A Multi-view Multi-task Learning Framework for Multi-variate Time Series Forecasting

Multi-variate time series (MTS) data is a ubiquitous class of data abstraction in the real world. Any instance of MTS is generated from a hybrid dynamical system and their specific dynamics are usually unknown. The hybrid nature of such a dynamical system is a result of complex external attributes, such as geographic location and time of day, each of which can be categorized into either spatial attributes or temporal attributes. Therefore, there are two fundamental views which can be used to analyze MTS data, namely the spatial view and the temporal view. Moreover, from each of these two views, we can partition the set of data samples of MTS into disjoint forecasting tasks in accordance with their associated attribute values. Then, samples of the same task will manifest similar forthcoming pattern, which is less sophisticated to be predicted in comparison with the original single-view setting. Considering this insight, we propose a novel multi-view multi-task (MVMT) learning framework for MTS forecasting. Instead of being explicitly presented in most scenarios, MVMT information is deeply concealed in the MTS data, which severely hinders the model from capturing it naturally. To this end, we develop two kinds of basic operations, namely task-wise affine transformation and task-wise normalization, respectively. Applying these two operations with prior knowledge on the spatial and temporal view allows the model to adaptively extract MVMT information while predicting. Extensive experiments on three datasets are conducted to illustrate that canonical architectures can be greatly enhanced by the MVMT learning framework in terms of both effectiveness and efficiency. In addition, we design rich case studies to reveal the properties of representations produced at different phases in the entire prediction procedure.

#StayHome or #Marathon? Social Media Enhanced Pandemic Surveillance on Spatial-temporal Dynamic Graphs

COVID-19 has caused lasting damage to almost every domain in public health, society, and economy. To monitor the pandemic trend, existing studies rely on the aggregation of traditional statistical models and epidemic spread theory. In other words, historical statistics of COVID-19, as well as the population mobility data, become the essential knowledge for monitoring the pandemic trend. However, these solutions can barely provide precise prediction and satisfactory explanations on the long-term disease surveillance while the ubiquitous social media resources can be the key enabler for solving this problem. For example, serious discussions may occur on social media before and after some breaking events take place. These events, such as marathon and parade, may impact the spread of the virus. To take advantage of the social media data, we propose a novel framework, Social Media enhAnced pandemic suRveillance Technique (SMART), which is composed of two modules: (i) information extraction module to construct heterogeneous knowledge graphs based on the extracted events and relationships among them; (ii) time series prediction module to provide both short-term and long-term forecasts of the confirmed cases and fatality at the state-level in the United States and to discover risk factors for COVID-19 interventions. Extensive experiments show that our method largely outperforms the state-of-the-art baselines by 7.3% and 7.4% in confirmed case/fatality prediction, respectively.