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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 paper introduces a novel Graph Neural Network (GNN) architecture for time series classification, based on visibility graph representations. Traditional time series classification methods often struggle with high computational…

机器学习 · 计算机科学 2024-10-15 Paulo Coelho , Raul Araju , Luís Ramos , Samir Saliba , Renato Vimieiro

Graph Neural Networks (GNNs) have advanced spatiotemporal forecasting by leveraging relational inductive biases among sensors (or any other measuring scheme) represented as nodes in a graph. However, current methods often rely on Recurrent…

机器学习 · 计算机科学 2024-05-30 Aref Einizade , Fragkiskos D. Malliaros , Jhony H. Giraldo

Spatio-temporal graph neural networks (STGNN) have become the most popular solution to traffic forecasting. While successful, they rely on the message passing scheme of GNNs to establish spatial dependencies between nodes, and thus…

机器学习 · 计算机科学 2023-01-31 Xu Liu , Yuxuan Liang , Chao Huang , Hengchang Hu , Yushi Cao , Bryan Hooi , Roger Zimmermann

In recent years, graph neural networks (GNNs) combined with variants of recurrent neural networks (RNNs) have reached state-of-the-art performance in spatiotemporal forecasting tasks. This is particularly the case for traffic forecasting,…

机器学习 · 计算机科学 2022-09-09 Naghmeh Shafiee Roudbari , Zachary Patterson , Ursula Eicker , Charalambos Poullis

Multivariate long-term time series forecasting has been suffering from the challenge of capturing both temporal dependencies within variables and spatial correlations across variables simultaneously. Current approaches predominantly…

机器学习 · 计算机科学 2025-09-15 Chenheng Xu , Dan Wu , Yixin Zhu , Ying Nian Wu

Inductive spatial temporal prediction can generalize historical data to predict unseen data, crucial for highly dynamic scenarios (e.g., traffic systems, stock markets). However, external events (e.g., urban structural growth, market crash)…

机器学习 · 计算机科学 2024-09-23 Jialun Zheng , Divya Saxena , Jiannong Cao , Hanchen Yang , Penghui Ruan

Temporal Graph Neural Networks (TGNNs) are powerful models to capture temporal, structural, and contextual information on temporal graphs. The generated temporal node embeddings outperform other methods in many downstream tasks. Real-world…

硬件体系结构 · 计算机科学 2022-03-11 Hongkuan Zhou , Bingyi Zhang , Rajgopal Kannan , Viktor Prasanna , Carl Busart

In the evolving field of psychopathology, the accurate assessment and forecasting of data derived from Ecological Momentary Assessment (EMA) is crucial. EMA offers contextually-rich psychopathological measurements over time, that…

机器学习 · 计算机科学 2024-03-29 Mandani Ntekouli , Gerasimos Spanakis , Lourens Waldorp , Anne Roefs

Traffic prediction is a spatiotemporal predictive task that plays an essential role in intelligent transportation systems. Today, graph convolutional neural networks (GCNNs) have become the prevailing models in the traffic prediction…

机器学习 · 计算机科学 2023-06-01 Ta Jiun Ting , Xiaocan Li , Scott Sanner , Baher Abdulhai

Comprehending the interplay between spatial and temporal characteristics of neural dynamics can contribute to our understanding of information processing in the human brain. Graph neural networks (GNNs) provide a new possibility to…

神经元与认知 · 定量生物学 2022-04-29 Simon Wein , Alina Schüller , Ana Maria Tomé , Wilhelm M. Malloni , Mark W. Greenlee , Elmar W. Lang

Multivariate Time Series Classification (MTSC) enables the analysis if complex temporal data, and thus serves as a cornerstone in various real-world applications, ranging from healthcare to finance. Since the relationship among variables in…

机器学习 · 计算机科学 2025-01-20 Wennuo Yang , Shiling Wu , Yuzhi Zhou , Cheng Luo , Xilin He , Weicheng Xie , Linlin Shen , Siyang Song

Accurate forecasting of solar power generation with fine temporal and spatial resolution is vital for the operation of the power grid. However, state-of-the-art approaches that combine machine learning with numerical weather predictions…

机器学习 · 计算机科学 2021-11-09 Jelena Simeunović , Baptiste Schubnel , Pierre-Jean Alet , Rafael E. Carrillo

Multivariate time series forecasting poses an ongoing challenge across various disciplines. Time series data often exhibit diverse intra-series and inter-series correlations, contributing to intricate and interwoven dependencies that have…

机器学习 · 计算机科学 2024-01-02 Wanlin Cai , Yuxuan Liang , Xianggen Liu , Jianshuai Feng , Yuankai Wu

Weather forecasting is an essential task to tackle global climate change. Weather forecasting requires the analysis of multivariate data generated by heterogeneous meteorological sensors. These sensors comprise of ground-based sensors,…

机器学习 · 计算机科学 2023-02-16 Gaganpreet Singh , Surya Durbha , Shreelakshmi C R

Multivariate time series forecasting (MTSF) plays a vital role in numerous real-world applications, yet existing models remain constrained by their reliance on a limited historical context. This limitation prevents them from effectively…

机器学习 · 计算机科学 2026-02-12 Fanpu Cao , Lu Dai , Jindong Han , Hui Xiong

Stock return prediction is fundamental to financial decision-making, yet traditional time series models fail to capture the complex interdependencies between companies in modern markets. We propose the Full-State Graph Convolutional LSTM…

统计金融 · 定量金融 2025-12-09 Chang Liu

This letter proposes a graph neural network (GNN)-based framework for statistical precoder design that leverages model-based insights to compactly represent statistical knowledge, resulting in efficient, lightweight architectures. The…

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…

统计金融 · 定量金融 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

机器学习 · 计算机科学 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris