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TimeGNN: Temporal Dynamic Graph Learning for Time Series Forecasting
KTH, School of Electrical Engineering and Computer Science (EECS), Computer Science, Software and Computer systems, SCS.ORCID iD: 0000-0003-2404-6030
École Polytechnique IPP, Palaiseau, France.
KTH, School of Electrical Engineering and Computer Science (EECS), Computer Science, Software and Computer systems, SCS. École Polytechnique IPP, Palaiseau, France.ORCID iD: 0000-0001-5923-4440
2024 (English)In: Complex Networks and Their Applications XII - Proceedings of The 12th International Conference on Complex Networks and their Applications: COMPLEX NETWORKS 2023 Volume 1, Springer Science and Business Media Deutschland GmbH , 2024, p. 87-99Conference paper, Published paper (Refereed)
Abstract [en]

Time series forecasting lies at the core of important real-world applications in many fields of science and engineering. The abundance of large time series datasets that consist of complex patterns and long-term dependencies has led to the development of various neural network architectures. Graph neural network approaches, which jointly learn a graph structure based on the correlation of raw values of multivariate time series while forecasting, have recently seen great success. However, such solutions are often costly to train and difficult to scale. In this paper, we propose TimeGNN, a method that learns dynamic temporal graph representations that can capture the evolution of inter-series patterns along with the correlations of multiple series. TimeGNN achieves inference times 4 to 80 times faster than other state-of-the-art graph-based methods while achieving comparable forecasting performance.

Place, publisher, year, edition, pages
Springer Science and Business Media Deutschland GmbH , 2024. p. 87-99
Keywords [en]
GNNs, Graph Structure Learning, Time Series Forecasting
National Category
Computer Sciences
Identifiers
URN: urn:nbn:se:kth:diva-344818DOI: 10.1007/978-3-031-53468-3_8ISI: 001264435300008Scopus ID: 2-s2.0-85187679129OAI: oai:DiVA.org:kth-344818DiVA, id: diva2:1847624
Conference
12th International Conference on Complex Networks and their Applications, COMPLEX NETWORKS 2023, Menton, France, Nov 28 2023 - Nov 30 2023
Note

QC 20240409

Part of ISBN 9783031534676

Available from: 2024-03-28 Created: 2024-03-28 Last updated: 2024-09-03Bibliographically approved

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Xu, NancyVazirgiannis, Michalis

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Output format
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