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

A common problem when forecasting rare events, such as recessions, is limited data availability. Recent advancements in deep learning and generative adversarial networks (GANs) make it possible to produce high-fidelity synthetic data in…

Traffic flow forecasting is a critical spatio-temporal data mining task with wide-ranging applications in intelligent route planning and dynamic traffic management. Recent advancements in deep learning, particularly through Graph Neural…

A critical aspect of power systems research is the availability of suitable data, access to which is limited by privacy concerns and the sensitive nature of energy infrastructure. This lack of data, in turn, hinders the development of…

In the realm of generative models for graphs, extensive research has been conducted. However, most existing methods struggle with large graphs due to the complexity of representing the entire joint distribution across all node pairs and…

Long-term forecasting of multivariate urban data poses a significant challenge due to the complex spatiotemporal dependencies inherent in such datasets. This paper presents DST, a novel multivariate time-series forecasting model that…

Generative models for network time series (also known as dynamic graphs) have tremendous potential in fields such as epidemiology, biology and economics, where complex graph-based dynamics are core objects of study. Designing flexible and…

Domain generalization aim to train models to effectively perform on samples that are unseen and outside of the distribution. Adversarial data augmentation (ADA) is a widely used technique in domain generalization. It enhances the model…

Scalable spatial GPs for massive datasets can be built via sparse Directed Acyclic Graphs (DAGs) where a small number of directed edges is sufficient to flexibly characterize spatial dependence. The DAG can be used to devise fast algorithms…

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…

The usage of medical image data for the training of large-scale machine learning approaches is particularly challenging due to its scarce availability and the costly generation of data annotations, typically requiring the engagement of…

In recent years, there has been a surge in the prevalence of high- and multi-dimensional temporal data across various scientific disciplines. These datasets are characterized by their vast size and challenging potential for analysis. Such…

Dealing with missing values and incomplete time series is a labor-intensive, tedious, inevitable task when handling data coming from real-world applications. Effective spatio-temporal representations would allow imputation methods to…

Time-series data augmentation mitigates the issue of insufficient training data for deep learning models. Yet, existing augmentation methods are mainly designed for classification, where class labels can be preserved even if augmentation…

Forecasting univariate time series in the financial market is a challenging endeavor. While numerous statistical and machine learning models have been introduced to address this challenge, they typically concentrate solely on analyzing…

Graph neural networks (GNNs), especially dynamic GNNs, have become a research hotspot in spatio-temporal forecasting problems. While many dynamic graph construction methods have been developed, relatively few of them explore the causal…

With the increasing demands of training graph neural networks (GNNs) on large-scale graphs, graph data condensation has emerged as a critical technique to relieve the storage and time costs during the training phase. It aims to condense the…

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Multivariate time series classification (MTSC) is an important data mining task, which can be effectively solved by popular deep learning technology. Unfortunately, the existing deep learning-based methods neglect the hidden dependencies in…

Reliable machine learning and statistical analysis rely on diverse, well-distributed training data. However, real-world datasets are often limited in size and exhibit underrepresentation across key subpopulations, leading to biased…