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...
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 |
Similar Items
-
Knowledge Graph Guided Simultaneous Forecasting and Network Learning for Multivariate Financial Time Series
by: Ibrahim, Shibal, et al.
Published: (2022) -
DynPeak: an algorithm for pulse detection and frequency analysis in hormonal time series.
by: Alexandre Vidal, et al.
Published: (2012-01-01) -
Seamless Handover by Optimal Route To Materialize ABC With heterogeneous B3GWN
by: Thamir R. Saeed
Published: (2013-02-01) -
Hybrid Time-Series Forecasting Models for Traffic Flow Prediction
by: Rajalakshmi V, et al.
Published: (2022-07-01) -
Hierarchical Joint Graph Learning and Multivariate Time Series Forecasting
by: Juhyeon Kim, et al.
Published: (2023-01-01)