Graph Neural Flows for Unveiling Systemic Interactions Among Irregularly Sampled Time Series

Giangiacomo Mercatali, Andre Freitas, Jie Chen
10/17/2024
cs.LGcs.CL

No official code found. Best implementation: gmerca/GNeuralFlow (10 stars, MIT, last commit 2024-10-21).

Abstract

Interacting systems are prevalent in nature. It is challenging to accurately predict the dynamics of the system if its constituent components are analyzed independently. We develop a graph-based model that unveils the systemic interactions of time series observed at irregular time points, by using a directed acyclic graph to model the conditional dependencies (a form of causal notation) of the system components and learning this graph in tandem with a continuous-time model that parameterizes the solution curves of ordinary differential equations (ODEs). Our technique, a graph neural flow, leads to substantial enhancements over non-graph-based methods, as well as graph-based methods without the modeling of conditional dependencies. We validate our approach on several tasks, including time series classification and forecasting, to demonstrate its efficacy.

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Code Implementations(1)

gmerca/GNeuralFlowCommunity100%
MIT

[NeurIPS 2024] Graph Neural Flows for Unveiling Systemic Interactions Among Irregularly Sampled Time Series

101PythonOct 8, 20242 years agoMIT

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Cite this paper

@article{mercatali2024graph,
  title  = {Graph Neural Flows for Unveiling Systemic Interactions Among Irregularly Sampled Time Series},
  author = {Giangiacomo Mercatali and Andre Freitas and Jie Chen},
  year   = {2024},
  eprint = {2410.14030},
  archivePrefix = {arXiv},
  doi    = {10.48550/arXiv.2410.14030},
  url    = {http://arxiv.org/abs/2410.14030v2},
  journal = {NEURIPS 2024 2024}
}

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