Network of tensor time series

Baoyu Jing, Hanghang Tong, Yada Zhu

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Co-evolving time series appears in a multitude of applications such as environmental monitoring, financial analysis, and smart transportation. This paper aims to address the following challenges, including (C1) how to incorporate explicit relationship networks of the time series; (C2) how to model the implicit relationship of the temporal dynamics. We propose a novel model called Network of Tensor Time Series (NeT3), which is comprised of two modules, including Tensor Graph Convolutional Network (TGCN) and Tensor Recurrent Neural Network (TRNN). TGCN tackles the first challenge by generalizing Graph Convolutional Network (GCN) for flat graphs to tensor graphs, which captures the synergy between multiple graphs associated with the tensors. TRNN leverages tensor decomposition to model the implicit relationships among co-evolving time series. The experimental results on five real-world datasets demonstrate the efficacy of the proposed method.

Original languageEnglish (US)
Title of host publicationThe Web Conference 2021 - Proceedings of the World Wide Web Conference, WWW 2021
PublisherAssociation for Computing Machinery
Pages2425-2437
Number of pages13
ISBN (Electronic)9781450383127
DOIs
StatePublished - Apr 19 2021
Event2021 World Wide Web Conference, WWW 2021 - Ljubljana, Slovenia
Duration: Apr 19 2021Apr 23 2021

Publication series

NameThe Web Conference 2021 - Proceedings of the World Wide Web Conference, WWW 2021

Conference

Conference2021 World Wide Web Conference, WWW 2021
Country/TerritorySlovenia
CityLjubljana
Period4/19/214/23/21

Keywords

  • Co-evolving Time Series
  • Network of Tensor Time Series
  • Tensor Graph Convolutional Network
  • Tensor Recurrent Neural Network

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Software

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