An official website of the United States government
The forecasting of significant societal events such as civil unrest and economic crisis is an interesting and challenging problem which requires both timeliness, precision, and comprehensiveness. Significant societal events are influenced and indicated jointly by multiple aspects of a society, including its economics, politics, and culture. Traditional forecasting methods based on a single data source find it hard to cover all these aspects comprehensively, thus limiting model performance. Multi-source event forecasting has proven promising but still suffers from several challenges, including (1) geographical hierarchies in multi-source data features, (2) hierarchical missing values, (3) characterization of structured feature sparsity, and (4) difficulty in model’s online update with incomplete multiple sources. This article proposes a novel feature learning model that concurrently addresses all the above challenges. Specifically, given multi-source data from different geographical levels, we design a new forecasting model by characterizing the lower-level features’ dependence on higher-level features. To handle the correlations amidst structured feature sets and deal with missing values among the coupled features, we propose a novel feature learning model based on an N th-order strong hierarchy and fused-overlapping group Lasso. An efficient algorithm is developed to optimize model parameters and ensure global optima. More importantly, to enable the model update in real time, the online learning algorithm is formulated and active set techniques are leveraged to resolve the crucial challenge when new patterns of missing features appear in real time. Extensive experiments on 10 datasets in different domains demonstrate the effectiveness and efficiency of the proposed models.
more »
« less
Joint Modeling of Local and Global Temporal Dynamics for Multivariate Time Series Forecasting with Missing Values
Multivariate time series (MTS) forecasting is widely used in various domains, such as meteorology and traffic. Due to limitations on data collection, transmission, and storage, realworld MTS data usually contains missing values, making it infeasible to apply existing MTS forecasting models such as linear regression and recurrent neural networks. Though many efforts have been devoted to this problem, most of them solely rely on local dependencies for imputing missing values, which ignores global temporal dynamics. Local dependencies/patterns would become less useful when the missing ratio is high, or the data have consecutive missing values; while exploring global patterns can alleviate such problem. Thus, jointly modeling local and global temporal dynamics is very promising for MTS forecasting with missing values. However, work in this direction is rather limited. Therefore, we study a novel problem of MTS forecasting with missing values by jointly exploring local and global temporal dynamics. We propose a new framework LGnet, which leverages memory network to explore global patterns given estimations from local perspectives. We further introduce adversarial training to enhance the modeling of global temporal distribution. Experimental results on real-world datasets show the effectiveness of LGnet for MTS forecasting with missing values and its robustness under various missing ratios.
more »
« less
- Award ID(s):
- 1909702
- PAR ID:
- 10167745
- Date Published:
- Journal Name:
- Proceedings of the AAAI Conference on Artificial Intelligence
- ISSN:
- 2159-5399
- Page Range / eLocation ID:
- 5956 - 5963
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
Predictive modeling of clinical time series data is challenging due to various factors. One such difficulty is the existence of missing values, which leads to irregular data. Another challenge is capturing correlations across multiple dimensions in order to achieve accurate predictions. Additionally, it is essential to take into account the temporal structure, which includes both short-term and long-term recurrent patterns, to gain a comprehensive understanding of disease progression and to make accurate predictions for personalized healthcare. In critical situations, models that can make multi-step ahead predictions are essential for early detection. This review emphasizes the need for forecasting models that can effectively address the aforementioned challenges. The selection of models must also take into account the data-related constraints during the modeling process. Time series models can be divided into statistical, machine learning, and deep learning models. This review concentrates on the main models within these categories, discussing their capability to tackle the mentioned challenges. Furthermore, this paper provides a brief overview of a technique aimed at mitigating the limitations of a specific model to enhance its suitability for clinical prediction. It also explores ensemble forecasting methods designed to merge the strengths of various models while reducing their respective weaknesses, and finally discusses hierarchical models. Apart from the technical details provided in this document, there are certain aspects in predictive modeling research that have arisen as possible obstacles in implementing models using biomedical data. These obstacles are discussed leading to the future prospects of model building with artificial intelligence in healthcare domain.more » « less
-
The goal of the crime forecasting problem is to predict different types of crimes for each geographical region (like a neighborhood or censor tract) in the near future. Since nearby regions usually have similar socioeconomic characteristics which indicate similar crime patterns, recent state-of-the-art solutions constructed a distance-based region graph and utilized Graph Neural Network (GNN) techniques for crime forecasting, because the GNN techniques could effectively exploit the latent relationships between neighboring region nodes in the graph if the edges reveal high dependency or correlation. However, this distance-based pre-defined graph can not fully capture crime correlation between regions that are far from each other but share similar crime patterns. Hence, to make a more accurate crime prediction, the main challenge is to learn a better graph that reveals the dependencies between regions in crime occurrences and meanwhile captures the temporal patterns from historical crime records. To address these challenges, we propose an end-to-end graph convolutional recurrent network called HAGEN with several novel designs for crime prediction. Specifically, our framework could jointly capture the crime correlation between regions and the temporal crime dynamics by combining an adaptive region graph learning module with the Diffusion Convolution Gated Recurrent Unit (DCGRU). Based on the homophily assumption of GNN (i.e., graph convolution works better where neighboring nodes share the same label), we propose a homophily-aware constraint to regularize the optimization of the region graph so that neighboring region nodes on the learned graph share similar crime patterns, thus fitting the mechanism of diffusion convolution. Empirical experiments and comprehensive analysis on two real-world datasets showcase the effectiveness of HAGEN.more » « less
-
Large quantities of asynchronous event sequence data such as crime records, emergence call logs, and financial transactions are becoming increasingly available from various fields. These event sequences often exhibit both long-term and short-term temporal dependencies. Variations of neural network based temporal point processes have been widely used for modeling such asynchronous event sequences. However, many current architectures including attention based point processes struggle with long event sequences due to computational inefficiency. To tackle the challenge, we propose an efficient sparse transformer Hawkes process (STHP), which has two components. For the first component, a transformer with a novel temporal sparse self-attention mechanism is applied to event sequences with arbitrary intervals, mainly focusing on short-term dependencies. For the second component, a transformer is applied to the time series of aggregated event counts, primarily targeting the extraction of long-term periodic dependencies. Both components complement each other and are fused together to model the conditional intensity function of a point process for future event forecasting. Experiments on real-world datasets show that the proposed STHP outperforms baselines and achieves significant improvement in computational efficiency without sacrificing prediction performance for long sequences.more » « less
-
null (Ed.)Most graph neural network models learn embeddings of nodes in static attributed graphs for predictive analysis. Recent attempts have been made to learn temporal proximity of the nodes. We find that real dynamic attributed graphs exhibit complex phenomenon of co-evolution between node attributes and graph structure. Learning node embeddings for forecasting change of node attributes and evolution of graph structure over time remains an open problem. In this work, we present a novel framework called CoEvoGNN for modeling dynamic attributed graph sequence. It preserves the impact of earlier graphs on the current graph by embedding generation through the sequence of attributed graphs. It has a temporal self-attention architecture to model long-range dependencies in the evolution. Moreover, CoEvoGNN optimizes model parameters jointly on two dynamic tasks, attribute inference and link prediction over time. So the model can capture the co-evolutionary patterns of attribute change and link formation. This framework can adapt to any graph neural algorithms so we implemented and investigated three methods based on it: CoEvoGCN, CoEvoGAT, and CoEvoSAGE. Experiments demonstrate the framework (and its methods) outperforms strong baseline methods on predicting an entire unseen graph snapshot of personal attributes and interpersonal links in dynamic social graphs and financial graphs.more » « less
- Free Publicly Accessible Full Text
-
Accepted Manuscript1.0
- Conference Paper:
- https://doi.org/10.1609/aaai.v34i04.6056
