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Time-aware personalized graph convolutional network for multivariate time series forecasting

delete2024-04-01
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PRE
AI
Z
Zhuolin Li
Z
Ziheng Gao
张
张晓琳 (Xiaolin Zhang)
G
Gaowei Zhang
L
Lingyu Xu *
DOI:10.1016/j.eswa.2023.122471delete
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摘要

摘要

En 中文
The use of graph structures to model variable dependencies in multivariate time series data holds promise. Probabilistic graph models, sampling discrete graphs from neural network-parameterized distributions, have shown efficacy. However, the current approaches ignore that dependencies are dynamic and constrained by heterogeneous information. For instance, interactions among traffic data's roads are constrained by traffic volume and network topology. Furthermore, the existing spatio-temporal graph propagation mechanism has failed to account for the impact of the evolutionary patterns of the nodes themselves on future outcomes. To address these limitations, this research introduces a novel approach: a time-aware personalized graph convolutional network (TPGCN) consisting of time-aware discrete graph structure estimation (TADG) and dynamic personalized graph convolutional (DPGC) components. The TADG module confronts the challenge of graph learning by framing it as an inference issue within a heterogeneous information landscape. Through dynamic inputs, it deduces graph structures that are influenced by the varying nature of interactions. DPGC, drawing inspiration from personalized PageRank, models variable effects while considering evolutionary patterns and external factors. By dynamically fusing these two types of information at every information aggregation, our approach outperforms existing state-of-the-art methods, as demonstrated on eight benchmark datasets.
Keyword:
Multivariate time series forecasting
Probabilistic graph models
Heterogeneous information
Dynamic graph learning
Personalized pageRank

期刊

Expert Systems with Applications 封面图
Expert Systems with Applications
IF:
7.5
论文数:
3.0W
被引数:
10.2W

机构

B
beijing university of posts & telecommunications
学者数:
1.4W
论文数: 1.2W
被引数: 9
S
shanghai university
学者数:
3.9W
论文数: 2.7W
被引数: 52
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