Graph Neural Flows for Unveiling Systemic Interactions Among Irregularly Sampled Time Series
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866912095213191168 |
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| author | Mercatali, Giangiacomo Freitas, Andre Chen, Jie |
| author_facet | Mercatali, Giangiacomo Freitas, Andre Chen, Jie |
| contents | Interacting systems are prevalent in nature. It is challenging to accurately predict the dynamics of the system if its constituent components are analyzed independently. We develop a graph-based model that unveils the systemic interactions of time series observed at irregular time points, by using a directed acyclic graph to model the conditional dependencies (a form of causal notation) of the system components and learning this graph in tandem with a continuous-time model that parameterizes the solution curves of ordinary differential equations (ODEs). Our technique, a graph neural flow, leads to substantial enhancements over non-graph-based methods, as well as graph-based methods without the modeling of conditional dependencies. We validate our approach on several tasks, including time series classification and forecasting, to demonstrate its efficacy. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_14030 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Graph Neural Flows for Unveiling Systemic Interactions Among Irregularly Sampled Time Series Mercatali, Giangiacomo Freitas, Andre Chen, Jie Machine Learning Computation and Language Interacting systems are prevalent in nature. It is challenging to accurately predict the dynamics of the system if its constituent components are analyzed independently. We develop a graph-based model that unveils the systemic interactions of time series observed at irregular time points, by using a directed acyclic graph to model the conditional dependencies (a form of causal notation) of the system components and learning this graph in tandem with a continuous-time model that parameterizes the solution curves of ordinary differential equations (ODEs). Our technique, a graph neural flow, leads to substantial enhancements over non-graph-based methods, as well as graph-based methods without the modeling of conditional dependencies. We validate our approach on several tasks, including time series classification and forecasting, to demonstrate its efficacy. |
| title | Graph Neural Flows for Unveiling Systemic Interactions Among Irregularly Sampled Time Series |
| topic | Machine Learning Computation and Language |
| url | https://arxiv.org/abs/2410.14030 |