相关论文: DAG: A Dual Correlation Network for Time Series Fo…

Although Transformer has made breakthrough success in widespread domains especially in Natural Language Processing (NLP), applying it to time series forecasting is still a great challenge. In time series forecasting, the autoregressive…

There has been an increasing interest in modeling continuous-time dynamics of temporal graph data. Previous methods encode time-evolving relational information into a low-dimensional representation by specifying discrete layers of neural…

Directed acyclic graphs (DAGs) are frequently used in epidemiology as a method to encode causal inference assumptions. We propose the DAGWOOD framework to bring many of those encoded assumptions to the forefront. DAGWOOD combines a root DAG…

Many real-world complex systems, such as epidemic spreading networks and ecosystems, can be modeled as networked dynamical systems that produce multivariate time series. Learning the intrinsic dynamics from observational data is pivotal for…

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

Spatial-temporal causal time series (STC-TS) involve region-specific temporal observations driven by causally relevant covariates and interconnected across geographic or network-based spaces. Existing methods often model spatial and…

We introduce a neural network conformal prediction method for time series that enhances adaptivity in non-stationary environments. Our approach acts as a neural controller designed to achieve desired target coverage, leveraging auxiliary…

In this work, we are interested in structure learning for a set of spatially distributed dynamical systems, where individual subsystems are coupled via latent variables and observed through a filter. We represent this model as a directed…

Deterministic variables are variables that are fully explained by one or more parent variables. They commonly arise when a variable has been algebraically constructed from one or more parent variables, as with composite variables, and in…

This work presents a framework for studying temporal networks using zigzag persistence, a tool from the field of Topological Data Analysis (TDA). The resulting approach is general and applicable to a wide variety of time-varying graphs. For…

Modern approaches for learning on dynamic graphs have adopted the use of batches instead of applying updates one by one. The use of batches allows these techniques to become helpful in streaming scenarios where updates to graphs are…

Time series prediction has been studied in a variety of domains. However, it is still challenging to predict future series given historical observations and past exogenous data. Existing methods either fail to consider the interactions…

Graphs are a powerful representation tool in machine learning applications, with link prediction being a key task in graph learning. Temporal link prediction in dynamic networks is of particular interest due to its potential for solving…

Multivariate time series anomaly detection (MTAD) plays a vital role in a wide variety of real-world application domains. Over the past few years, MTAD has attracted rapidly increasing attention from both academia and industry. Many deep…

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

In this paper, we aim to improve multivariate anomaly detection (AD) by modeling the \textit{time-varying non-linear spatio-temporal correlations} found in multivariate time series data . In multivariate time series data, an anomaly may be…

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…

Time-varying causal models provide a powerful framework for studying dynamic scientific systems, yet most existing approaches assume that the underlying causal network is known a priori - an assumption rarely satisfied in real-world domains…

Directed acyclic graphs (DAGs) and associated probability models are widely used to model neural connectivity and communication channels. In many experiments, data are collected from multiple subjects whose connectivities may differ but are…

Inductive representation learning on temporal graphs is an important step toward salable machine learning on real-world dynamic networks. The evolving nature of temporal dynamic graphs requires handling new nodes as well as capturing…