相关论文: Subset Random Sampling of Finite Time-vertex Graph…

Matrix completion and robust principal component analysis have been widely used for the recovery of data suffering from missing entries or outliers. In many real-world applications however, the data is also time-varying, and the naive…

We propose a generalized sampling framework for stochastic graph signals. Stochastic graph signals are characterized by graph wide sense stationarity (GWSS) which is an extension of wide sense stationarity (WSS) for standard time-domain…

Multivariate time series (MTS) forecasting has shown great importance in numerous industries. Current state-of-the-art graph neural network (GNN)-based forecasting methods usually require both graph networks (e.g., GCN) and temporal…

We consider decentralized time-varying stochastic optimization problems where each of the functions held by the nodes has a finite sum structure. Such problems can be efficiently solved using variance reduction techniques. Our aim is to…

Time-frequency representations such as the spectrogram are commonly used to analyze signals having a time-varying distribution of spectral energy, but the spectrogram is constrained by an unfortunate tradeoff between resolution in time and…

We study the problem of selecting the best sampling set for bandlimited reconstruction of signals on graphs. A frequency domain representation for graph signals can be defined using the eigenvectors and eigenvalues of variation operators…

Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…

Forecasting irregularly sampled time series with missing values is a crucial task for numerous real-world applications such as healthcare, astronomy, and climate sciences. State-of-the-art approaches to this problem rely on Ordinary…

Given partial measurements of a time-varying graph signal, we propose an algorithm to simultaneously estimate both the underlying graph topology and the missing measurements. The proposed algorithm operates by training an interpretable…

Choosing an appropriate frequency definition and norm is critical in graph signal sampling and reconstruction. Most previous works define frequencies based on the spectral properties of the graph and use the same frequency definition and…

This paper considers the graph signal processing problem of anomaly detection in time series of graphs. We examine two related, complementary inference tasks: the detection of anomalous graphs within a time series, and the detection of…

Time series are the primary data type used to record dynamic system measurements and generated in great volume by both physical sensors and online processes (virtual sensors). Time series analytics is therefore crucial to unlocking the…

Many datasets include a small set of variables, such as biomarkers or clinical outcomes, whose relationships to the broader system are of primary scientific interest. Estimating the full network of inter-variable relationships in such…

Recent works have established a novel viewpoint that treats the eigenvalue spectra of disordered quantum systems as time-series, and corresponding algorithms such as singular-value-decomposition has proven its advantage in studying subtle…

This paper investigates the problem of graph signal recovery (GSR) when the topology of the graph is not known in advance. In this paper, the elements of the weighted adjacency matrix is statistically related to normal distribution and the…

Graph signals are functions of the underlying graph. When the edge-weight between a pair of nodes is high, the corresponding signals generally have a higher correlation. As a result, the signals can be represented in terms of a graph-based…

We introduce multi-frequency vector diffusion maps (MFVDM), a new framework for organizing and analyzing high dimensional datasets. The new method is a mathematical and algorithmic generalization of vector diffusion maps (VDM) and other…

Given a set of synchronous time series, each associated with a sensor-point in space and characterized by inter-series relationships, the problem of spatiotemporal forecasting consists of predicting future observations for each point.…

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…

Forecasting time series with irregular temporal structures remains challenging for universal pre-trained models. Existing approaches often assume regular sampling or depend heavily on imputation, limiting their applicability in real-world…