online to Offline (O2O) business. However, the large amount of transaction data raises new challenges for retailers,…

Traditional classification tasks learn to assign samples to given classes based solely on sample features. This paradigm is evolving to include other sources of information, such as known relations between samples. Here we show that, even…

We present a generic framework for spatio-temporal (ST) data modeling, analysis, and forecasting, with a special focus on data that is sparse in both space and time. Our multi-scaled framework is a seamless coupling of two major components:…

In this paper, we are concerned with improving the forecast capabilities of the Global approach to Time Series. We assume that the normal techniques of Global mapping are applied, the noise reduction is performed, etc. Then, using the…

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…