Timezone: »
Graph neural networks (GNNs) offer a new powerful alternative for multivariate time series forecasting, demonstrating remarkable success in a variety of spatio-temporal applications, from urban flow monitoring systems to health care informatics to financial analytics. Yet, such GNN models pre-dominantly capture only lower order interactions, that is, pairwise relations among nodes, and also largely ignore intrinsic time-conditioned information on the underlying topology of multivariate time series. To address these limitations, we propose a new time-aware GNN architecture which amplifies the power of the recently emerged simplicial neural networks with a time-conditioned topological knowledge representation in a form of zigzag persistence. That is, our new approach, Zigzag Filtration Curve based Supra-Hodge Convolution Networks (ZFC-SHCN) is built upon the two main components: (i) a new highly computationally efficientzigzag persistence curve which allows us to systematically encode time-conditioned topological information, and (ii) a new temporal multiplex graph representation module for learning higher-order network interactions. We discuss theoretical properties of the proposed time-conditioned topological knowledge representation and extensively validate the new time-aware ZFC-SHCN model in conjunction with time series forecasting on a broad range of synthetic and real-world datasets: traffic flows, COVID-19 biosurveillance, Ethereum blockchain, surface air temperature, wind energy, and vector autoregressions. Our experiments demonstrate that the ZFC-SHCN achieves the state-of-the-art performance with lower requirements on computational costs.
Author Information
Yuzhou Chen (INRIA)
Yulia Gel (University of Texas, Dallas)
H. Vincent Poor (Princeton University)
More from the Same Authors
-
2022 Spotlight: Reduction Algorithms for Persistence Diagrams of Networks: CoralTDA and PrunIT »
Cuneyt G Akcora · Murat Kantarcioglu · Yulia Gel · Baris Coskunuzer -
2022 Poster: Reduction Algorithms for Persistence Diagrams of Networks: CoralTDA and PrunIT »
Cuneyt G Akcora · Murat Kantarcioglu · Yulia Gel · Baris Coskunuzer -
2022 Poster: ToDD: Topological Compound Fingerprinting in Computer-Aided Drug Discovery »
AndaƧ Demir · Baris Coskunuzer · Yulia Gel · Ignacio Segovia-Dominguez · Yuzhou Chen · Bulent Kiziltan -
2022 Poster: Chartalist: Labeled Graph Datasets for UTXO and Account-based Blockchains »
Kiarash Shamsi · Friedhelm Victor · Murat Kantarcioglu · Yulia Gel · Cuneyt G Akcora -
2021 Poster: Topological Relational Learning on Graphs »
Yuzhou Chen · Baris Coskunuzer · Yulia Gel -
2020 Poster: Convergence of Meta-Learning with Task-Specific Adaptation over Partial Parameters »
Kaiyi Ji · Jason Lee · Yingbin Liang · H. Vincent Poor -
2020 Poster: Tackling the Objective Inconsistency Problem in Heterogeneous Federated Optimization »
Jianyu Wang · Qinghua Liu · Hao Liang · Gauri Joshi · H. Vincent Poor -
2019 Poster: Nonconvex Low-Rank Symmetric Tensor Completion from Noisy Data »
Changxiao Cai · Gen Li · H. Vincent Poor · Yuxin Chen