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An emerging way of tackling the dimensionality issues arising in the modeling of a multivariate process is to assume that the inherent data structure can be captured by a graph. Nevertheless, though state-of-the-art graph-based methods have been successful for many learning tasks, they do not consider time-evolving signals and thus are not suitable for prediction. Based on the recently introduced joint stationarity framework for time-vertex processes, this letter considers multivariate models that exploit the graph topology so as to facilitate the prediction. The resulting method yields similar accuracy to the joint (time-graph) mean-squared error estimator but at lower complexity, and outperforms purely time-based methods.
A number of applications in engineering, social sciences, physics, and biology involve inference over networks. In this context, graph signals are widely encountered as descriptors of vertex attributes or features in graph-structured data. Estimating
This paper proposes a novel non-oscillatory pattern (NOP) learning scheme for several oscillatory data analysis problems including signal decomposition, super-resolution, and signal sub-sampling. To the best of our knowledge, the proposed NOP is the
The problem of graph learning concerns the construction of an explicit topological structure revealing the relationship between nodes representing data entities, which plays an increasingly important role in the success of many graph-based representa
This study proposes a novel Graph Convolutional Neural Network with Data-driven Graph Filter (GCNN-DDGF) model that can learn hidden heterogeneous pairwise correlations between stations to predict station-level hourly demand in a large-scale bike-sha
Gaussian process regression is a widely-applied method for function approximation and uncertainty quantification. The technique has gained popularity recently in the machine learning community due to its robustness and interpretability. The mathemati