Dyn-GWN: Time-Series Forecasting using Time-varying Graphs with Applications to Finance and Traffic Prediction

Spatio-temporal modeling is an essential lens to understand many real-world phenomena from traffic to finance. There has been exciting work that explores spatio-temporal modeling with temporal graph convolutional networks. Often these methods assume that the spatial structure is static. We propose a...

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Bibliographic Details
Main Authors: Ibrahim, Shibal, Tell, Max, Mazumder, Rahul
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:English
Published: ACM|4th ACM International Conference on AI in Finance 2023
Online Access:https://hdl.handle.net/1721.1/153137