This paper aims to unify spatial dependency and temporal dependency in a non-Euclidean space while capturing the inner spatial-temporal dependencies for spatial-temporal graph data. For spatial-temporal attribute entities with topological structure,
the space-time is consecutive and unified while each nodes current status is influenced by its neighbors past states over variant periods of each neighbor. Most spatial-temporal neural networks study spatial dependency and temporal correlation separately in processing, gravely impaired the space-time continuum, and ignore the fact that the neighbors temporal dependency period for a node can be delayed and dynamic. To model this actual condition, we propose TraverseNet, a novel spatial-temporal graph neural network, viewing space and time as an inseparable whole, to mine spatial-temporal graphs while exploiting the evolving spatial-temporal dependencies for each node via message traverse mechanisms. Experiments with ablation and parameter studies have validated the effectiveness of the proposed TraverseNets, and the detailed implementation can be found from https://github.com/nnzhan/TraverseNet.
Graph convolutional networks are becoming indispensable for deep learning from graph-structured data. Most of the existing graph convolutional networks share two big shortcomings. First, they are essentially low-pass filters, thus the potentially use
ful middle and high frequency band of graph signals are ignored. Second, the bandwidth of existing graph convolutional filters is fixed. Parameters of a graph convolutional filter only transform the graph inputs without changing the curvature of a graph convolutional filter function. In reality, we are uncertain about whether we should retain or cut off the frequency at a certain point unless we have expert domain knowledge. In this paper, we propose Automatic Graph Convolutional Networks (AutoGCN) to capture the full spectrum of graph signals and automatically update the bandwidth of graph convolutional filters. While it is based on graph spectral theory, our AutoGCN is also localized in space and has a spatial form. Experimental results show that AutoGCN achieves significant improvement over baseline methods which only work as low-pass filters.
Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its variables de
pend on one another but, upon looking closely, it is fair to say that existing methods fail to fully exploit latent spatial dependencies between pairs of variables. In recent years, meanwhile, graph neural networks (GNNs) have shown high capability in handling relational dependencies. GNNs require well-defined graph structures for information propagation which means they cannot be applied directly for multivariate time series where the dependencies are not known in advance. In this paper, we propose a general graph neural network framework designed specifically for multivariate time series data. Our approach automatically extracts the uni-directed relations among variables through a graph learning module, into which external knowledge like variable attributes can be easily integrated. A novel mix-hop propagation layer and a dilated inception layer are further proposed to capture the spatial and temporal dependencies within the time series. The graph learning, graph convolution, and temporal convolution modules are jointly learned in an end-to-end framework. Experimental results show that our proposed model outperforms the state-of-the-art baseline methods on 3 of 4 benchmark datasets and achieves on-par performance with other approaches on two traffic datasets which provide extra structural information.
