Gross domestic product (GDP) nowcasting is crucial for policy-making as GDP growth is a key indicator of economic conditions. Dynamic factor models (DFMs) have been widely adopted by government agencies for GDP nowcasting due to their ability to handle irregular or missing macroeconomic indicators and their interpretability. However, DFMs face two main challenges: i) the lack of capturing economic uncertainties such as sudden recessions or booms, and ii) the limitation of capturing irregular dynamics from mixed-frequency data. To address these challenges, we introduce NCDENow, a novel GDP nowcasting framework that integrates neural controlled differential equations (NCDEs) with DFMs. This integration effectively handles the dynamics of irregular time series.NCDENow consists of 3 main modules: i) factor extraction leveraging DFM, ii) dynamic modeling using NCDE, and iii) GDP growth prediction through regression. We evaluate NCDENow against 6 baselines on 2 real-world GDP datasets from South Korea and the United Kingdom, demonstrating its enhanced predictive capability. Our empirical results favor our method, highlighting the significant potential of integrating NCDE into nowcasting models. Our code and dataset are available at https://github.com/sklim84/NCDENow_CIKM2024.

Long-term time series forecasting (LTSF) is a challenging task that has been investigated in various domains such as finance investment, health care, traffic, and weather forecasting. In recent years, Linear-based LTSF models showed better performance, pointing out the problem of Transformer-based approaches causing temporal information loss. However, Linear-based approach has also limitations that the model is too simple to comprehensively exploit the characteristics of the dataset. To solve these limitations, we propose LTSF-DNODE, which applies a model based on linear ordinary differential equations (ODEs) and a time series decomposition method according to data statistical characteristics. We show that LTSF-DNODE outperforms the baselines on various real-world datasets. In addition, for each dataset, we explore the impacts of regularization in the neural ordinary differential equation (NODE) framework.

Collaborative filtering is one of the most fundamental topics for recommender systems. Various methods have been proposed for collaborative filtering, ranging from matrix factorization to graph convolutional methods. Being inspired by recent successes of graph filtering-based methods and score-based generative models (SGMs), we present a novel concept of blurring-sharpening process model (BSPM). SGMs and BSPMs share the same processing philosophy that new information can be discovered (e.g., new images are generated in the case of SGMs) while original information is first perturbed and then recovered to its original form. However, SGMs and our BSPMs deal with different types of information, and their optimal perturbation and recovery processes have fundamental discrepancies. Therefore, our BSPMs have different forms from SGMs. In addition, our concept not only theoretically subsumes many existing collaborative filtering models but also outperforms them in terms of Recall and NDCG in the three benchmark datasets, Gowalla, Yelp2018, and Amazon-book. In addition, the processing time of our method is comparable to other fast baselines. Our proposed concept has much potential in the future to be enhanced by designing better blurring (i.e., perturbation) and sharpening (i.e., recovery) processes than what we use in this paper. Our code is available at https://github.com/jeongwhanchoi/BSPM.

Traffic forecasting is one of the most popular spatio-temporal tasks in the field of machine learning. A prevalent approach in the field is to combine graph convolutional networks and recurrent neural networks for the spatio-temporal processing. There has been fierce competition and many novel methods have been proposed. In this article, we present the method of spatio-temporal graph neural rough differential equation (STG-NRDE). Neural rough differential equations (NRDEs) are a breakthrough concept for processing time-series data. Their main concept is to use the log-signature transform to convert a time-series sample into a relatively shorter series of feature vectors. We extend the concept and design two NRDEs: one for the temporal processing and the other for the spatial processing. After that, we combine them into a single framework. We conduct experiments with 6 benchmark datasets and 27 baselines. STG-NRDE shows the best accuracy in all cases, outperforming all those 27 baselines by non-trivial margins.

Many U.S. metropolitan cities are notorious for their severe shortage of parking spots. To this end, we present a proactive prediction-driven optimization framework to dynamically adjust parking prices. We use state-of-the-art deep learning technologies such as neural ordinary differential equations (NODEs) to design our future parking occupancy rate prediction model given historical occupancy rates and price information. Owing to the continuous and bijective characteristics of NODEs, in addition, we design a one-shot price optimization method given a pre-trained prediction model, which requires only one iteration to find the optimal solution. In other words, we optimize the price input to the pre-trained prediction model to achieve targeted occupancy rates in the parking blocks. We conduct experiments with the data collected in San Francisco and Seattle for years. Our prediction model shows the best accuracy in comparison with various temporal or spatio-temporal forecasting models. Our one-shot optimization method greatly outperforms other black-box and white-box search methods in terms of the search time and always returns the optimal price solution.

There were fierce debates on whether the non-linear embedding propagation of GCNs is appropriate to GCN-based recommender systems. It was recently found that the linear embedding propagation shows better accuracy than the non-linear embedding propagation. Since this phenomenon was discovered especially in recommender systems, it is required that we carefully analyze the linearity and non-linearity issue. In this work, therefore, we revisit the issues of i) which of the linear or non-linear propagation is better and ii) which factors of users/items decide the linearity/non-linearity of the embedding propagation. We propose a novel Hybrid method of linear and non-linear collaborative filtering method (HMLET, pronounced as Hamlet). In our design, there exist both linear and non-linear propagation steps, when processing each user or item node, and our gating module chooses one of them, which results in a hybrid model of the linear and non-linear GCN-based collaborative filtering (CF). The proposed model yields the best accuracy in three public benchmark datasets. Moreover, we classify users/items into the following three classes depending on our gating modules' selections: Full-Non-Linearity (FNL), Partial-Non-Linearity (PNL), and Full-Linearity (FL). We found that there exist strong correlations between nodes' centrality and their class membership, i.e., important user/item nodes exhibit more preferences towards the non-linearity during the propagation steps. To our knowledge, we are the first who design a hybrid method and report the correlation between the graph centrality and the linearity/non-linearity of nodes. All HMLET codes and datasets are available at: https://github.com/qbxlvnf11/HMLET.

Collaborative filtering (CF) is a long-standing problem of recommender systems. Many novel methods have been proposed, ranging from classical matrix factorization to recent graph convolutional network-based approaches. After recent fierce debates, researchers started to focus on linear graph convolutional networks (GCNs) with a layer combination, which show state-of-the-art accuracy in many datasets. In this work, we extend them based on neural ordinary differential equations (NODEs), because the linear GCN concept can be interpreted as a differential equation, and present the method of Learnable-Time ODE-based Collaborative Filtering (LT-OCF). The main novelty in our method is that after redesigning linear GCNs on top of the NODE regime, i) we learn the optimal architecture rather than relying on manually designed ones, ii) we learn smooth ODE solutions that are considered suitable for CF, and iii) we test with various ODE solvers that internally build a diverse set of neural network connections. We also present a novel training method specialized to our method. In our experiments with three benchmark datasets, our method consistently outperforms existing methods in terms of various evaluation metrics. One more important discovery is that our best accuracy was achieved by dense connections.

Owing to the remarkable development of deep learning technology, there have been a series of efforts to build deep learning-based climate models. Whereas most of them utilize recurrent neural networks and/or graph neural networks, we design a novel climate model based on the two concepts, the neural ordinary differential equation (NODE) and the diffusion equation. Many physical processes involving a Brownian motion of particles can be described by the diffusion equation and as a result, it is widely used for modeling climate. On the other hand, neural ordinary differential equations (NODEs) are to learn a latent governing equation of ODE from data. In our presented method, we combine them into a single framework and propose a concept, called neural diffusion equation (NDE). Our NDE, equipped with the diffusion equation and one more additional neural network to model inherent uncertainty, can learn an appropriate latent governing equation that best describes a given climate dataset. In our experiments with two real-world and one synthetic datasets and eleven baselines, our method consistently outperforms existing baselines by non-trivial margins.