Networked time series are time series on a graph, one for each node, with applications in traffic and weather monitoring. Graph neural networks are natural candidates for networked time series imputation and have recently outperformed existing alternatives such as recurrent and generative models for time series imputation as they utilize a relational inductive bias for imputation. However, existing GNN-based approaches fail to capture the higher-order topological structure between sensors, which are shaped by recurring substructures in the graph, referred to as temporal motifs. In addition, it remains uncertain which motifs are the most pivotal motifs guiding the imputation task in networked time series. In this paper, we fill in this gap by proposing a graph neural network designed to leverage motif structures within the network by employing weighted motif adjacency matrices to capture higher-order neighborhood information. In particular, (1) we design a motif-wise multi-view attention module that explicitly captures various higher-order structures along with an attention mechanism that automatically assigns high weights to informative ones in order to maximize the use of higher-order information. (2) We introduce a gated fusion module by merging gated recurrent networks and graph convolutional networks to capture the spatial and temporal dependency in order to reflect the intricate impacts of temporal and spatial influence. Experimental results demonstrate that when compared to state-of-the-art models for time-series imputation tasks, our proposed model can reduce the error by around 19%.

Probabilistic forecasting of irregularly sampled multivariate time series with missing values is crucial for decision-making in various domains, including health care, astronomy, and climate. State-of-the-art methods estimate only marginal distributions of observations in single channels and at single timepoints, assuming a Gaussian distribution for the data. In this work, we propose a novel model, ProFITi using conditional normalizing flows to learn multivariate conditional distribution: joint distribution of the future values of the time series conditioned on past observations and specific channels and timepoints, without assuming any fixed shape of the underlying distribution. As model components, we introduce a novel invertible triangular attention layer and an invertible non-linear activation function on and onto the whole real line. Through extensive experiments on 4 real-world datasets, ProFITi demonstrates significant improvement, achieving an average log-likelihood gain of 2.0 compared to the previous state-of-the-art method.

Tabular regression is a well-studied problem with numerous industrial applications, yet most existing approaches focus on point estimation, often leading to overconfident predictions. This issue is particularly critical in industrial automation, where trustworthy decision-making is essential. Probabilistic regression models address this challenge by modeling prediction uncertainty. However, many conventional methods assume a fixed-shape distribution (typically Gaussian), and resort to estimating distribution parameters. This assumption is often restrictive, as real-world target distributions can be highly complex. To overcome this limitation, we introduce TabResFlow, a Normalizing Spline Flow model designed specifically for univariate tabular regression, where commonly used simple flow networks like RealNVP and Masked Autoregressive Flow (MAF) are unsuitable. TabResFlow consists of three key components: (1) An MLP encoder for each numerical feature. (2) A fully connected ResNet backbone for expressive feature extraction. (3) A conditional spline-based normalizing flow for flexible and tractable density estimation. We evaluate TabResFlow on nine public benchmark datasets, demonstrating that it consistently outperforms existing probabilistic regression models on likelihood scores. Our results demonstrate 9.64% improvement compared to the strongest probabilistic regression model (TreeFlow), and on average 5.6 times speed-up in inference time compared to the strongest deep learning alternative (NodeFlow). Additionally, we validate the practical applicability of TabResFlow in a real-world used car price prediction task under selective regression. To measure performance in this setting, we introduce a novel Area Under Risk Coverage (AURC) metric and show that TabResFlow achieves superior results across this metric.

State-of-the-art methods for forecasting irregularly sampled time series with missing values predominantly rely on just four datasets and a few small toy examples for evaluation. While ordinary differential equations (ODE) are the prevalent models in science and engineering, a baseline model that forecasts a constant value outperforms ODE-based models from the last five years on three of these existing datasets. This unintuitive finding hampers further research on ODE-based models, a more plausible model family. In this paper, we develop a methodology to generate irregularly sampled multivariate time series (IMTS) datasets from ordinary differential equations and to select challenging instances via rejection sampling. Using this methodology, we create Physiome-ODE, a large and sophisticated benchmark of IMTS datasets consisting of 50 individual datasets, derived from real-world ordinary differential equations from research in biology. Physiome-ODE is the first benchmark for IMTS forecasting that we are aware of and an order of magnitude larger than the current evaluation setting of four datasets. Using our benchmark Physiome-ODE, we show qualitatively completely different results than those derived from the current four datasets: on Physiome-ODE ODE-based models can play to their strength and our benchmark can differentiate in a meaningful way between different IMTS forecasting models. This way, we expect to give a new impulse to research on ODE-based time series modeling.

Forecasting irregularly sampled time series with missing values is a crucial task for numerous real-world applications such as healthcare, astronomy, and climate sciences. State-of-the-art approaches to this problem rely on Ordinary Differential Equations (ODEs) which are known to be slow and often require additional features to handle missing values. To address this issue, we propose a novel model using Graphs for Forecasting Irregularly Sampled Time Series with missing values which we call GraFITi. GraFITi first converts the time series to a Sparsity Structure Graph which is a sparse bipartite graph, and then reformulates the forecasting problem as the edge weight prediction task in the graph. It uses the power of Graph Neural Networks to learn the graph and predict the target edge weights. GraFITi has been tested on 3 real-world and 1 synthetic irregularly sampled time series dataset with missing values and compared with various state-of-the-art models. The experimental results demonstrate that GraFITi improves the forecasting accuracy by up to 17% and reduces the run time up to 5 times compared to the state-of-the-art forecasting models.

Irregularly sampled time series data with missing values is a observed in many fields like healthcare, astronomy, and climate science. Interpolation of these types of time series is crucial for tasks such as root cause analysis and medical diagnosis, as well as for smoothing out irregular or noisy data. To address this challenge, we present a novel encoder-decoder architecture called “Tripletformer” for probabilistic interpolation of irregularly sampled time series with missing values. This attention-based model operates on sets of observations, where each element is composed of a triple of time, channel, and value. The encoder and decoder of the Tripletformer are designed with attention layers and fully connected layers, enabling the model to effectively process the presented set elements. We evaluate the Tripletformer against a range of baselines on multiple real-world and synthetic datasets and show that it produces more accurate and certain interpolations. Results indicate an improvement in negative loglikelihood error by up to 32% on real-world datasets and 85% on synthetic datasets when using the Tripletformer compared to the next best model.

In the early observation period of a time series, there might be only a few historic observations available to learn a model. However, in cases where an existing prior set of datasets is available, Meta learning methods can be applicable. In this paper, we devise a Meta learning method that exploits samples from additional datasets and learns to augment time series through adversarial learning as an auxiliary task for the target dataset. Our model (FEML), is equipped with a shared Convolutional backbone that learns features for varying length inputs from different datasets and has dataset specific heads to forecast for different output lengths. We show that FEML can meta learn across datasets and by additionally learning on adversarial generated samples as auxiliary samples for the target dataset, it can improve the forecasting performance compared to single task learning, and various solutions adapted from Joint learning, Multi-task learning and classic forecasting baselines.

Asynchronous Time Series is a multivariate time series where all the channels are observed asynchronously-independently, making the time series extremely sparse when aligning them. We often observe this effect in applications with complex observation processes, such as health care, climate science, and astronomy, to name a few. Because of the asynchronous nature, they pose a significant challenge to deep learning architectures, which presume that the time series presented to them are regularly sampled, fully observed, and aligned with respect to time. This paper proposes a novel framework, that we call Deep Convolutional Set Functions (DCSF), which is highly scalable and memory efficient, for the asynchronous time series classification task. With the recent advancements in deep set learning architectures, we introduce a model that is invariant to the order in which time series’ channels are presented to it. We explore convolutional neural networks, which are well researched for the closely related problem-classification of regularly sampled and fully observed time series, for encoding the set elements. We evaluate DCSF for AsTS classification, and online (per time point) AsTS classification. Our extensive experiments on multiple real world and synthetic datasets verify that the suggested model performs substantially better than a range of state-of-the-art models in terms of accuracy and run time. We increase the accuracy of the mini-Physionet dataset upto 2%; real datasets with synthetic setups of both AsTS, and TSMV upto 30%.

We propose a generalized framework for influence maximization in large-scale, time evolving networks. Many real-life influence graphs such as social networks, telephone networks, and IP traffic data exhibit dynamic characteristics, e.g., the underlying structure and communication patterns evolve with time. Correspondingly, we develop a dynamic framework for the influence maximization problem, where we perform effective local updates to quickly adjust the top-k influencers, as the structure and communication patterns in the network change. We design a novel N-Family method (N=1, 2, 3, …) based on the maximum influence arborescence (MIA) propagation model with approximation guarantee of (1 − 1/e). We then develop heuristic algorithms by extending the N-Family approach to other information propagation models (e.g., independent cascade) and influence maximization algorithms (e.g., CELF, reverse reachable sketch). Based on a detailed empirical analysis over several real-world, dynamic, and large-scale networks, we find that our proposed solution, N-Family improves the updating time of the top-k influencers by 1 ∼ 2 orders of magnitude, compared to existing algorithms, while ensuring similar memory usage and influence spreads.

This paper demonstrates PERC --- our system for crowdsourced entity resolution with human errors. Entity Resolution (ER) is a critical step in data cleaning and analytics. Although many machine-based methods existed for ER task, crowdsourcing is becoming increasingly important since humans can provide more insightful information for complex tasks, e.g., clustering of images and natural language processing. However, human workers still make mistakes due to lack of domain expertise or seriousness, ambiguity, or even malicious intent. To this end, we present a system, called PERC (probabilistic entity resolution with crowd errors), which adopts an uncertain graph model to address the entity resolution problem with noisy crowd answers. Using our framework, the problem of ER becomes equivalent to finding the maximum-likelihood clustering. In particular, we propose a novel metric called "reliability" to measure the quality of a clustering, which takes into account both the connected-ness inside and across all clusters. PERC then automatically selects the next question to ask the crowd that maximally increases the "reliability" of the current clustering. This demonstration highlights (1) a reliability-based next crowd-sourcing framework for crowdsourced ER, which does not require any user-defined threshold, and no apriori information about the error rate of the crowd workers, (2) it improves the ER quality by 15% and reduces the crowdsourcing cost by 50% compared to state-of-the-art methods, and (3) its GUI can interact with users to help them compare different crowdsourced ER algorithms, their intermediate ER results as they progress, and their selected next crowdsourcing questions in a user-friendly manner. Our demonstration video is at: https://www.youtube.com/watch?v=rQ7nu3b8zXY.

Crowdsourcing is becoming increasingly important in entity resolution tasks due to their inherent complexity such as clustering of images and natural language processing. Humans can provide more insightful information for these difficult problems compared to machine-based automatic techniques. Nevertheless, human workers can make mistakes due to lack of domain expertise or seriousness, ambiguity, or even due to malicious intents. The bulk of literature usually deals with human errors via majority voting or by assigning a universal error rate over crowd workers. However, such approaches are incomplete, and often inconsistent, because the expertise of crowd workers are diverse with possible biases, thereby making it largely inappropriate to assume a universal error rate for all workers over all crowdsourcing tasks. We mitigate the above challenges by considering an uncertain graph model, where the edge probability between two records A and B denotes the ratio of crowd workers who voted YES on the question if A and B are same entity. To reflect independence across different crowdsourcing tasks, we apply the notion of possible worlds, and develop parameter-free algorithms for both next crowdsourcing and entity resolution tasks. In particular, for next crowdsourcing, we identify the record pair that maximally increases the reliability of the current clustering. Since reliability takes into account the connected-ness inside and across all clusters, this metric is more effective in deciding next questions, in comparison with state-of-the-art works, which consider local features, such as individual edges, paths, or nodes to select next crowdsourcing questions. Based on detailed empirical analysis over real-world datasets, we find that our proposed solution, PERC (probabilistic entity resolution with imperfect crowd) improves the quality by 15% and reduces the overall cost by 50% for the crowdsourcing-based entity resolution.