VLDB 2026 Research / reviewers in the wild / expert
Nguyen Ho
dblp:158/8728 · also N. T. T. Ho, Thi Thao Nguyen Ho
· DBLP profile ↗
13ranked-venue papers in the field
6as first author
10since 2021 · last 2026
0000-0002-2308-4329ORCID · verified
Domains — venue-derived; a paper can count in several
Database Systems & Data Management · 8 (2 first)Big Data, Cloud & Distributed Data Systems · 5 (4 first)
| Year | Publication | Venue | Position |
|---|---|---|---|
| 2026 | Distributed Seasonal Temporal Pattern Mining
Van Ho-Long, Nguyen Ho, Anh-Vu Dinh-Duc, Ha Manh Tran, Ky Trung Nguyen, Tran Dung Pham, Nguyen Quoc Viet Hung |
ACIIDS (1) | 2 |
| 2025 | Efficient Generalized Temporal Pattern Mining in Time Series Using Mutual InformationabstractBig time series are increasingly available from an ever wider range of IoT-enabled sensors deployed in various environments. Significant insights can be gained by mining temporal patterns from these time series. Temporal pattern mining (TPM) extends traditional pattern mining by adding event time intervals into extracted patterns, making them more expressive at the expense of increased time and space complexities. Besides frequent temporal patterns (FTPs), which occur frequently in the entire dataset, another useful type of temporal patterns are so-calledrare temporal patterns (RTPs), which appear rarely but with high confidence. Mining rare temporal patterns yields additional challenges. For FTP mining, the temporal information and complex relations between events already create an exponential search space. For RTP mining, the support measure is set very low, leading to a further combinatorial explosion and potentially producing too many uninteresting patterns. Thus, there is a need for a better approach to mine frequent and rare temporal patterns. This paper presents ourGeneralized Temporal Pattern Mining from Time Series (GTPMfTS)approach that can mine both types of patterns, with the following specific contributions: (1) The end-to-end GTPMfTS process taking time series as input and producing frequent/rare temporal patterns as output. (2) The efficientGeneralized Temporal Pattern Mining (GTPM)algorithm mines frequent and rare temporal patterns using efficient data structures for fast retrieval of events and patterns during the mining process, and employs effective pruning techniques for significantly faster mining. (3) An approximate version of GTPM that uses mutual information, a measure of data correlation, to prune unpromising time series from the search space. (4) An extensive experimental evaluation of GTPM for rare temporal pattern mining (RTPM) and frequent temporal pattern mining (FTPM), showing that RTPM and FTPM significantly outperform the baselines on runtime and memory consumption, and can scale to big datasets. The approximate RTPM is up to one order of magnitude, and the approximate FTPM is up to two orders of magnitude, faster than the baselines, while retaining high accuracy. Van Long Ho, Nguyen Ho, Torben Bach Pedersen, Panagiotis Papapetrou |
IEEE Trans. Knowl. Data Eng. | 2 |
| 2024 | Predicting ChatGPT's Ability to Solve Complex Programming ChallengesabstractThe recent emergence of Large Language Model (LLM)-based tools such as OpenAI’s ChatGPT and Google’s Gemini has sparked excitement across the software development industry, and offered promises to transform the software development process. Despite the enthusiasm, it remains uncertain whether these tools are already good enough at coding to replace the role of software developers. Currently, no studies have provided insights into the performance of LLMs, such as understanding which characteristics of a programming task might affect an LLM's performance, or predicting how an LLM will handle new programming challenges. In this work, we address these challenges by first creating a data collection framework to gather 3,323 programming tasks from Kattis, a widely-used programming challenge platform. We then use OpenAI's ChatGPT to solve these programming tasks. The solutions obtained from ChatGPT are submitted back to Kattis to evaluate their correctness and effectiveness. Next, we use the collected data, including both problem and solution information, to analyze the task characteristics that significantly influence ChatGPT's performance. Building on the analysis, we develop predictive models that can forecast the efficacy of ChatGPT on new programming problems. Our analysis indicates that factors such as the difficulty level of a programming challenge, or the readability complexity of a problem description can significantly affect the efficacy of ChatGPT. Finally, the experimental results show that our predictive model can correctly predict ChatGPT performance with an accuracy of up to 90% for easy problems, and up to 79% for difficult problems. Nguyen Ho, James J. May, Bao Ngo, Jack Formato, Linh Ngo 0001, Van Long Ho, Hoang Bui |
IEEE Big Data | 1 |
| 2024 | Evaluating the Impact of Error-Bounded Lossy Compression on Time Series ForecastingabstractTime series data is widely used for decision-making and advanced analytics such as forecasting. However, the vast data volumes make storage challenging. Using lossy compression can save more space compared to lossless methods, but it can affect the forecasting accuracy. Understanding the impact of lossy compression on forecasting accuracy is a multifaceted challenge, necessitating experimental evaluation across various forecasting models, compression methods, and time series. This paper conducts such experimental evaluation by combining seven forecasting models, three lossy compression algorithms, and six datasets. By simulating a real-life scenario where forecasting models use lossy compressed data for prediction, we address three main research questions related to compression error and its effects on the time series characteristics and the forecasting models. The results show that the Poor Man’s Compression and Swing Filter lossy compression algorithms add less error than the Squeeze method as the error bound increases. Poor Man’s Compression provides the best balance between compression ratio and forecasting accuracy. Specifically, we obtained an average compression ratio of 13.65, 5.56, and 14.97 for PMC, SWING, and SZ with an average impact on forecasting accuracy of 5.56%, 3.3%, and 8.5%, respectively. An analysis of several time series characteristics shows that the maximum Kullback-Leibler divergence between consecutive windows in the time series is the best indicator of the impact of lossy compression on forecasting accuracy. Finally, our results indicate that simple models like Arima, are more resilient to lossy compression than complex deep learning models. The source code and data are available at https://github.com/cmcuza/EvalImpLSTS. Carlos Muñiz Cuza, Søren Kejser Jensen, Jonas Brusokas, Nguyen Ho, Torben Bach Pedersen |
EDBT | 4 |
| 2023 | Causal Associations between Temporal EventsabstractCausal inference from observational data has been widely studied to infer causal relations between causes and effects. Due to the popularity of event-based data, causal inference from event datasets has attracted increasing interest. However, inferring causalities from observational event sequences is challenging because of the heterogeneous and irregular nature of event-based data. Existing work on causal inference for temporal events disregards the event durations, and is thus unable to capture their impact on the causal relations. In the present paper, we overcome this limitation by proposing a new modeling approach for temporal events that captures and utilizes event durations. Based on this new temporal model, we propose a set of novel Duration-based Event Causality (DEC) scores, including the Duration-based Necessity and Sufficiency Trade-off score, and the Duration-based Conditional Intensity Rates scores that take into consideration event durations when inferring causal associations between temporal events. We conduct an extensive experimental evaluation using both synthetic datasets and real-world event datasets in the environmental domains to evaluate our proposed scores, and compare them against the closest baseline. The experimental results show that our proposed scores outperform the baseline with a large margin using the popular evaluation metric Hits@K. Nguyen Ho, Trinh Cong Le, Van Long Ho, Nguyen Tuong Huynh, Linh Ngo 0001 |
IEEE Big Data | 1 |
| 2023 | Mining Seasonal Temporal Patterns in Time SeriesabstractAs IoT-enabled sensors become more pervasive, very large time series data are increasingly generated and made available for advanced data analytics. By mining temporal patterns from the available data, valuable insights can be extracted to support decision making. A useful type of patterns found in many real-world applications exhibits periodic occurrences, and is thus called seasonal temporal patterns (STP). Compared to regular patterns, mining seasonal temporal patterns is more challenging since traditional measures such as support and confidence do not capture the seasonality characteristics. Further, the anti-monotonicity property does not hold for STPs, and thus, resulting in an exponential search space. We propose a first solution for seasonal temporal pattern mining (STPM) from time series that can mine STP at different data granularities. We design efficient data structures and use two pruning techniques for the STPM algorithm that downsize the search space and accelerate the mining process. Further, based on the mutual information measure, we propose an approximate version of STPM that only mine seasonal patterns on the promising time series. Finally, extensive experiments with real-world and synthetic datasets show that STPM outperforms the baseline in terms of runtime and memory usage, and can scale to large datasets. The approximate STPM is up to an order of magnitude faster and less memory-consuming than the baseline, while maintaining high accuracy. Van Long Ho, Nguyen Ho, Torben Bach Pedersen |
ICDE | 2 |
| 2022 | Machine Learning Platform for Extreme Scale Computing on Compressed IoT DataabstractWith the lowering costs of sensors, high-volume and high-velocity data are increasingly being generated and analyzed, especially in IoT domains like energy and smart homes. Consequently, applications that require accurate short-term forecasts and predictions are also steadily increasing. In this paper, we provide an overview of a novel end-to-end platform that provides efficient ingestion, compression, transfer, query processing, and machine learning-based analytics for high-frequency and high-volume time series from IoT. The performance of the platform is evaluated using real-world dataset from RES installations. The results show the importance of high-frequency analytics and the surprisingly positive impact of error bounded lossy compression on machine learning in the form of AutoML. For example, when detecting yaw misalignments in wind turbines, an improvement of 9% in accuracy was observed for AutoML models on lossy compressed data compared to the current industry standard of 10-minute aggregated data. Thus, these small-scale experiments show the potential of the platform, and larger pilots are planned. Seshu Tirupathi, Dhaval Salwala, Giulio Zizzo, Ambrish Rawat, Mark Purcell, Søren Kejser Jensen, Christian Thomsen 0001, Nguyen Ho, Carlos Muñiz Cuza, Jonas Brusokas, Torben Bach Pedersen, George Alexiou, Giorgos Giannopoulos, Panagiotis Gidarakos, Alexandros Kalimeris, Stavros Maroulis, George Papastefanatos, Ioannis Psarros, Vassilis Stamatopoulos, Manolis Terrovitis |
IEEE Big Data | 8 |
| 2022 | Spatio-temporal graph convolutional network for stochastic traffic speed imputationabstractThe rapid increase of traffic data generated by different sensing systems opens many opportunities to improve transportation services. An important opportunity is to enable stochastic routing that computes the arrival time probabilities for each suggested route instead of only the expected travel time. However, traffic datasets typically have many missing values, which prevents the construction of stochastic speeds. To address this limitation, we propose the Stochastic Spatio-Temporal Graph Convolutional Network (SST-GCN) architecture that accurately imputes missing speed distributions in a road network. SST-GCN combines Temporal Convolutional Networks and Graph Convolutional Networks into a single framework to capture both spatial and temporal correlations between road segments and time intervals. Moreover, to cope with datasets with many missing values, we propose a novel self-adaptive context-aware diffusion process that regulates the propagated information around the network, avoiding the spread of false information. We extensively evaluate the effectiveness of SST-GCN on real-world datasets, showing that it achieves from 4.6% to 50% higher accuracy than state-of-the-art baselines using three different evaluation metrics. Furthermore, multiple ablation studies confirm our design choices and scalability to large road networks. Carlos Muñiz Cuza, Nguyen Ho, Eleni Tzirita Zacharatou, Torben Bach Pedersen, Bin Yang 0002 |
SIGSPATIAL/GIS | 2 |
| 2021 | Efficient and Distributed Temporal Pattern MiningabstractThe widespread deployment of IoT systems in the real world today has enabled the generation and collection of an enormous amount of sensor times series. One of the important mining techniques to extract patterns from time series is temporal pattern mining (TPM). Unlike the sequential pattern mining, TPM adds an additional temporal dimension, i.e., time intervals, into extracted patterns, making them more informative. However, adding the extra temporal dimension into patterns results in an additional exponential factor to the growth of the search space, and thus, significantly increases the mining complexity. Current TPM approaches work sequentially, therefore, cannot scale to large datasets. In this paper, we propose Distributed Hierarchical Pattern Graph TPM (DHPG-TPM), the first distributed solution that supports large-scale TPM using the leading distributed platform Apache Spark. Moreover, DHPG-TPM employs efficient data structures, distributed bitmap and distributed Hierarchical Pattern Graph that are carefully designed to work efficiently in a distributed environment to enable fast computations of support and confidence. To address the exponential search space of TPM, we design effective distributed pruning techniques based on the Apriori principle and the transitivity property of temporal relations to reduce the search space while minimizing the communication overhead between the cluster nodes. We conduct extensive experiments on real-world and synthetic datasets, showing that DHPG-TPM outperforms the sequential baselines and scales to very large datasets. Nguyen Ho, Van Long Ho, Torben Bach Pedersen, Mai Vu |
IEEE BigData | 1 |
| 2021 | Efficient Temporal Pattern Mining in Big Time Series Using Mutual InformationabstractVery large time series are increasingly available from an ever wider range of IoT-enabled sensors deployed in different environments. Significant insights can be gained by mining temporal patterns from these time series. Unlike traditional pattern mining, temporal pattern mining (TPM) adds event time intervals into extracted patterns, making them more expressive at the expense of increased time and space complexities. Existing TPM methods either cannot scale to large datasets, or work only on pre-processed temporal events rather than on time series. This paper presents our Frequent Temporal Pattern Mining from Time Series (FTPMfTS) approach providing: (1) The end-to-end FTPMfTS process taking time series as input and producing frequent temporal patterns as output. (2) The efficient Hierarchical Temporal Pattern Graph Mining (HTPGM) algorithm that uses efficient data structures for fast support and confidence computation, and employs effective pruning techniques for significantly faster mining. (3) An approximate version of HTPGM that uses mutual information, a measure of data correlation, to prune unpromising time series from the search space. (4) An extensive experimental evaluation showing that HTPGM outperforms the baselines in runtime and memory consumption, and can scale to big datasets. The approximate HTPGM is up to two orders of magnitude faster and less memory consuming than the baselines, while retaining high accuracy. Van Long Ho, Nguyen Ho, Torben Bach Pedersen |
Proc. VLDB Endow. | 2 |
| 2020 | Efficient Search for Multi-Scale Time Delay Correlations in Big Time Series DataabstractVery large time series are increasingly available from an ever wider range of IoT-enabled sensors deployed in different environments. Significant insights and values can be obtained from these time series through performing cross-domain analyses, one of which is analyzing time delay temporal correlations across different datasets. Most existing works in this area are either limited in the type of detected relations, e.g., linear relations alone, only working with a fixed temporal scale, or not considering time delay between time series. This paper presents our Time delaY COrrelation Search (TYCOS) approach which provides a powerful and robust solution with the following features: (1) TYCOS is based on the concept of mutual information (MI) from information theory, giving it a strong theoretical foundation to detect all types of relations including non-linear ones, (2) TYCOS is able to discover time delay correlations at multiple temporal scales, (3) TYCOS works in an efficient, bottom-up fashion, pruning non-interesting time intervals from the search by employing a novel MI-based noise theory, and (4) TYCOS is designed to efficiently minimize computational redundancy. A comprehensive experimental evaluation using synthetic and real-world datasets from the energy and smart city domains shows that TYCOS is able to find significant time delay correlations across different time intervals among big time series. The performance evaluation shows that TYCOS can scale to large datasets, and achieve an average speedup of 2 to 3 orders of magnitude compared to the baselines by using the proposed optimizations. Nguyen Ho, Torben Bach Pedersen, Van Long Ho, Mai Vu |
EDBT | 1 |
| 2019 | Efficient Bottom-Up Discovery of Multi-scale Time Series Correlations Using Mutual InformationabstractRecent developments in computing and IoT technology have enabled the daily generation of enormous amounts of time series data. These time series have to be analyzed to create value. A fundamental type of analysis is to find temporal correlations between given sets of time series. To provide a robust method for solving this problem, several properties are desirable. First, the method should have a strong theoretical foundation. Second, since temporal correlations can occur at different temporal scales, e.g., sub-second versus weekly, it is important that the method is capable of discovering multitemporal scale correlations. Finally, the method should be efficient and scalable. This paper presents an approach to search for synchronous correlations in big time series that displays all three properties: the proposed method (i) utilizes the metric of mutual information from information theory, providing a strong theoretical foundation, (ii) is able to discover correlations at multiple temporal scales, and (iii) works in an efficient, bottom-up fashion, making it scalable to large datasets. Our experiments verify that the proposed approach can identify various types of correlation relations across multiple temporal scales, while achieving a performance of an order of magnitude faster than the state-of-the-art techniques. Nguyen Ho, Torben Bach Pedersen, Mai Vu, Van Long Ho, Christophe Biscio |
ICDE | 1 |
| 2016 | An adaptive information-theoretic approach for identifying temporal correlations in big data setsabstractIn the past two decades, new developments in computing, sensing and crowdsourced data have resulted in an explosion in the availability of quantitative information. The possibilities of analyzing this so-called “big data” to inform research and the decision-making process are virtually endless. In general analyses have to be done across multiple data sets in order to bring out the most value of big data. A first important step is to identify temporal correlations between data sets. Given the characteristics of big data in term of volume and velocity, techniques that identify correlations not only need to be scalable, but also need to help users in ordering the correlation across temporal resolutions so that they can focus on important relationships. There is a large body of work in this area, however, most of them either only deal with small data sets, using a fixed temporal resolution, or does not provide a quantifiable measure of a correlation significance. In this paper, we present a method based on mutual information to identify correlations in large data sets. Discovered correlations are suggested to users in an order based on their significance. Our method supports an adaptive streaming technique that minimizes duplicated computation and is implemented on top of Apache Spark for scalability using big data platforms. We also provide a comprehensive evaluation using real-world data sets from NYC Open Data, and compare our findings against a recent study. Nguyen Ho, Huy T. Vo, Mai Vu |
IEEE BigData | 1 |