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.

7
下载
关闭预览

相关内容

iOS 8 提供的应用间和应用跟系统的功能交互特性。
  • Today (iOS and OS X): widgets for the Today view of Notification Center
  • Share (iOS and OS X): post content to web services or share content with others
  • Actions (iOS and OS X): app extensions to view or manipulate inside another app
  • Photo Editing (iOS): edit a photo or video in Apple's Photos app with extensions from a third-party apps
  • Finder Sync (OS X): remote file storage in the Finder with support for Finder content annotation
  • Storage Provider (iOS): an interface between files inside an app and other apps on a user's device
  • Custom Keyboard (iOS): system-wide alternative keyboards

Source: iOS 8 Extensions: Apple’s Plan for a Powerful App Ecosystem

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.

0
22
下载
预览

In Multi-Label Text Classification (MLTC), one sample can belong to more than one class. It is observed that most MLTC tasks, there are dependencies or correlations among labels. Existing methods tend to ignore the relationship among labels. In this paper, a graph attention network-based model is proposed to capture the attentive dependency structure among the labels. The graph attention network uses a feature matrix and a correlation matrix to capture and explore the crucial dependencies between the labels and generate classifiers for the task. The generated classifiers are applied to sentence feature vectors obtained from the text feature extraction network (BiLSTM) to enable end-to-end training. Attention allows the system to assign different weights to neighbor nodes per label, thus allowing it to learn the dependencies among labels implicitly. The results of the proposed model are validated on five real-world MLTC datasets. The proposed model achieves similar or better performance compared to the previous state-of-the-art models.

0
35
下载
预览

Predicting the future trajectories of multiple interacting agents in a scene has become an increasingly important problem for many different applications ranging from control of autonomous vehicles and social robots to security and surveillance. This problem is compounded by the presence of social interactions between humans and their physical interactions with the scene. While the existing literature has explored some of these cues, they mainly ignored the multimodal nature of each human's future trajectory. In this paper, we present Social-BiGAT, a graph-based generative adversarial network that generates realistic, multimodal trajectory predictions by better modelling the social interactions of pedestrians in a scene. Our method is based on a graph attention network (GAT) that learns reliable feature representations that encode the social interactions between humans in the scene, and a recurrent encoder-decoder architecture that is trained adversarially to predict, based on the features, the humans' paths. We explicitly account for the multimodal nature of the prediction problem by forming a reversible transformation between each scene and its latent noise vector, as in Bicycle-GAN. We show that our framework achieves state-of-the-art performance comparing it to several baselines on existing trajectory forecasting benchmarks.

0
3
下载
预览

Time Series Classification (TSC) is an important and challenging problem in data mining. With the increase of time series data availability, hundreds of TSC algorithms have been proposed. Among these methods, only a few have considered Deep Neural Networks (DNNs) to perform this task. This is surprising as deep learning has seen very successful applications in the last years. DNNs have indeed revolutionized the field of computer vision especially with the advent of novel deeper architectures such as Residual and Convolutional Neural Networks. Apart from images, sequential data such as text and audio can also be processed with DNNs to reach state-of-the-art performance for document classification and speech recognition. In this article, we study the current state-of-the-art performance of deep learning algorithms for TSC by presenting an empirical study of the most recent DNN architectures for TSC. We give an overview of the most successful deep learning applications in various time series domains under a unified taxonomy of DNNs for TSC. We also provide an open source deep learning framework to the TSC community where we implemented each of the compared approaches and evaluated them on a univariate TSC benchmark (the UCR/UEA archive) and 12 multivariate time series datasets. By training 8,730 deep learning models on 97 time series datasets, we propose the most exhaustive study of DNNs for TSC to date.

0
8
下载
预览

Existing image inpainting methods typically fill holes by borrowing information from surrounding image regions. They often produce unsatisfactory results when the holes overlap with or touch foreground objects due to lack of information about the actual extent of foreground and background regions within the holes. These scenarios, however, are very important in practice, especially for applications such as distracting object removal. To address the problem, we propose a foreground-aware image inpainting system that explicitly disentangles structure inference and content completion. Specifically, our model learns to predict the foreground contour first, and then inpaints the missing region using the predicted contour as guidance. We show that by this disentanglement, the contour completion model predicts reasonable contours of objects, and further substantially improves the performance of image inpainting. Experiments show that our method significantly outperforms existing methods and achieves superior inpainting results on challenging cases with complex compositions.

0
3
下载
预览

The prevalence of networked sensors and actuators in many real-world systems such as smart buildings, factories, power plants, and data centers generate substantial amounts of multivariate time series data for these systems. The rich sensor data can be continuously monitored for intrusion events through anomaly detection. However, conventional threshold-based anomaly detection methods are inadequate due to the dynamic complexities of these systems, while supervised machine learning methods are unable to exploit the large amounts of data due to the lack of labeled data. On the other hand, current unsupervised machine learning approaches have not fully exploited the spatial-temporal correlation and other dependencies amongst the multiple variables (sensors/actuators) in the system for detecting anomalies. In this work, we propose an unsupervised multivariate anomaly detection method based on Generative Adversarial Networks (GANs). Instead of treating each data stream independently, our proposed MAD-GAN framework considers the entire variable set concurrently to capture the latent interactions amongst the variables. We also fully exploit both the generator and discriminator produced by the GAN, using a novel anomaly score called DR-score to detect anomalies by discrimination and reconstruction. We have tested our proposed MAD-GAN using two recent datasets collected from real-world CPS: the Secure Water Treatment (SWaT) and the Water Distribution (WADI) datasets. Our experimental results showed that the proposed MAD-GAN is effective in reporting anomalies caused by various cyber-intrusions compared in these complex real-world systems.

0
8
下载
预览

The previous work for event extraction has mainly focused on the predictions for event triggers and argument roles, treating entity mentions as being provided by human annotators. This is unrealistic as entity mentions are usually predicted by some existing toolkits whose errors might be propagated to the event trigger and argument role recognition. Few of the recent work has addressed this problem by jointly predicting entity mentions, event triggers and arguments. However, such work is limited to using discrete engineering features to represent contextual information for the individual tasks and their interactions. In this work, we propose a novel model to jointly perform predictions for entity mentions, event triggers and arguments based on the shared hidden representations from deep learning. The experiments demonstrate the benefits of the proposed method, leading to the state-of-the-art performance for event extraction.

0
10
下载
预览

Text Classification is an important and classical problem in natural language processing. There have been a number of studies that applied convolutional neural networks (convolution on regular grid, e.g., sequence) to classification. However, only a limited number of studies have explored the more flexible graph convolutional neural networks (convolution on non-grid, e.g., arbitrary graph) for the task. In this work, we propose to use graph convolutional networks for text classification. We build a single text graph for a corpus based on word co-occurrence and document word relations, then learn a Text Graph Convolutional Network (Text GCN) for the corpus. Our Text GCN is initialized with one-hot representation for word and document, it then jointly learns the embeddings for both words and documents, as supervised by the known class labels for documents. Our experimental results on multiple benchmark datasets demonstrate that a vanilla Text GCN without any external word embeddings or knowledge outperforms state-of-the-art methods for text classification. On the other hand, Text GCN also learns predictive word and document embeddings. In addition, experimental results show that the improvement of Text GCN over state-of-the-art comparison methods become more prominent as we lower the percentage of training data, suggesting the robustness of Text GCN to less training data in text classification.

0
9
下载
预览

Clinical Named Entity Recognition (CNER) aims to identify and classify clinical terms such as diseases, symptoms, treatments, exams, and body parts in electronic health records, which is a fundamental and crucial task for clinical and translational research. In recent years, deep neural networks have achieved significant success in named entity recognition and many other Natural Language Processing (NLP) tasks. Most of these algorithms are trained end to end, and can automatically learn features from large scale labeled datasets. However, these data-driven methods typically lack the capability of processing rare or unseen entities. Previous statistical methods and feature engineering practice have demonstrated that human knowledge can provide valuable information for handling rare and unseen cases. In this paper, we address the problem by incorporating dictionaries into deep neural networks for the Chinese CNER task. Two different architectures that extend the Bi-directional Long Short-Term Memory (Bi-LSTM) neural network and five different feature representation schemes are proposed to handle the task. Computational results on the CCKS-2017 Task 2 benchmark dataset show that the proposed method achieves the highly competitive performance compared with the state-of-the-art deep learning methods.

0
12
下载
预览

While existing machine learning models have achieved great success for sentiment classification, they typically do not explicitly capture sentiment-oriented word interaction, which can lead to poor results for fine-grained analysis at the snippet level (a phrase or sentence). Factorization Machine provides a possible approach to learning element-wise interaction for recommender systems, but they are not directly applicable to our task due to the inability to model contexts and word sequences. In this work, we develop two Position-aware Factorization Machines which consider word interaction, context and position information. Such information is jointly encoded in a set of sentiment-oriented word interaction vectors. Compared to traditional word embeddings, SWI vectors explicitly capture sentiment-oriented word interaction and simplify the parameter learning. Experimental results show that while they have comparable performance with state-of-the-art methods for document-level classification, they benefit the snippet/sentence-level sentiment analysis.

0
11
下载
预览
小贴士
相关论文
Zonghan Wu,Shirui Pan,Guodong Long,Jing Jiang,Xiaojun Chang,Chengqi Zhang
22+阅读 · 2020年5月24日
Ankit Pal,Muru Selvakumar,Malaikannan Sankarasubbu
35+阅读 · 2020年3月22日
Social-BiGAT: Multimodal Trajectory Forecasting using Bicycle-GAN and Graph Attention Networks
Vineet Kosaraju,Amir Sadeghian,Roberto Martín-Martín,Ian Reid,S. Hamid Rezatofighi,Silvio Savarese
3+阅读 · 2019年7月17日
H. Ismail Fawaz,G. Forestier,J. Weber,L. Idoumghar,P. Muller
8+阅读 · 2019年3月14日
Foreground-aware Image Inpainting
Wei Xiong,Zhe Lin,Jimei Yang,Xin Lu,Connelly Barnes,Jiebo Luo
3+阅读 · 2019年1月17日
MAD-GAN: Multivariate Anomaly Detection for Time Series Data with Generative Adversarial Networks
Dan Li,Dacheng Chen,Lei Shi,Baihong Jin,Jonathan Goh,See-Kiong Ng
8+阅读 · 2019年1月15日
Trung Minh Nguyen,Thien Huu Nguyen
10+阅读 · 2018年12月1日
Liang Yao,Chengsheng Mao,Yuan Luo
9+阅读 · 2018年10月17日
Qi Wang,Yuhang Xia,Yangming Zhou,Tong Ruan,Daqi Gao,Ping He
12+阅读 · 2018年4月13日
Shuai Wang,Mianwei Zhou,Geli Fei,Yi Chang,Bing Liu
11+阅读 · 2018年1月18日
相关VIP内容
《DeepGCNs: Making GCNs Go as Deep as CNNs》
专知会员服务
21+阅读 · 2019年10月17日
Keras François Chollet 《Deep Learning with Python 》, 386页pdf
专知会员服务
46+阅读 · 2019年10月12日
相关资讯
内涵网络嵌入:Content-rich Network Embedding
我爱读PAMI
4+阅读 · 2019年11月5日
Transferring Knowledge across Learning Processes
CreateAMind
6+阅读 · 2019年5月18日
人工智能 | CCF推荐期刊专刊约稿信息6条
Call4Papers
3+阅读 · 2019年2月18日
利用动态深度学习预测金融时间序列基于Python
量化投资与机器学习
13+阅读 · 2018年10月30日
推荐|深度强化学习聊天机器人(附论文)!
全球人工智能
4+阅读 · 2018年1月30日
Adversarial Variational Bayes: Unifying VAE and GAN 代码
CreateAMind
7+阅读 · 2017年10月4日
【推荐】RNN/LSTM时序预测
机器学习研究会
21+阅读 · 2017年9月8日
【推荐】TensorFlow手把手CNN实践指南
机器学习研究会
5+阅读 · 2017年8月17日
【推荐】(Keras)LSTM多元时序预测教程
机器学习研究会
22+阅读 · 2017年8月14日
Top