A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection

Fuente: arXiv
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Main Authors: Jin, Ming, Koh, Huan Yee, Wen, Qingsong, Zambon, Daniele, Alippi, Cesare, Webb, Geoffrey I., King, Irwin, Pan, Shirui
Format: Preprint
Published: 2023
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author Jin, Ming
Koh, Huan Yee
Wen, Qingsong
Zambon, Daniele
Alippi, Cesare
Webb, Geoffrey I.
King, Irwin
Pan, Shirui
author_facet Jin, Ming
Koh, Huan Yee
Wen, Qingsong
Zambon, Daniele
Alippi, Cesare
Webb, Geoffrey I.
King, Irwin
Pan, Shirui
contents 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 wealth of information implicit in available data. With the recent advancements in graph neural networks (GNNs), there has been a surge in GNN-based approaches for time series analysis. These approaches can explicitly model inter-temporal and inter-variable relationships, which traditional and other deep neural network-based methods struggle to do. In this survey, we provide a comprehensive review of graph neural networks for time series analysis (GNN4TS), encompassing four fundamental dimensions: forecasting, classification, anomaly detection, and imputation. Our aim is to guide designers and practitioners to understand, build applications, and advance research of GNN4TS. At first, we provide a comprehensive task-oriented taxonomy of GNN4TS. Then, we present and discuss representative research works and introduce mainstream applications of GNN4TS. A comprehensive discussion of potential future research directions completes the survey. This survey, for the first time, brings together a vast array of knowledge on GNN-based time series research, highlighting foundations, practical applications, and opportunities of graph neural networks for time series analysis.
format Preprint
id arxiv_https___arxiv_org_abs_2307_03759
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection
Jin, Ming
Koh, Huan Yee
Wen, Qingsong
Zambon, Daniele
Alippi, Cesare
Webb, Geoffrey I.
King, Irwin
Pan, Shirui
Machine Learning
Artificial Intelligence
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 wealth of information implicit in available data. With the recent advancements in graph neural networks (GNNs), there has been a surge in GNN-based approaches for time series analysis. These approaches can explicitly model inter-temporal and inter-variable relationships, which traditional and other deep neural network-based methods struggle to do. In this survey, we provide a comprehensive review of graph neural networks for time series analysis (GNN4TS), encompassing four fundamental dimensions: forecasting, classification, anomaly detection, and imputation. Our aim is to guide designers and practitioners to understand, build applications, and advance research of GNN4TS. At first, we provide a comprehensive task-oriented taxonomy of GNN4TS. Then, we present and discuss representative research works and introduce mainstream applications of GNN4TS. A comprehensive discussion of potential future research directions completes the survey. This survey, for the first time, brings together a vast array of knowledge on GNN-based time series research, highlighting foundations, practical applications, and opportunities of graph neural networks for time series analysis.
title A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2307.03759