相关论文: Grasynda: Graph-based Synthetic Time Series Genera…

Recent advancements in graph representation learning have shifted attention towards dynamic graphs, which exhibit evolving topologies and features over time. The increased use of such graphs creates a paramount need for generative models…

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…

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…

Generating high-quality synthetic time series is a fundamental yet challenging task across domains such as forecasting and anomaly detection, where real data can be scarce, noisy, or costly to collect. Unlike static data generation,…

Graph deep learning methods have become popular tools to process collections of correlated time series. Unlike traditional multivariate forecasting methods, graph-based predictors leverage pairwise relationships by conditioning forecasts on…

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,…

The field of hypothesis generation promises to reduce costs in neuroscience by narrowing the range of interventional studies needed to study various phenomena. Existing machine learning methods can generate scientific hypotheses from…

Graph generation is an important area in network science. Traditional approaches focus on replicating specific properties of real-world graphs, such as small diameters or power-law degree distributions. Recent advancements in deep learning,…

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…

Recent studies have shown great promise in applying graph neural networks for multivariate time series forecasting, where the interactions of time series are described as a graph structure and the variables are represented as the graph…

Graph neural networks, a powerful deep learning tool to model graph-structured data, have demonstrated remarkable performance on numerous graph learning tasks. To address the data noise and data scarcity issues in deep graph learning, the…

With the development of Artificial Intelligence, numerous real-world tasks have been accomplished using technology integrated with deep learning. To achieve optimal performance, deep neural networks typically require large volumes of data…

Synthetic data has transformed language model training, yet its role in time series forecasting remains poorly understood. We present a large-scale empirical study: nine experiment groups, 4,218 runs systematically evaluating synthetic time…

We consider the problem of graph generation guided by network statistics, i.e., the generation of graphs which have given values of various numerical measures that characterize networks, such as the clustering coefficient and the number of…

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…

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.…

Encoder-decoder deep neural networks have been increasingly studied for multi-horizon time series forecasting, especially in real-world applications. However, to forecast accurately, these sophisticated models typically rely on a large…

Data augmentation has been widely used in machine learning for natural language processing and computer vision tasks to improve model performance. However, little research has studied data augmentation on graph neural networks, particularly…

Generating synthetic data for financial time series poses challenges, especially considering their non-stationary nature. Traditional statistical time series models normally assume weak stationarity. However, this assumption can constrain…

In recent years, neural networks achieved much success in various applications. The main challenge in training deep neural networks is the lack of sufficient data to improve the model's generalization and avoid overfitting. One of the…