Learning Gaussian Mixture Representations for Tensor Time Series Forecasting
Learning Gaussian Mixture Representations for Tensor Time Series Forecasting
Jiewen Deng, Jinliang Deng, Renhe Jiang, Xuan Song
Proceedings of the Thirty-Second International Joint Conference on Artificial Intelligence
Main Track. Pages 2077-2085.
https://doi.org/10.24963/ijcai.2023/231
Tensor time series (TTS) data, a generalization of one-dimensional time series on a high-dimensional space, is ubiquitous in real-world scenarios, especially in monitoring systems involving multi-source spatio-temporal data (e.g., transportation demands and air pollutants). Compared to modeling time series or multivariate time series, which has received much attention and achieved tremendous progress in recent years, tensor time series has been paid less effort. Properly coping with the tensor time series is a much more challenging task, due to its high-dimensional and complex inner structure. In this paper, we develop a novel TTS forecasting framework, which seeks to individually model each heterogeneity component implied in the time, the location, and the source variables. We name this framework as GMRL, short for Gaussian Mixture Representation Learning. Experiment results on two real-world TTS datasets verify the superiority of our approach compared with the state-of-the-art baselines. Code and data are published on https://github.com/beginner-sketch/GMRL.
Keywords:
Data Mining: DM: Mining spatial and/or temporal data
Knowledge Representation and Reasoning: KRR: Qualitative, geometric, spatial, and temporal reasoning
Machine Learning: ML: Time series and data streams