In this paper, a novel method to perform model-based clustering of time series is proposed. The procedure relies on two iterative steps: (i) K global forecasting models are fitted via pooling by considering the series pertaining to each cluster and (ii) each series is assigned to the group associated with the model producing the best forecasts according to a particular criterion. Unlike most techniques proposed in the literature, the method considers the predictive accuracy as the main element for constructing the clustering partition, which contains groups jointly minimizing the overall forecasting error. Thus, the approach leads to a new clustering paradigm where the quality of the clustering solution is measured in terms of its predictive capability. In addition, the procedure gives rise to an effective mechanism for selecting the number of clusters in a time series database and can be used in combination with any class of regression model. An extensive simulation study shows that our method outperforms several alternative techniques concerning both clustering effectiveness and predictive accuracy. The approach is also applied to perform clustering in several datasets used as standard benchmarks in the time series literature, obtaining great results.
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Recent studies have shifted their focus towards formulating traffic forecasting as a spatio-temporal graph modeling problem. Typically, they constructed a static spatial graph at each time step and then connected each node with itself between adjacent time steps to create a spatio-temporal graph. However, this approach failed to explicitly reflect the correlations between different nodes at different time steps, thus limiting the learning capability of graph neural networks. Additionally, those models overlooked the dynamic spatio-temporal correlations among nodes by using the same adjacency matrix across different time steps. To address these limitations, we propose a novel approach called Spatio-Temporal Joint Graph Convolutional Networks (STJGCN) for accurate traffic forecasting on road networks over multiple future time steps. Specifically, our method encompasses the construction of both pre-defined and adaptive spatio-temporal joint graphs (STJGs) between any two time steps, which represent comprehensive and dynamic spatio-temporal correlations. We further introduce dilated causal spatio-temporal joint graph convolution layers on the STJG to capture spatio-temporal dependencies from distinct perspectives with multiple ranges. To aggregate information from different ranges, we propose a multi-range attention mechanism. Finally, we evaluate our approach on five public traffic datasets and experimental results demonstrate that STJGCN is not only computationally efficient but also outperforms 11 state-of-the-art baseline methods.
Language models retain a significant amount of world knowledge from their pre-training stage. This allows knowledgeable models to be applied to knowledge-intensive tasks prevalent in information retrieval, such as ranking or question answering. Understanding how and which factual information is acquired by our models is necessary to build responsible models. However, limited work has been done to understand the effect of pre-training tasks on the amount of knowledge captured and forgotten by language models during pre-training. Building a better understanding of knowledge acquisition is the goal of this paper. Therefore, we utilize a selection of pre-training tasks to infuse knowledge into our model. In the following steps, we test the model's knowledge retention by measuring its ability to answer factual questions. Our experiments show that masking entities and principled masking of correlated spans based on pointwise mutual information lead to more factual knowledge being retained than masking random tokens. Our findings demonstrate that, like the ability to perform a task, the (factual) knowledge acquired from being trained on that task is forgotten when a model is trained to perform another task (catastrophic forgetting) and how to prevent this phenomenon. To foster reproducibility, the code, as well as the data used in this paper, are openly available.
Deep neural networks offer an alternative paradigm for modeling weather conditions. The ability of neural models to make a prediction in less than a second once the data is available and to do so with very high temporal and spatial resolution, and the ability to learn directly from atmospheric observations, are just some of these models' unique advantages. Neural models trained using atmospheric observations, the highest fidelity and lowest latency data, have to date achieved good performance only up to twelve hours of lead time when compared with state-of-the-art probabilistic Numerical Weather Prediction models and only for the sole variable of precipitation. In this paper, we present MetNet-3 that extends significantly both the lead time range and the variables that an observation based neural model can predict well. MetNet-3 learns from both dense and sparse data sensors and makes predictions up to 24 hours ahead for precipitation, wind, temperature and dew point. MetNet-3 introduces a key densification technique that implicitly captures data assimilation and produces spatially dense forecasts in spite of the network training on extremely sparse targets. MetNet-3 has a high temporal and spatial resolution of, respectively, up to 2 minutes and 1 km as well as a low operational latency. We find that MetNet-3 is able to outperform the best single- and multi-member NWPs such as HRRR and ENS over the CONUS region for up to 24 hours ahead setting a new performance milestone for observation based neural models. MetNet-3 is operational and its forecasts are served in Google Search in conjunction with other models.
Long-term time series forecasting plays an important role in various real-world scenarios. Recent deep learning methods for long-term series forecasting tend to capture the intricate patterns of time series by decomposition-based or sampling-based methods. However, most of the extracted patterns may include unpredictable noise and lack good interpretability. Moreover, the multivariate series forecasting methods usually ignore the individual characteristics of each variate, which may affecting the prediction accuracy. To capture the intrinsic patterns of time series, we propose a novel deep learning network architecture, named Multi-resolution Periodic Pattern Network (MPPN), for long-term series forecasting. We first construct context-aware multi-resolution semantic units of time series and employ multi-periodic pattern mining to capture the key patterns of time series. Then, we propose a channel adaptive module to capture the perceptions of multivariate towards different patterns. In addition, we present an entropy-based method for evaluating the predictability of time series and providing an upper bound on the prediction accuracy before forecasting. Our experimental evaluation on nine real-world benchmarks demonstrated that MPPN significantly outperforms the state-of-the-art Transformer-based, decomposition-based and sampling-based methods for long-term series forecasting.
We introduce the concept of programmable feature engineering for time series modeling and propose a feature programming framework. This framework generates large amounts of predictive features for noisy multivariate time series while allowing users to incorporate their inductive bias with minimal effort. The key motivation of our framework is to view any multivariate time series as a cumulative sum of fine-grained trajectory increments, with each increment governed by a novel spin-gas dynamical Ising model. This fine-grained perspective motivates the development of a parsimonious set of operators that summarize multivariate time series in an abstract fashion, serving as the foundation for large-scale automated feature engineering. Numerically, we validate the efficacy of our method on several synthetic and real-world noisy time series datasets.
Spatio-temporal forecasting is challenging attributing to the high nonlinearity in temporal dynamics as well as complex location-characterized patterns in spatial domains, especially in fields like weather forecasting. Graph convolutions are usually used for modeling the spatial dependency in meteorology to handle the irregular distribution of sensors' spatial location. In this work, a novel graph-based convolution for imitating the meteorological flows is proposed to capture the local spatial patterns. Based on the assumption of smoothness of location-characterized patterns, we propose conditional local convolution whose shared kernel on nodes' local space is approximated by feedforward networks, with local representations of coordinate obtained by horizon maps into cylindrical-tangent space as its input. The established united standard of local coordinate system preserves the orientation on geography. We further propose the distance and orientation scaling terms to reduce the impacts of irregular spatial distribution. The convolution is embedded in a Recurrent Neural Network architecture to model the temporal dynamics, leading to the Conditional Local Convolution Recurrent Network (CLCRN). Our model is evaluated on real-world weather benchmark datasets, achieving state-of-the-art performance with obvious improvements. We conduct further analysis on local pattern visualization, model's framework choice, advantages of horizon maps and etc.
In this paper, we propose a one-stage online clustering method called Contrastive Clustering (CC) which explicitly performs the instance- and cluster-level contrastive learning. To be specific, for a given dataset, the positive and negative instance pairs are constructed through data augmentations and then projected into a feature space. Therein, the instance- and cluster-level contrastive learning are respectively conducted in the row and column space by maximizing the similarities of positive pairs while minimizing those of negative ones. Our key observation is that the rows of the feature matrix could be regarded as soft labels of instances, and accordingly the columns could be further regarded as cluster representations. By simultaneously optimizing the instance- and cluster-level contrastive loss, the model jointly learns representations and cluster assignments in an end-to-end manner. Extensive experimental results show that CC remarkably outperforms 17 competitive clustering methods on six challenging image benchmarks. In particular, CC achieves an NMI of 0.705 (0.431) on the CIFAR-10 (CIFAR-100) dataset, which is an up to 19\% (39\%) performance improvement compared with the best baseline.
Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its variables depend on one another but, upon looking closely, it is fair to say that existing methods fail to fully exploit latent spatial dependencies between pairs of variables. In recent years, meanwhile, graph neural networks (GNNs) have shown high capability in handling relational dependencies. GNNs require well-defined graph structures for information propagation which means they cannot be applied directly for multivariate time series where the dependencies are not known in advance. In this paper, we propose a general graph neural network framework designed specifically for multivariate time series data. Our approach automatically extracts the uni-directed relations among variables through a graph learning module, into which external knowledge like variable attributes can be easily integrated. A novel mix-hop propagation layer and a dilated inception layer are further proposed to capture the spatial and temporal dependencies within the time series. The graph learning, graph convolution, and temporal convolution modules are jointly learned in an end-to-end framework. Experimental results show that our proposed model outperforms the state-of-the-art baseline methods on 3 of 4 benchmark datasets and achieves on-par performance with other approaches on two traffic datasets which provide extra structural information.
Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of modeling complex patterns or dependencies lying in real word data. To address such concerns, various deep learning models, mainly Recurrent Neural Network (RNN) based methods, are proposed. Nevertheless, capturing extremely long-term patterns while effectively incorporating information from other variables remains a challenge for time-series forecasting. Furthermore, lack-of-explainability remains one serious drawback for deep neural network models. Inspired by Memory Network proposed for solving the question-answering task, we propose a deep learning based model named Memory Time-series network (MTNet) for time series forecasting. MTNet consists of a large memory component, three separate encoders, and an autoregressive component to train jointly. Additionally, the attention mechanism designed enable MTNet to be highly interpretable. We can easily tell which part of the historic data is referenced the most.
Traditional methods for link prediction can be categorized into three main types: graph structure feature-based, latent feature-based, and explicit feature-based. Graph structure feature methods leverage some handcrafted node proximity scores, e.g., common neighbors, to estimate the likelihood of links. Latent feature methods rely on factorizing networks' matrix representations to learn an embedding for each node. Explicit feature methods train a machine learning model on two nodes' explicit attributes. Each of the three types of methods has its unique merits. In this paper, we propose SEAL (learning from Subgraphs, Embeddings, and Attributes for Link prediction), a new framework for link prediction which combines the power of all the three types into a single graph neural network (GNN). GNN is a new type of neural network which directly accepts graphs as input and outputs their labels. In SEAL, the input to the GNN is a local subgraph around each target link. We prove theoretically that our local subgraphs also reserve a great deal of high-order graph structure features related to link existence. Another key feature is that our GNN can naturally incorporate latent features and explicit features. It is achieved by concatenating node embeddings (latent features) and node attributes (explicit features) in the node information matrix for each subgraph, thus combining the three types of features to enhance GNN learning. Through extensive experiments, SEAL shows unprecedentedly strong performance against a wide range of baseline methods, including various link prediction heuristics and network embedding methods.
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