论文标题

正则图形结构学习具有多变量的语义知识预测的时间序列

Regularized Graph Structure Learning with Semantic Knowledge for Multi-variates Time-Series Forecasting

论文作者

Yu, Hongyuan, Li, Ting, Yu, Weichen, Li, Jianguo, Huang, Yan, Wang, Liang, Liu, Alex

论文摘要

对于许多应用程序,多元时间序列预测是一项关键任务,并且由于其能力同时捕获时空相关性,因此对图表时间序列网络进行了广泛的研究。但是,大多数现有的作品更多地集中在使用显式的先验图结构上学习,同时忽略隐式图结构中的潜在信息,从而产生不完整的结构建模。最近的一些作品试图直接学习内在或隐式图结构,同时缺乏将显式先验结构与隐式结构结合在一起的方法。在本文中,我们提出了正规图结构学习(RGSL)模型,以将显式的先验结构和隐式结构融合在一起,并将预测深网与图结构一起学习。 RGSL由两个创新的模块组成。首先,我们通过节点嵌入得出一个隐式密度相似性矩阵,并根据Gumbel SoftMax Trick使用正则图生成(RGG)学习稀疏图结构。其次,我们提出了一个laplacian矩阵混合模块(LM3),以将显式图和隐式图融合在一起。我们在三个现实单词数据集上进行实验。结果表明,所提出的RGSL模型在同时学习有意义的图形结构的同时,优于现有的图表预测算法。我们的代码和模型可在https://github.com/alipay/rgsl.git上公开提供。

Multivariate time-series forecasting is a critical task for many applications, and graph time-series network is widely studied due to its capability to capture the spatial-temporal correlation simultaneously. However, most existing works focus more on learning with the explicit prior graph structure, while ignoring potential information from the implicit graph structure, yielding incomplete structure modeling. Some recent works attempt to learn the intrinsic or implicit graph structure directly while lacking a way to combine explicit prior structure with implicit structure together. In this paper, we propose Regularized Graph Structure Learning (RGSL) model to incorporate both explicit prior structure and implicit structure together, and learn the forecasting deep networks along with the graph structure. RGSL consists of two innovative modules. First, we derive an implicit dense similarity matrix through node embedding, and learn the sparse graph structure using the Regularized Graph Generation (RGG) based on the Gumbel Softmax trick. Second, we propose a Laplacian Matrix Mixed-up Module (LM3) to fuse the explicit graph and implicit graph together. We conduct experiments on three real-word datasets. Results show that the proposed RGSL model outperforms existing graph forecasting algorithms with a notable margin, while learning meaningful graph structure simultaneously. Our code and models are made publicly available at https://github.com/alipay/RGSL.git.

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