Graph Neural Networks for Multivariate Time Series Regression with Application to Seismic Data
Machine learning, with its advances in deep learning has shown great potential in analyzing time series. In many scenarios, however, additional information that can potentially improve the predictions is available. This is crucial for data that arise from e.g., sensor networks that contain information about sensor locations. Then, such spatial information can be exploited by modeling it via graph structures, along with the sequential (time series) information. Recent advances in adapting deep learning to graphs have shown potential in various tasks. However, these methods have not been adapted for time series tasks to a great extent. Most attempts have essentially consolidated around time series forecasting with small sequence lengths. Generally, these architectures are not well suited for regression or classification tasks where the value to be predicted is not strictly depending on the most recent values, but rather on the whole length of the time series. We propose TISER-GCN, a novel graph neural network architecture for processing, in particular, these long time series in a multivariate regression task. Our proposed model is tested on two seismic datasets containing earthquake waveforms, where the goal is to predict maximum intensity measurements of ground shaking at each seismic station. Our findings demonstrate promising results of our approach -- with an average MSE reduction of 16.3% - compared to the best performing baselines. In addition, our approach matches the baseline scores by needing only half the input size. The results are discussed in depth with an additional ablation study.
Code (1)
Tasks
Graph Neural NetworkregressionTime SeriesTime Series AnalysisTime Series ForecastingTime Series RegressionMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Joint estimation of sparse multivariate regression and conditional graphical models
Multivariate regression model is a natural generalization of the classical univari- ate regression model for fitting multiple responses. In this paper, we propose a high- dimensional multivariate conditional regression m…
regressionAdversarial Examples in Deep Learning for Multivariate Time Series Regression
Multivariate time series (MTS) regression tasks are common in many real-world data mining applications including finance, cybersecurity, energy, healthcare, prognostics, and many others. Due to the tremendous success of …
Adversarial AttackDeep Learningimage-classificationImage Classification+4ForecastGrapher: Redefining Multivariate Time Series Forecasting with Graph Neural Networks
The challenge of effectively learning inter-series correlations for multivariate time series forecasting remains a substantial and unresolved problem. Traditional deep learning models, which are largely dependent on the …
Multivariate Time Series ForecastingNode RegressionTime SeriesTime Series ForecastingE2GAN: End-to-End Generative Adversarial Network or Multivariate Time Series Imputation
The missing values, appear in most of multivariate time series, prevent advanced analysis of multivariate time series data. Existing imputation approaches try to deal with missing values by deletion, statistical imputati…
Generative Adversarial NetworkImputationMissing ValuesMultivariate Time Series Imputation+2A Non-linear Function-on-Function Model for Regression with Time Series Data
In the last few decades, building regression models for non-scalar variables, including time series, text, image, and video, has attracted increasing interests of researchers from the data analytic community. In this pap…
regressionTime SeriesTime Series AnalysisTime Series Regression